CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 04-Aug-2023
Day Change Summary
Previous Current
03-Aug-2023 04-Aug-2023 Change Change % Previous Week
Open 1.1685 1.1742 0.0057 0.5% 1.1752
High 1.1713 1.1769 0.0056 0.5% 1.1790
Low 1.1685 1.1676 -0.0010 -0.1% 1.1650
Close 1.1713 1.1742 0.0029 0.2% 1.1742
Range 0.0028 0.0093 0.0066 238.2% 0.0140
ATR 0.0064 0.0066 0.0002 3.3% 0.0000
Volume 1 0 -1 -100.0% 59
Daily Pivots for day following 04-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.2008 1.1968 1.1793
R3 1.1915 1.1875 1.1767
R2 1.1822 1.1822 1.1759
R1 1.1782 1.1782 1.1750 1.1788
PP 1.1729 1.1729 1.1729 1.1732
S1 1.1689 1.1689 1.1733 1.1695
S2 1.1636 1.1636 1.1724
S3 1.1543 1.1596 1.1716
S4 1.1450 1.1503 1.1690
Weekly Pivots for week ending 04-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.2147 1.2084 1.1819
R3 1.2007 1.1944 1.1780
R2 1.1867 1.1867 1.1767
R1 1.1804 1.1804 1.1754 1.1766
PP 1.1727 1.1727 1.1727 1.1708
S1 1.1664 1.1664 1.1729 1.1626
S2 1.1587 1.1587 1.1716
S3 1.1447 1.1524 1.1703
S4 1.1307 1.1384 1.1665
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1790 1.1650 0.0140 1.2% 0.0050 0.4% 65% False False 11
10 1.1929 1.1650 0.0279 2.4% 0.0043 0.4% 33% False False 6
20 1.1971 1.1570 0.0401 3.4% 0.0039 0.3% 43% False False 5
40 1.1971 1.1318 0.0653 5.6% 0.0037 0.3% 65% False False 4
60 1.1971 1.1318 0.0653 5.6% 0.0031 0.3% 65% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.2164
2.618 1.2012
1.618 1.1919
1.000 1.1862
0.618 1.1826
HIGH 1.1769
0.618 1.1733
0.500 1.1722
0.382 1.1711
LOW 1.1676
0.618 1.1618
1.000 1.1583
1.618 1.1525
2.618 1.1432
4.250 1.1280
Fisher Pivots for day following 04-Aug-2023
Pivot 1 day 3 day
R1 1.1735 1.1731
PP 1.1729 1.1720
S1 1.1722 1.1709

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

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