CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 18-Aug-2023
Day Change Summary
Previous Current
17-Aug-2023 18-Aug-2023 Change Change % Previous Week
Open 1.1631 1.1619 -0.0012 -0.1% 1.1620
High 1.1631 1.1657 0.0027 0.2% 1.1691
Low 1.1631 1.1602 -0.0029 -0.2% 1.1602
Close 1.1631 1.1603 -0.0028 -0.2% 1.1603
Range 0.0000 0.0056 0.0056 0.0089
ATR 0.0052 0.0052 0.0000 0.5% 0.0000
Volume 0 1 1 3
Daily Pivots for day following 18-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1787 1.1751 1.1634
R3 1.1732 1.1695 1.1618
R2 1.1676 1.1676 1.1613
R1 1.1640 1.1640 1.1608 1.1630
PP 1.1621 1.1621 1.1621 1.1616
S1 1.1584 1.1584 1.1598 1.1575
S2 1.1565 1.1565 1.1593
S3 1.1510 1.1529 1.1588
S4 1.1454 1.1473 1.1572
Weekly Pivots for week ending 18-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1899 1.1840 1.1652
R3 1.1810 1.1751 1.1627
R2 1.1721 1.1721 1.1619
R1 1.1662 1.1662 1.1611 1.1647
PP 1.1632 1.1632 1.1632 1.1624
S1 1.1573 1.1573 1.1595 1.1558
S2 1.1543 1.1543 1.1587
S3 1.1454 1.1484 1.1579
S4 1.1365 1.1395 1.1554
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1691 1.1602 0.0089 0.8% 0.0031 0.3% 2% False True
10 1.1750 1.1602 0.0149 1.3% 0.0035 0.3% 1% False True 5
20 1.1929 1.1602 0.0328 2.8% 0.0039 0.3% 0% False True 6
40 1.1971 1.1409 0.0562 4.8% 0.0036 0.3% 35% False False 4
60 1.1971 1.1318 0.0653 5.6% 0.0033 0.3% 44% False False 4
80 1.1971 1.1318 0.0653 5.6% 0.0033 0.3% 44% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1893
2.618 1.1802
1.618 1.1747
1.000 1.1713
0.618 1.1691
HIGH 1.1657
0.618 1.1636
0.500 1.1629
0.382 1.1623
LOW 1.1602
0.618 1.1567
1.000 1.1546
1.618 1.1512
2.618 1.1456
4.250 1.1366
Fisher Pivots for day following 18-Aug-2023
Pivot 1 day 3 day
R1 1.1629 1.1629
PP 1.1621 1.1621
S1 1.1612 1.1612

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

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