CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 31-Aug-2023
Day Change Summary
Previous Current
30-Aug-2023 31-Aug-2023 Change Change % Previous Week
Open 1.1640 1.1571 -0.0069 -0.6% 1.1650
High 1.1640 1.1571 -0.0069 -0.6% 1.1674
Low 1.1640 1.1571 -0.0069 -0.6% 1.1530
Close 1.1640 1.1571 -0.0069 -0.6% 1.1574
Range
ATR 0.0046 0.0048 0.0002 3.5% 0.0000
Volume 0 34 34 2
Daily Pivots for day following 31-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1571 1.1571 1.1571
R3 1.1571 1.1571 1.1571
R2 1.1571 1.1571 1.1571
R1 1.1571 1.1571 1.1571 1.1571
PP 1.1571 1.1571 1.1571 1.1571
S1 1.1571 1.1571 1.1571 1.1571
S2 1.1571 1.1571 1.1571
S3 1.1571 1.1571 1.1571
S4 1.1571 1.1571 1.1571
Weekly Pivots for week ending 25-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.2023 1.1942 1.1653
R3 1.1880 1.1799 1.1613
R2 1.1736 1.1736 1.1600
R1 1.1655 1.1655 1.1587 1.1624
PP 1.1593 1.1593 1.1593 1.1577
S1 1.1512 1.1512 1.1561 1.1480
S2 1.1449 1.1449 1.1548
S3 1.1306 1.1368 1.1535
S4 1.1162 1.1225 1.1495
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1640 1.1530 0.0110 1.0% 0.0010 0.1% 37% False False 7
10 1.1674 1.1530 0.0144 1.2% 0.0021 0.2% 29% False False 3
20 1.1769 1.1530 0.0239 2.1% 0.0030 0.3% 17% False False 4
40 1.1971 1.1466 0.0505 4.4% 0.0035 0.3% 21% False False 5
60 1.1971 1.1318 0.0653 5.6% 0.0033 0.3% 39% False False 4
80 1.1971 1.1318 0.0653 5.6% 0.0030 0.3% 39% 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 False
Bear Hook False
Bull Hook False
Stretch 0.0003
Fibonacci Retracements and Extensions
4.250 1.1571
2.618 1.1571
1.618 1.1571
1.000 1.1571
0.618 1.1571
HIGH 1.1571
0.618 1.1571
0.500 1.1571
0.382 1.1571
LOW 1.1571
0.618 1.1571
1.000 1.1571
1.618 1.1571
2.618 1.1571
4.250 1.1571
Fisher Pivots for day following 31-Aug-2023
Pivot 1 day 3 day
R1 1.1571 1.1606
PP 1.1571 1.1594
S1 1.1571 1.1583

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

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