CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 03-Aug-2023
Day Change Summary
Previous Current
02-Aug-2023 03-Aug-2023 Change Change % Previous Week
Open 1.1735 1.1685 -0.0050 -0.4% 1.1855
High 1.1735 1.1713 -0.0022 -0.2% 1.1929
Low 1.1650 1.1685 0.0035 0.3% 1.1741
Close 1.1685 1.1713 0.0028 0.2% 1.1797
Range 0.0085 0.0028 -0.0057 -67.5% 0.0189
ATR 0.0067 0.0064 -0.0003 -4.2% 0.0000
Volume 53 1 -52 -98.1% 5
Daily Pivots for day following 03-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1786 1.1777 1.1728
R3 1.1758 1.1749 1.1720
R2 1.1731 1.1731 1.1718
R1 1.1722 1.1722 1.1715 1.1726
PP 1.1703 1.1703 1.1703 1.1706
S1 1.1694 1.1694 1.1710 1.1699
S2 1.1676 1.1676 1.1707
S3 1.1648 1.1667 1.1705
S4 1.1621 1.1639 1.1697
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 1.1832 1.1650 0.0182 1.5% 0.0050 0.4% 34% False False 12
10 1.1929 1.1650 0.0279 2.4% 0.0036 0.3% 22% False False 6
20 1.1971 1.1466 0.0505 4.3% 0.0040 0.3% 49% False False 6
40 1.1971 1.1318 0.0653 5.6% 0.0035 0.3% 60% False False 4
60 1.1971 1.1318 0.0653 5.6% 0.0030 0.3% 60% False False 3
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1829
2.618 1.1784
1.618 1.1757
1.000 1.1740
0.618 1.1729
HIGH 1.1713
0.618 1.1702
0.500 1.1699
0.382 1.1696
LOW 1.1685
0.618 1.1668
1.000 1.1658
1.618 1.1641
2.618 1.1613
4.250 1.1568
Fisher Pivots for day following 03-Aug-2023
Pivot 1 day 3 day
R1 1.1708 1.1706
PP 1.1703 1.1699
S1 1.1699 1.1692

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

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