CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 11-Sep-2023
Day Change Summary
Previous Current
08-Sep-2023 11-Sep-2023 Change Change % Previous Week
Open 1.1435 1.1458 0.0024 0.2% 1.1485
High 1.1476 1.1458 -0.0018 -0.2% 1.1564
Low 1.1429 1.1458 0.0029 0.3% 1.1429
Close 1.1429 1.1458 0.0029 0.3% 1.1429
Range 0.0047 0.0000 -0.0047 -100.0% 0.0135
ATR 0.0051 0.0049 -0.0002 -3.1% 0.0000
Volume 1 23 22 2,200.0% 5
Daily Pivots for day following 11-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1458 1.1458 1.1458
R3 1.1458 1.1458 1.1458
R2 1.1458 1.1458 1.1458
R1 1.1458 1.1458 1.1458 1.1458
PP 1.1458 1.1458 1.1458 1.1458
S1 1.1458 1.1458 1.1458 1.1458
S2 1.1458 1.1458 1.1458
S3 1.1458 1.1458 1.1458
S4 1.1458 1.1458 1.1458
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 1.1564 1.1429 0.0135 1.2% 0.0039 0.3% 21% False False 5
10 1.1640 1.1429 0.0211 1.8% 0.0028 0.2% 14% False False 6
20 1.1691 1.1429 0.0262 2.3% 0.0029 0.3% 11% False False 3
40 1.1971 1.1429 0.0542 4.7% 0.0031 0.3% 5% False False 4
60 1.1971 1.1368 0.0603 5.3% 0.0034 0.3% 15% False False 4
80 1.1971 1.1318 0.0653 5.7% 0.0032 0.3% 21% False False 3
100 1.1971 1.1318 0.0653 5.7% 0.0031 0.3% 21% False False 3
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1458
2.618 1.1458
1.618 1.1458
1.000 1.1458
0.618 1.1458
HIGH 1.1458
0.618 1.1458
0.500 1.1458
0.382 1.1458
LOW 1.1458
0.618 1.1458
1.000 1.1458
1.618 1.1458
2.618 1.1458
4.250 1.1458
Fisher Pivots for day following 11-Sep-2023
Pivot 1 day 3 day
R1 1.1458 1.1456
PP 1.1458 1.1454
S1 1.1458 1.1452

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

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