CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 11-Aug-2023
Day Change Summary
Previous Current
10-Aug-2023 11-Aug-2023 Change Change % Previous Week
Open 1.1750 1.1689 -0.0062 -0.5% 1.1720
High 1.1750 1.1713 -0.0037 -0.3% 1.1750
Low 1.1695 1.1670 -0.0025 -0.2% 1.1670
Close 1.1695 1.1689 -0.0006 -0.1% 1.1689
Range 0.0056 0.0044 -0.0012 -21.6% 0.0081
ATR 0.0063 0.0061 -0.0001 -2.2% 0.0000
Volume 1 0 -1 -100.0% 54
Daily Pivots for day following 11-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1821 1.1798 1.1712
R3 1.1777 1.1755 1.1700
R2 1.1734 1.1734 1.1696
R1 1.1711 1.1711 1.1692 1.1710
PP 1.1690 1.1690 1.1690 1.1690
S1 1.1668 1.1668 1.1685 1.1667
S2 1.1647 1.1647 1.1681
S3 1.1603 1.1624 1.1677
S4 1.1560 1.1581 1.1665
Weekly Pivots for week ending 11-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1944 1.1897 1.1733
R3 1.1864 1.1816 1.1711
R2 1.1783 1.1783 1.1703
R1 1.1736 1.1736 1.1696 1.1719
PP 1.1703 1.1703 1.1703 1.1694
S1 1.1655 1.1655 1.1681 1.1639
S2 1.1622 1.1622 1.1674
S3 1.1542 1.1575 1.1666
S4 1.1461 1.1494 1.1644
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1750 1.1670 0.0081 0.7% 0.0039 0.3% 24% False True 10
10 1.1790 1.1650 0.0140 1.2% 0.0045 0.4% 28% False False 11
20 1.1971 1.1650 0.0321 2.7% 0.0032 0.3% 12% False False 6
40 1.1971 1.1368 0.0603 5.2% 0.0036 0.3% 53% False False 5
60 1.1971 1.1318 0.0653 5.6% 0.0033 0.3% 57% False False 4
80 1.1971 1.1318 0.0653 5.6% 0.0032 0.3% 57% False False 3
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 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1898
2.618 1.1827
1.618 1.1783
1.000 1.1757
0.618 1.1740
HIGH 1.1713
0.618 1.1696
0.500 1.1691
0.382 1.1686
LOW 1.1670
0.618 1.1643
1.000 1.1626
1.618 1.1599
2.618 1.1556
4.250 1.1485
Fisher Pivots for day following 11-Aug-2023
Pivot 1 day 3 day
R1 1.1691 1.1710
PP 1.1690 1.1703
S1 1.1689 1.1696

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

View Archives - Comment on this page... - Back to Index of Symbols