CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 14-Jul-2023
Day Change Summary
Previous Current
13-Jul-2023 14-Jul-2023 Change Change % Previous Week
Open 1.1953 1.1909 -0.0044 -0.4% 1.1570
High 1.1953 1.1969 0.0017 0.1% 1.1969
Low 1.1953 1.1900 -0.0053 -0.4% 1.1570
Close 1.1953 1.1909 -0.0044 -0.4% 1.1909
Range 0.0000 0.0070 0.0070 0.0399
ATR 0.0068 0.0068 0.0000 0.2% 0.0000
Volume
Daily Pivots for day following 14-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.2134 1.2091 1.1947
R3 1.2065 1.2022 1.1928
R2 1.1995 1.1995 1.1922
R1 1.1952 1.1952 1.1915 1.1944
PP 1.1926 1.1926 1.1926 1.1922
S1 1.1883 1.1883 1.1903 1.1874
S2 1.1856 1.1856 1.1896
S3 1.1787 1.1813 1.1890
S4 1.1717 1.1744 1.1871
Weekly Pivots for week ending 14-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.3013 1.2860 1.2128
R3 1.2614 1.2461 1.2019
R2 1.2215 1.2215 1.1982
R1 1.2062 1.2062 1.1946 1.2139
PP 1.1816 1.1816 1.1816 1.1854
S1 1.1663 1.1663 1.1872 1.1740
S2 1.1417 1.1417 1.1836
S3 1.1018 1.1264 1.1799
S4 1.0619 1.0865 1.1690
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1969 1.1570 0.0399 3.4% 0.0067 0.6% 85% True False 7
10 1.1969 1.1409 0.0560 4.7% 0.0055 0.5% 89% True False 5
20 1.1969 1.1368 0.0601 5.0% 0.0040 0.3% 90% True False 4
40 1.1969 1.1318 0.0651 5.5% 0.0033 0.3% 91% True False 3
60 1.1969 1.1318 0.0651 5.5% 0.0032 0.3% 91% True False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2264
2.618 1.2151
1.618 1.2081
1.000 1.2039
0.618 1.2012
HIGH 1.1969
0.618 1.1942
0.500 1.1934
0.382 1.1926
LOW 1.1900
0.618 1.1857
1.000 1.1830
1.618 1.1787
2.618 1.1718
4.250 1.1604
Fisher Pivots for day following 14-Jul-2023
Pivot 1 day 3 day
R1 1.1934 1.1881
PP 1.1926 1.1853
S1 1.1917 1.1825

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

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