CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 23-Aug-2023
Day Change Summary
Previous Current
22-Aug-2023 23-Aug-2023 Change Change % Previous Week
Open 1.1629 1.1655 0.0026 0.2% 1.1620
High 1.1629 1.1655 0.0026 0.2% 1.1691
Low 1.1629 1.1655 0.0026 0.2% 1.1602
Close 1.1629 1.1655 0.0026 0.2% 1.1603
Range
ATR 0.0050 0.0048 -0.0002 -3.5% 0.0000
Volume 1 0 -1 -100.0% 3
Daily Pivots for day following 23-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1655 1.1655 1.1655
R3 1.1655 1.1655 1.1655
R2 1.1655 1.1655 1.1655
R1 1.1655 1.1655 1.1655 1.1655
PP 1.1655 1.1655 1.1655 1.1655
S1 1.1655 1.1655 1.1655 1.1655
S2 1.1655 1.1655 1.1655
S3 1.1655 1.1655 1.1655
S4 1.1655 1.1655 1.1655
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 1.1657 1.1602 0.0056 0.5% 0.0011 0.1% 95% False False
10 1.1750 1.1602 0.0149 1.3% 0.0025 0.2% 36% False False
20 1.1832 1.1602 0.0230 2.0% 0.0035 0.3% 23% False False 5
40 1.1971 1.1409 0.0562 4.8% 0.0034 0.3% 44% False False 4
60 1.1971 1.1318 0.0653 5.6% 0.0032 0.3% 52% False False 3
80 1.1971 1.1318 0.0653 5.6% 0.0031 0.3% 52% False False 3
Crabel Price Patterns
NR False
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 True
Bear Hook False
Bull Hook False
Stretch 0.0005
Fibonacci Retracements and Extensions
4.250 1.1655
2.618 1.1655
1.618 1.1655
1.000 1.1655
0.618 1.1655
HIGH 1.1655
0.618 1.1655
0.500 1.1655
0.382 1.1655
LOW 1.1655
0.618 1.1655
1.000 1.1655
1.618 1.1655
2.618 1.1655
4.250 1.1655
Fisher Pivots for day following 23-Aug-2023
Pivot 1 day 3 day
R1 1.1655 1.1650
PP 1.1655 1.1646
S1 1.1655 1.1642

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

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