CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 10-Oct-2023
Day Change Summary
Previous Current
09-Oct-2023 10-Oct-2023 Change Change % Previous Week
Open 1.1242 1.1253 0.0011 0.1% 1.1143
High 1.1242 1.1253 0.0011 0.1% 1.1219
Low 1.1242 1.1225 -0.0017 -0.2% 1.1030
Close 1.1242 1.1249 0.0007 0.1% 1.1197
Range 0.0000 0.0028 0.0028 0.0189
ATR 0.0057 0.0055 -0.0002 -3.7% 0.0000
Volume 3 7 4 133.3% 42
Daily Pivots for day following 10-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.1325 1.1314 1.1264
R3 1.1297 1.1287 1.1256
R2 1.1270 1.1270 1.1254
R1 1.1259 1.1259 1.1251 1.1251
PP 1.1242 1.1242 1.1242 1.1238
S1 1.1232 1.1232 1.1246 1.1223
S2 1.1215 1.1215 1.1243
S3 1.1187 1.1204 1.1241
S4 1.1160 1.1177 1.1233
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 1.1253 1.1101 0.0152 1.3% 0.0031 0.3% 97% True False 4
10 1.1253 1.1030 0.0223 2.0% 0.0047 0.4% 98% True False 12
20 1.1454 1.1030 0.0424 3.8% 0.0041 0.4% 52% False False 27
40 1.1674 1.1030 0.0644 5.7% 0.0033 0.3% 34% False False 17
60 1.1971 1.1030 0.0941 8.4% 0.0034 0.3% 23% False False 13
80 1.1971 1.1030 0.0941 8.4% 0.0034 0.3% 23% False False 10
100 1.1971 1.1030 0.0941 8.4% 0.0034 0.3% 23% False False 9
120 1.1971 1.1030 0.0941 8.4% 0.0033 0.3% 23% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1369
2.618 1.1324
1.618 1.1297
1.000 1.1280
0.618 1.1269
HIGH 1.1253
0.618 1.1242
0.500 1.1239
0.382 1.1236
LOW 1.1225
0.618 1.1208
1.000 1.1198
1.618 1.1181
2.618 1.1153
4.250 1.1108
Fisher Pivots for day following 10-Oct-2023
Pivot 1 day 3 day
R1 1.1245 1.1225
PP 1.1242 1.1201
S1 1.1239 1.1177

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

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