CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 07-Sep-2023
Day Change Summary
Previous Current
06-Sep-2023 07-Sep-2023 Change Change % Previous Week
Open 1.1461 1.1437 -0.0024 -0.2% 1.1570
High 1.1499 1.1437 -0.0062 -0.5% 1.1640
Low 1.1441 1.1429 -0.0012 -0.1% 1.1535
Close 1.1461 1.1437 -0.0024 -0.2% 1.1541
Range 0.0058 0.0008 -0.0050 -86.1% 0.0105
ATR 0.0053 0.0051 -0.0002 -2.9% 0.0000
Volume
Daily Pivots for day following 07-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1458 1.1456 1.1441
R3 1.1450 1.1448 1.1439
R2 1.1442 1.1442 1.1438
R1 1.1440 1.1440 1.1438 1.1441
PP 1.1434 1.1434 1.1434 1.1435
S1 1.1432 1.1432 1.1436 1.1433
S2 1.1426 1.1426 1.1436
S3 1.1418 1.1424 1.1435
S4 1.1410 1.1416 1.1433
Weekly Pivots for week ending 01-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1887 1.1819 1.1599
R3 1.1782 1.1714 1.1570
R2 1.1677 1.1677 1.1560
R1 1.1609 1.1609 1.1551 1.1591
PP 1.1572 1.1572 1.1572 1.1563
S1 1.1504 1.1504 1.1531 1.1486
S2 1.1467 1.1467 1.1522
S3 1.1362 1.1399 1.1512
S4 1.1257 1.1294 1.1483
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1614 1.1429 0.0185 1.6% 0.0046 0.4% 4% False True 7
10 1.1674 1.1429 0.0245 2.1% 0.0039 0.3% 3% False True 4
20 1.1750 1.1429 0.0321 2.8% 0.0032 0.3% 2% False True 2
40 1.1971 1.1429 0.0542 4.7% 0.0031 0.3% 1% False True 4
60 1.1971 1.1364 0.0607 5.3% 0.0034 0.3% 12% False False 4
80 1.1971 1.1318 0.0653 5.7% 0.0031 0.3% 18% False False 3
Crabel Price Patterns
NR True
NR4 True
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 0.0004
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1471
2.618 1.1458
1.618 1.1450
1.000 1.1445
0.618 1.1442
HIGH 1.1437
0.618 1.1434
0.500 1.1433
0.382 1.1432
LOW 1.1429
0.618 1.1424
1.000 1.1421
1.618 1.1416
2.618 1.1408
4.250 1.1395
Fisher Pivots for day following 07-Sep-2023
Pivot 1 day 3 day
R1 1.1436 1.1497
PP 1.1434 1.1477
S1 1.1433 1.1457

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

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