CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 16-Aug-2023
Day Change Summary
Previous Current
15-Aug-2023 16-Aug-2023 Change Change % Previous Week
Open 1.1654 1.1654 0.0000 0.0% 1.1720
High 1.1654 1.1654 0.0000 0.0% 1.1750
Low 1.1654 1.1641 -0.0013 -0.1% 1.1670
Close 1.1654 1.1641 -0.0013 -0.1% 1.1689
Range 0.0000 0.0013 0.0013 0.0081
ATR 0.0059 0.0055 -0.0003 -5.6% 0.0000
Volume 0 1 1 54
Daily Pivots for day following 16-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1683 1.1674 1.1648
R3 1.1670 1.1662 1.1644
R2 1.1658 1.1658 1.1643
R1 1.1649 1.1649 1.1642 1.1647
PP 1.1645 1.1645 1.1645 1.1644
S1 1.1637 1.1637 1.1640 1.1635
S2 1.1633 1.1633 1.1639
S3 1.1620 1.1624 1.1638
S4 1.1608 1.1612 1.1634
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 1.1606 0.0144 1.2% 0.0039 0.3% 24% False False
10 1.1769 1.1606 0.0163 1.4% 0.0041 0.4% 22% False False 5
20 1.1929 1.1606 0.0323 2.8% 0.0037 0.3% 11% False False 6
40 1.1971 1.1409 0.0562 4.8% 0.0035 0.3% 41% False False 4
60 1.1971 1.1318 0.0653 5.6% 0.0033 0.3% 50% False False 4
80 1.1971 1.1318 0.0653 5.6% 0.0032 0.3% 50% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1707
2.618 1.1686
1.618 1.1674
1.000 1.1666
0.618 1.1661
HIGH 1.1654
0.618 1.1649
0.500 1.1647
0.382 1.1646
LOW 1.1641
0.618 1.1633
1.000 1.1629
1.618 1.1621
2.618 1.1608
4.250 1.1588
Fisher Pivots for day following 16-Aug-2023
Pivot 1 day 3 day
R1 1.1647 1.1648
PP 1.1645 1.1646
S1 1.1643 1.1643

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.