CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 13-Jul-2023
Day Change Summary
Previous Current
12-Jul-2023 13-Jul-2023 Change Change % Previous Week
Open 1.1680 1.1953 0.0273 2.3% 1.1490
High 1.1849 1.1953 0.0104 0.9% 1.1569
Low 1.1680 1.1953 0.0273 2.3% 1.1434
Close 1.1849 1.1953 0.0104 0.9% 1.1565
Range 0.0169 0.0000 -0.0169 -100.0% 0.0136
ATR 0.0065 0.0068 0.0003 4.2% 0.0000
Volume 19 0 -19 -100.0% 18
Daily Pivots for day following 13-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.1953 1.1953 1.1953
R3 1.1953 1.1953 1.1953
R2 1.1953 1.1953 1.1953
R1 1.1953 1.1953 1.1953 1.1953
PP 1.1953 1.1953 1.1953 1.1953
S1 1.1953 1.1953 1.1953 1.1953
S2 1.1953 1.1953 1.1953
S3 1.1953 1.1953 1.1953
S4 1.1953 1.1953 1.1953
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 1.1953 1.1466 0.0487 4.1% 0.0074 0.6% 100% True False 10
10 1.1953 1.1409 0.0544 4.5% 0.0048 0.4% 100% True False 5
20 1.1953 1.1368 0.0585 4.9% 0.0039 0.3% 100% True False 4
40 1.1953 1.1318 0.0635 5.3% 0.0032 0.3% 100% True False 3
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0002
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1953
2.618 1.1953
1.618 1.1953
1.000 1.1953
0.618 1.1953
HIGH 1.1953
0.618 1.1953
0.500 1.1953
0.382 1.1953
LOW 1.1953
0.618 1.1953
1.000 1.1953
1.618 1.1953
2.618 1.1953
4.250 1.1953
Fisher Pivots for day following 13-Jul-2023
Pivot 1 day 3 day
R1 1.1953 1.1895
PP 1.1953 1.1838
S1 1.1953 1.1781

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

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