CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 24-Jul-2023
Day Change Summary
Previous Current
21-Jul-2023 24-Jul-2023 Change Change % Previous Week
Open 1.1845 1.1855 0.0011 0.1% 1.1934
High 1.1866 1.1855 -0.0011 -0.1% 1.1971
Low 1.1845 1.1817 -0.0028 -0.2% 1.1831
Close 1.1845 1.1817 -0.0028 -0.2% 1.1845
Range 0.0022 0.0038 0.0017 76.7% 0.0140
ATR 0.0062 0.0060 -0.0002 -2.8% 0.0000
Volume 0 2 2 7
Daily Pivots for day following 24-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.1944 1.1918 1.1838
R3 1.1906 1.1880 1.1827
R2 1.1868 1.1868 1.1824
R1 1.1842 1.1842 1.1820 1.1836
PP 1.1830 1.1830 1.1830 1.1827
S1 1.1804 1.1804 1.1814 1.1798
S2 1.1792 1.1792 1.1810
S3 1.1754 1.1766 1.1807
S4 1.1716 1.1728 1.1796
Weekly Pivots for week ending 21-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.2302 1.2213 1.1922
R3 1.2162 1.2073 1.1883
R2 1.2022 1.2022 1.1870
R1 1.1933 1.1933 1.1857 1.1908
PP 1.1882 1.1882 1.1882 1.1869
S1 1.1793 1.1793 1.1832 1.1768
S2 1.1742 1.1742 1.1819
S3 1.1602 1.1653 1.1806
S4 1.1462 1.1513 1.1768
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1971 1.1817 0.0154 1.3% 0.0012 0.1% 0% False True 1
10 1.1971 1.1610 0.0361 3.1% 0.0036 0.3% 57% False False 3
20 1.1971 1.1409 0.0562 4.8% 0.0032 0.3% 73% False False 3
40 1.1971 1.1318 0.0653 5.5% 0.0032 0.3% 76% False False 3
60 1.1971 1.1318 0.0653 5.5% 0.0031 0.3% 76% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2017
2.618 1.1954
1.618 1.1916
1.000 1.1893
0.618 1.1878
HIGH 1.1855
0.618 1.1840
0.500 1.1836
0.382 1.1832
LOW 1.1817
0.618 1.1794
1.000 1.1779
1.618 1.1756
2.618 1.1718
4.250 1.1656
Fisher Pivots for day following 24-Jul-2023
Pivot 1 day 3 day
R1 1.1836 1.1842
PP 1.1830 1.1833
S1 1.1823 1.1825

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

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