CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 12-Oct-2023
Day Change Summary
Previous Current
11-Oct-2023 12-Oct-2023 Change Change % Previous Week
Open 1.1280 1.1287 0.0007 0.1% 1.1143
High 1.1300 1.1310 0.0010 0.1% 1.1219
Low 1.1274 1.1199 -0.0075 -0.7% 1.1030
Close 1.1274 1.1199 -0.0075 -0.7% 1.1197
Range 0.0027 0.0111 0.0085 318.9% 0.0189
ATR 0.0055 0.0059 0.0004 7.3% 0.0000
Volume 15 11 -4 -26.7% 42
Daily Pivots for day following 12-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.1569 1.1495 1.1260
R3 1.1458 1.1384 1.1230
R2 1.1347 1.1347 1.1219
R1 1.1273 1.1273 1.1209 1.1255
PP 1.1236 1.1236 1.1236 1.1227
S1 1.1162 1.1162 1.1189 1.1144
S2 1.1125 1.1125 1.1179
S3 1.1014 1.1051 1.1168
S4 1.0903 1.0940 1.1138
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 1.1310 1.1101 0.0209 1.9% 0.0057 0.5% 47% True False 8
10 1.1310 1.1030 0.0280 2.5% 0.0048 0.4% 60% True False 12
20 1.1397 1.1030 0.0367 3.3% 0.0043 0.4% 46% False False 23
40 1.1674 1.1030 0.0644 5.7% 0.0036 0.3% 26% False False 17
60 1.1929 1.1030 0.0899 8.0% 0.0037 0.3% 19% 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
120 1.1971 1.1030 0.0941 8.4% 0.0034 0.3% 18% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1782
2.618 1.1601
1.618 1.1490
1.000 1.1421
0.618 1.1379
HIGH 1.1310
0.618 1.1268
0.500 1.1255
0.382 1.1241
LOW 1.1199
0.618 1.1130
1.000 1.1088
1.618 1.1019
2.618 1.0908
4.250 1.0727
Fisher Pivots for day following 12-Oct-2023
Pivot 1 day 3 day
R1 1.1255 1.1255
PP 1.1236 1.1236
S1 1.1218 1.1218

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

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