CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 27-Jul-2023
Day Change Summary
Previous Current
26-Jul-2023 27-Jul-2023 Change Change % Previous Week
Open 1.1889 1.1804 -0.0085 -0.7% 1.1934
High 1.1929 1.1804 -0.0125 -1.0% 1.1971
Low 1.1889 1.1795 -0.0095 -0.8% 1.1831
Close 1.1929 1.1795 -0.0135 -1.1% 1.1845
Range 0.0040 0.0010 -0.0031 -76.3% 0.0140
ATR 0.0060 0.0065 0.0005 8.9% 0.0000
Volume 1 1 0 0.0% 7
Daily Pivots for day following 27-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.1826 1.1820 1.1800
R3 1.1817 1.1810 1.1797
R2 1.1807 1.1807 1.1796
R1 1.1801 1.1801 1.1795 1.1799
PP 1.1798 1.1798 1.1798 1.1797
S1 1.1791 1.1791 1.1794 1.1790
S2 1.1788 1.1788 1.1793
S3 1.1779 1.1782 1.1792
S4 1.1769 1.1772 1.1789
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 1.1929 1.1795 0.0135 1.1% 0.0022 0.2% 0% False True
10 1.1971 1.1795 0.0176 1.5% 0.0018 0.2% 0% False True 1
20 1.1971 1.1409 0.0562 4.8% 0.0033 0.3% 69% False False 3
40 1.1971 1.1318 0.0653 5.5% 0.0031 0.3% 73% False False 3
60 1.1971 1.1318 0.0653 5.5% 0.0030 0.3% 73% False 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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1844
2.618 1.1829
1.618 1.1819
1.000 1.1814
0.618 1.1810
HIGH 1.1804
0.618 1.1800
0.500 1.1799
0.382 1.1798
LOW 1.1795
0.618 1.1789
1.000 1.1785
1.618 1.1779
2.618 1.1770
4.250 1.1754
Fisher Pivots for day following 27-Jul-2023
Pivot 1 day 3 day
R1 1.1799 1.1862
PP 1.1798 1.1839
S1 1.1796 1.1817

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.