CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 06-Oct-2023
Day Change Summary
Previous Current
05-Oct-2023 06-Oct-2023 Change Change % Previous Week
Open 1.1153 1.1146 -0.0007 -0.1% 1.1143
High 1.1153 1.1219 0.0067 0.6% 1.1219
Low 1.1153 1.1101 -0.0052 -0.5% 1.1030
Close 1.1153 1.1197 0.0045 0.4% 1.1197
Range 0.0000 0.0118 0.0118 0.0189
ATR 0.0054 0.0058 0.0005 8.6% 0.0000
Volume 1 4 3 300.0% 42
Daily Pivots for day following 06-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.1526 1.1480 1.1262
R3 1.1408 1.1362 1.1229
R2 1.1290 1.1290 1.1219
R1 1.1244 1.1244 1.1208 1.1267
PP 1.1172 1.1172 1.1172 1.1184
S1 1.1126 1.1126 1.1186 1.1149
S2 1.1054 1.1054 1.1175
S3 1.0936 1.1008 1.1165
S4 1.0818 1.0890 1.1132
Weekly Pivots for week ending 06-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.1716 1.1645 1.1301
R3 1.1527 1.1456 1.1249
R2 1.1338 1.1338 1.1232
R1 1.1267 1.1267 1.1214 1.1303
PP 1.1149 1.1149 1.1149 1.1166
S1 1.1078 1.1078 1.1180 1.1114
S2 1.0960 1.0960 1.1162
S3 1.0771 1.0889 1.1145
S4 1.0582 1.0700 1.1093
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1219 1.1030 0.0189 1.7% 0.0046 0.4% 88% True False 8
10 1.1230 1.1030 0.0200 1.8% 0.0054 0.5% 84% False False 13
20 1.1458 1.1030 0.0428 3.8% 0.0040 0.4% 39% False False 31
40 1.1713 1.1030 0.0683 6.1% 0.0036 0.3% 24% False False 16
60 1.1971 1.1030 0.0941 8.4% 0.0035 0.3% 18% False False 13
80 1.1971 1.1030 0.0941 8.4% 0.0036 0.3% 18% False False 11
100 1.1971 1.1030 0.0941 8.4% 0.0034 0.3% 18% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 61 trading days
Fibonacci Retracements and Extensions
4.250 1.1721
2.618 1.1528
1.618 1.1410
1.000 1.1337
0.618 1.1292
HIGH 1.1219
0.618 1.1174
0.500 1.1160
0.382 1.1146
LOW 1.1101
0.618 1.1028
1.000 1.0983
1.618 1.0910
2.618 1.0792
4.250 1.0600
Fisher Pivots for day following 06-Oct-2023
Pivot 1 day 3 day
R1 1.1185 1.1185
PP 1.1172 1.1172
S1 1.1160 1.1160

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

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