CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 21-Sep-2023
Day Change Summary
Previous Current
20-Sep-2023 21-Sep-2023 Change Change % Previous Week
Open 1.1366 1.1330 -0.0036 -0.3% 1.1458
High 1.1366 1.1330 -0.0036 -0.3% 1.1458
Low 1.1366 1.1280 -0.0086 -0.8% 1.1366
Close 1.1366 1.1283 -0.0084 -0.7% 1.1366
Range 0.0000 0.0050 0.0050 0.0093
ATR 0.0041 0.0044 0.0003 7.9% 0.0000
Volume 18 9 -9 -50.0% 193
Daily Pivots for day following 21-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1448 1.1415 1.1310
R3 1.1398 1.1365 1.1296
R2 1.1348 1.1348 1.1292
R1 1.1315 1.1315 1.1287 1.1306
PP 1.1298 1.1298 1.1298 1.1293
S1 1.1265 1.1265 1.1278 1.1256
S2 1.1248 1.1248 1.1273
S3 1.1198 1.1215 1.1269
S4 1.1148 1.1165 1.1255
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 1.1397 1.1280 0.0117 1.0% 0.0026 0.2% 2% False True 60
10 1.1476 1.1280 0.0196 1.7% 0.0027 0.2% 1% False True 49
20 1.1674 1.1280 0.0394 3.5% 0.0033 0.3% 1% False True 26
40 1.1832 1.1280 0.0552 4.9% 0.0034 0.3% 0% False True 16
60 1.1971 1.1280 0.0691 6.1% 0.0033 0.3% 0% False True 11
80 1.1971 1.1280 0.0691 6.1% 0.0032 0.3% 0% False True 9
100 1.1971 1.1280 0.0691 6.1% 0.0032 0.3% 0% False True 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1543
2.618 1.1461
1.618 1.1411
1.000 1.1380
0.618 1.1361
HIGH 1.1330
0.618 1.1311
0.500 1.1305
0.382 1.1299
LOW 1.1280
0.618 1.1249
1.000 1.1230
1.618 1.1199
2.618 1.1149
4.250 1.1068
Fisher Pivots for day following 21-Sep-2023
Pivot 1 day 3 day
R1 1.1305 1.1329
PP 1.1298 1.1314
S1 1.1290 1.1298

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

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