CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 01-Aug-2023
Day Change Summary
Previous Current
31-Jul-2023 01-Aug-2023 Change Change % Previous Week
Open 1.1752 1.1698 -0.0054 -0.5% 1.1855
High 1.1790 1.1706 -0.0085 -0.7% 1.1929
Low 1.1752 1.1698 -0.0054 -0.5% 1.1741
Close 1.1762 1.1706 -0.0056 -0.5% 1.1797
Range 0.0039 0.0008 -0.0031 -80.5% 0.0189
ATR 0.0065 0.0065 0.0000 -0.2% 0.0000
Volume 2 3 1 50.0% 5
Daily Pivots for day following 01-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1726 1.1723 1.1710
R3 1.1718 1.1716 1.1708
R2 1.1711 1.1711 1.1707
R1 1.1708 1.1708 1.1706 1.1709
PP 1.1703 1.1703 1.1703 1.1704
S1 1.1701 1.1701 1.1705 1.1702
S2 1.1696 1.1696 1.1704
S3 1.1688 1.1693 1.1703
S4 1.1681 1.1686 1.1701
Weekly Pivots for week ending 28-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.2388 1.2281 1.1901
R3 1.2199 1.2092 1.1849
R2 1.2011 1.2011 1.1832
R1 1.1904 1.1904 1.1814 1.1863
PP 1.1822 1.1822 1.1822 1.1802
S1 1.1715 1.1715 1.1780 1.1675
S2 1.1634 1.1634 1.1762
S3 1.1445 1.1527 1.1745
S4 1.1257 1.1338 1.1693
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1929 1.1698 0.0231 2.0% 0.0037 0.3% 3% False True 1
10 1.1950 1.1698 0.0252 2.2% 0.0025 0.2% 3% False True 1
20 1.1971 1.1434 0.0537 4.6% 0.0034 0.3% 51% False False 3
40 1.1971 1.1318 0.0653 5.6% 0.0033 0.3% 59% False False 3
60 1.1971 1.1318 0.0653 5.6% 0.0031 0.3% 59% False False 2
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 0.0004
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1737
2.618 1.1725
1.618 1.1718
1.000 1.1713
0.618 1.1710
HIGH 1.1706
0.618 1.1703
0.500 1.1702
0.382 1.1701
LOW 1.1698
0.618 1.1693
1.000 1.1691
1.618 1.1686
2.618 1.1678
4.250 1.1666
Fisher Pivots for day following 01-Aug-2023
Pivot 1 day 3 day
R1 1.1704 1.1765
PP 1.1703 1.1745
S1 1.1702 1.1725

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

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