CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 10-Jul-2023
Day Change Summary
Previous Current
07-Jul-2023 10-Jul-2023 Change Change % Previous Week
Open 1.1474 1.1570 0.0096 0.8% 1.1490
High 1.1569 1.1603 0.0034 0.3% 1.1569
Low 1.1466 1.1570 0.0104 0.9% 1.1434
Close 1.1565 1.1603 0.0038 0.3% 1.1565
Range 0.0103 0.0033 -0.0071 -68.4% 0.0136
ATR 0.0057 0.0056 -0.0001 -2.4% 0.0000
Volume 16 9 -7 -43.8% 18
Daily Pivots for day following 10-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.1689 1.1678 1.1620
R3 1.1657 1.1646 1.1611
R2 1.1624 1.1624 1.1608
R1 1.1613 1.1613 1.1605 1.1619
PP 1.1592 1.1592 1.1592 1.1594
S1 1.1581 1.1581 1.1600 1.1586
S2 1.1559 1.1559 1.1597
S3 1.1527 1.1548 1.1594
S4 1.1494 1.1516 1.1585
Weekly Pivots for week ending 07-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.1929 1.1883 1.1640
R3 1.1794 1.1747 1.1602
R2 1.1658 1.1658 1.1590
R1 1.1612 1.1612 1.1577 1.1635
PP 1.1523 1.1523 1.1523 1.1534
S1 1.1476 1.1476 1.1553 1.1499
S2 1.1387 1.1387 1.1540
S3 1.1252 1.1341 1.1528
S4 1.1116 1.1205 1.1490
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1603 1.1434 0.0169 1.5% 0.0032 0.3% 100% True False 5
10 1.1603 1.1409 0.0194 1.7% 0.0028 0.2% 100% True False 3
20 1.1603 1.1318 0.0285 2.5% 0.0030 0.3% 100% True False 3
40 1.1603 1.1318 0.0285 2.5% 0.0028 0.2% 100% True False 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1741
2.618 1.1688
1.618 1.1655
1.000 1.1635
0.618 1.1623
HIGH 1.1603
0.618 1.1590
0.500 1.1586
0.382 1.1582
LOW 1.1570
0.618 1.1550
1.000 1.1538
1.618 1.1517
2.618 1.1485
4.250 1.1432
Fisher Pivots for day following 10-Jul-2023
Pivot 1 day 3 day
R1 1.1597 1.1580
PP 1.1592 1.1557
S1 1.1586 1.1534

These figures are updated between 7pm and 10pm EST after a trading day.

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