CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 27-Sep-2023
Day Change Summary
Previous Current
26-Sep-2023 27-Sep-2023 Change Change % Previous Week
Open 1.1170 1.1130 -0.0040 -0.4% 1.1360
High 1.1170 1.1130 -0.0040 -0.4% 1.1378
Low 1.1140 1.1060 -0.0080 -0.7% 1.1240
Close 1.1141 1.1071 -0.0071 -0.6% 1.1246
Range 0.0030 0.0070 0.0040 133.3% 0.0138
ATR 0.0046 0.0048 0.0003 5.5% 0.0000
Volume 4 24 20 500.0% 307
Daily Pivots for day following 27-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1297 1.1254 1.1109
R3 1.1227 1.1184 1.1090
R2 1.1157 1.1157 1.1083
R1 1.1114 1.1114 1.1077 1.1100
PP 1.1087 1.1087 1.1087 1.1080
S1 1.1044 1.1044 1.1064 1.1030
S2 1.1017 1.1017 1.1058
S3 1.0947 1.0974 1.1051
S4 1.0877 1.0904 1.1032
Weekly Pivots for week ending 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1702 1.1612 1.1322
R3 1.1564 1.1474 1.1284
R2 1.1426 1.1426 1.1271
R1 1.1336 1.1336 1.1259 1.1312
PP 1.1288 1.1288 1.1288 1.1276
S1 1.1198 1.1198 1.1233 1.1174
S2 1.1150 1.1150 1.1221
S3 1.1012 1.1060 1.1208
S4 1.0874 1.0922 1.1170
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1330 1.1060 0.0270 2.4% 0.0050 0.4% 4% False True 10
10 1.1437 1.1060 0.0377 3.4% 0.0039 0.3% 3% False True 40
20 1.1640 1.1060 0.0580 5.2% 0.0035 0.3% 2% False True 28
40 1.1769 1.1060 0.0709 6.4% 0.0035 0.3% 1% False True 17
60 1.1971 1.1060 0.0911 8.2% 0.0035 0.3% 1% False True 12
80 1.1971 1.1060 0.0911 8.2% 0.0034 0.3% 1% False True 10
100 1.1971 1.1060 0.0911 8.2% 0.0033 0.3% 1% False True 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 16 trading days
Fibonacci Retracements and Extensions
4.250 1.1428
2.618 1.1313
1.618 1.1243
1.000 1.1200
0.618 1.1173
HIGH 1.1130
0.618 1.1103
0.500 1.1095
0.382 1.1087
LOW 1.1060
0.618 1.1017
1.000 1.0990
1.618 1.0947
2.618 1.0877
4.250 1.0763
Fisher Pivots for day following 27-Sep-2023
Pivot 1 day 3 day
R1 1.1095 1.1145
PP 1.1087 1.1120
S1 1.1079 1.1095

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.