CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 24-Aug-2023
Day Change Summary
Previous Current
23-Aug-2023 24-Aug-2023 Change Change % Previous Week
Open 1.1655 1.1573 -0.0082 -0.7% 1.1620
High 1.1655 1.1674 0.0019 0.2% 1.1691
Low 1.1655 1.1564 -0.0091 -0.8% 1.1602
Close 1.1655 1.1565 -0.0090 -0.8% 1.1603
Range 0.0000 0.0110 0.0110 0.0089
ATR 0.0048 0.0052 0.0004 9.2% 0.0000
Volume 0 1 1 3
Daily Pivots for day following 24-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1931 1.1858 1.1626
R3 1.1821 1.1748 1.1595
R2 1.1711 1.1711 1.1585
R1 1.1638 1.1638 1.1575 1.1619
PP 1.1601 1.1601 1.1601 1.1591
S1 1.1528 1.1528 1.1555 1.1509
S2 1.1491 1.1491 1.1545
S3 1.1381 1.1418 1.1535
S4 1.1271 1.1308 1.1505
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 1.1674 1.1564 0.0110 1.0% 0.0033 0.3% 1% True True
10 1.1713 1.1564 0.0150 1.3% 0.0031 0.3% 1% False True
20 1.1832 1.1564 0.0268 2.3% 0.0040 0.3% 1% False True 5
40 1.1971 1.1409 0.0562 4.9% 0.0036 0.3% 28% False False 4
60 1.1971 1.1318 0.0653 5.6% 0.0034 0.3% 38% False False 3
80 1.1971 1.1318 0.0653 5.6% 0.0033 0.3% 38% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 1.2141
2.618 1.1961
1.618 1.1851
1.000 1.1784
0.618 1.1741
HIGH 1.1674
0.618 1.1631
0.500 1.1619
0.382 1.1606
LOW 1.1564
0.618 1.1496
1.000 1.1454
1.618 1.1386
2.618 1.1276
4.250 1.1096
Fisher Pivots for day following 24-Aug-2023
Pivot 1 day 3 day
R1 1.1619 1.1619
PP 1.1601 1.1601
S1 1.1583 1.1583

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

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