CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 08-Sep-2023
Day Change Summary
Previous Current
07-Sep-2023 08-Sep-2023 Change Change % Previous Week
Open 1.1437 1.1435 -0.0003 0.0% 1.1485
High 1.1437 1.1476 0.0039 0.3% 1.1564
Low 1.1429 1.1429 0.0000 0.0% 1.1429
Close 1.1437 1.1429 -0.0008 -0.1% 1.1429
Range 0.0008 0.0047 0.0039 481.3% 0.0135
ATR 0.0051 0.0051 0.0000 -0.7% 0.0000
Volume 0 1 1 5
Daily Pivots for day following 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1584 1.1553 1.1455
R3 1.1538 1.1507 1.1442
R2 1.1491 1.1491 1.1438
R1 1.1460 1.1460 1.1433 1.1452
PP 1.1445 1.1445 1.1445 1.1441
S1 1.1414 1.1414 1.1425 1.1406
S2 1.1398 1.1398 1.1420
S3 1.1352 1.1367 1.1416
S4 1.1305 1.1321 1.1403
Weekly Pivots for week ending 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1879 1.1789 1.1503
R3 1.1744 1.1654 1.1466
R2 1.1609 1.1609 1.1454
R1 1.1519 1.1519 1.1441 1.1497
PP 1.1474 1.1474 1.1474 1.1463
S1 1.1384 1.1384 1.1417 1.1362
S2 1.1339 1.1339 1.1404
S3 1.1204 1.1249 1.1392
S4 1.1069 1.1114 1.1355
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% 0.0055 0.5% 0% False True 1
10 1.1640 1.1429 0.0211 1.8% 0.0032 0.3% 0% False True 4
20 1.1713 1.1429 0.0284 2.5% 0.0031 0.3% 0% False True 2
40 1.1971 1.1429 0.0542 4.7% 0.0032 0.3% 0% False True 4
60 1.1971 1.1368 0.0603 5.3% 0.0035 0.3% 10% False False 4
80 1.1971 1.1318 0.0653 5.7% 0.0032 0.3% 17% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1673
2.618 1.1597
1.618 1.1551
1.000 1.1522
0.618 1.1504
HIGH 1.1476
0.618 1.1458
0.500 1.1452
0.382 1.1447
LOW 1.1429
0.618 1.1400
1.000 1.1383
1.618 1.1354
2.618 1.1307
4.250 1.1231
Fisher Pivots for day following 08-Sep-2023
Pivot 1 day 3 day
R1 1.1452 1.1464
PP 1.1445 1.1452
S1 1.1437 1.1441

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

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