CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 12-Sep-2023
Day Change Summary
Previous Current
11-Sep-2023 12-Sep-2023 Change Change % Previous Week
Open 1.1458 1.1451 -0.0007 -0.1% 1.1485
High 1.1458 1.1453 -0.0006 0.0% 1.1564
Low 1.1458 1.1450 -0.0008 -0.1% 1.1429
Close 1.1458 1.1453 -0.0006 0.0% 1.1429
Range 0.0000 0.0003 0.0003 0.0135
ATR 0.0049 0.0046 -0.0003 -6.0% 0.0000
Volume 23 66 43 187.0% 5
Daily Pivots for day following 12-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1459 1.1458 1.1454
R3 1.1457 1.1456 1.1453
R2 1.1454 1.1454 1.1453
R1 1.1453 1.1453 1.1453 1.1454
PP 1.1452 1.1452 1.1452 1.1452
S1 1.1451 1.1451 1.1452 1.1451
S2 1.1449 1.1449 1.1452
S3 1.1447 1.1448 1.1452
S4 1.1444 1.1446 1.1451
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 1.1499 1.1429 0.0070 0.6% 0.0023 0.2% 34% False False 18
10 1.1640 1.1429 0.0211 1.8% 0.0028 0.2% 11% False False 12
20 1.1674 1.1429 0.0245 2.1% 0.0025 0.2% 10% False False 6
40 1.1971 1.1429 0.0542 4.7% 0.0031 0.3% 4% False False 6
60 1.1971 1.1409 0.0562 4.9% 0.0031 0.3% 8% False False 5
80 1.1971 1.1318 0.0653 5.7% 0.0032 0.3% 21% False False 4
100 1.1971 1.1318 0.0653 5.7% 0.0031 0.3% 21% 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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1463
2.618 1.1459
1.618 1.1457
1.000 1.1455
0.618 1.1454
HIGH 1.1453
0.618 1.1452
0.500 1.1451
0.382 1.1451
LOW 1.1450
0.618 1.1448
1.000 1.1448
1.618 1.1446
2.618 1.1443
4.250 1.1439
Fisher Pivots for day following 12-Sep-2023
Pivot 1 day 3 day
R1 1.1452 1.1452
PP 1.1452 1.1452
S1 1.1451 1.1452

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

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