CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 10-Aug-2023
Day Change Summary
Previous Current
09-Aug-2023 10-Aug-2023 Change Change % Previous Week
Open 1.1705 1.1750 0.0045 0.4% 1.1752
High 1.1730 1.1750 0.0021 0.2% 1.1790
Low 1.1672 1.1695 0.0023 0.2% 1.1650
Close 1.1678 1.1695 0.0017 0.1% 1.1742
Range 0.0058 0.0056 -0.0003 -4.3% 0.0140
ATR 0.0062 0.0063 0.0001 1.2% 0.0000
Volume 2 1 -1 -50.0% 59
Daily Pivots for day following 10-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1880 1.1843 1.1725
R3 1.1824 1.1787 1.1710
R2 1.1769 1.1769 1.1705
R1 1.1732 1.1732 1.1700 1.1722
PP 1.1713 1.1713 1.1713 1.1708
S1 1.1676 1.1676 1.1689 1.1667
S2 1.1658 1.1658 1.1684
S3 1.1602 1.1621 1.1679
S4 1.1547 1.1565 1.1664
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 1.1769 1.1672 0.0097 0.8% 0.0049 0.4% 24% False False 10
10 1.1832 1.1650 0.0182 1.6% 0.0049 0.4% 25% False False 11
20 1.1971 1.1650 0.0321 2.7% 0.0034 0.3% 14% False False 6
40 1.1971 1.1368 0.0603 5.2% 0.0037 0.3% 54% False False 5
60 1.1971 1.1318 0.0653 5.6% 0.0032 0.3% 58% False False 4
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1986
2.618 1.1895
1.618 1.1840
1.000 1.1806
0.618 1.1784
HIGH 1.1750
0.618 1.1729
0.500 1.1722
0.382 1.1716
LOW 1.1695
0.618 1.1660
1.000 1.1639
1.618 1.1605
2.618 1.1549
4.250 1.1459
Fisher Pivots for day following 10-Aug-2023
Pivot 1 day 3 day
R1 1.1722 1.1711
PP 1.1713 1.1705
S1 1.1704 1.1700

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

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