CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 15-Sep-2023
Day Change Summary
Previous Current
14-Sep-2023 15-Sep-2023 Change Change % Previous Week
Open 1.1437 1.1370 -0.0067 -0.6% 1.1458
High 1.1437 1.1397 -0.0041 -0.4% 1.1458
Low 1.1380 1.1366 -0.0014 -0.1% 1.1366
Close 1.1380 1.1366 -0.0014 -0.1% 1.1366
Range 0.0058 0.0031 -0.0027 -46.1% 0.0093
ATR 0.0046 0.0045 -0.0001 -2.4% 0.0000
Volume 53 1 -52 -98.1% 193
Daily Pivots for day following 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1469 1.1448 1.1383
R3 1.1438 1.1417 1.1374
R2 1.1407 1.1407 1.1371
R1 1.1386 1.1386 1.1368 1.1381
PP 1.1376 1.1376 1.1376 1.1373
S1 1.1355 1.1355 1.1363 1.1350
S2 1.1345 1.1345 1.1360
S3 1.1314 1.1324 1.1357
S4 1.1283 1.1293 1.1348
Weekly Pivots for week ending 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1674 1.1612 1.1416
R3 1.1581 1.1520 1.1391
R2 1.1489 1.1489 1.1382
R1 1.1427 1.1427 1.1374 1.1412
PP 1.1396 1.1396 1.1396 1.1389
S1 1.1335 1.1335 1.1357 1.1319
S2 1.1304 1.1304 1.1349
S3 1.1211 1.1242 1.1340
S4 1.1119 1.1150 1.1315
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1458 1.1366 0.0093 0.8% 0.0025 0.2% 0% False True 38
10 1.1614 1.1366 0.0249 2.2% 0.0040 0.4% 0% False True 19
20 1.1674 1.1366 0.0308 2.7% 0.0031 0.3% 0% False True 11
40 1.1929 1.1366 0.0564 5.0% 0.0034 0.3% 0% False True 8
60 1.1971 1.1366 0.0605 5.3% 0.0034 0.3% 0% False True 7
80 1.1971 1.1318 0.0653 5.7% 0.0032 0.3% 7% False False 6
100 1.1971 1.1318 0.0653 5.7% 0.0032 0.3% 7% False False 4
Crabel Price Patterns
NR True
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 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1528
2.618 1.1478
1.618 1.1447
1.000 1.1428
0.618 1.1416
HIGH 1.1397
0.618 1.1385
0.500 1.1381
0.382 1.1377
LOW 1.1366
0.618 1.1346
1.000 1.1335
1.618 1.1315
2.618 1.1284
4.250 1.1234
Fisher Pivots for day following 15-Sep-2023
Pivot 1 day 3 day
R1 1.1381 1.1410
PP 1.1376 1.1395
S1 1.1371 1.1380

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

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