CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 16-Oct-2023
Day Change Summary
Previous Current
13-Oct-2023 16-Oct-2023 Change Change % Previous Week
Open 1.1206 1.1304 0.0099 0.9% 1.1242
High 1.1300 1.1304 0.0004 0.0% 1.1310
Low 1.1206 1.1301 0.0096 0.9% 1.1199
Close 1.1288 1.1301 0.0014 0.1% 1.1288
Range 0.0095 0.0003 -0.0092 -96.8% 0.0111
ATR 0.0062 0.0059 -0.0003 -5.2% 0.0000
Volume 45 10 -35 -77.8% 81
Daily Pivots for day following 16-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.1311 1.1309 1.1303
R3 1.1308 1.1306 1.1302
R2 1.1305 1.1305 1.1302
R1 1.1303 1.1303 1.1301 1.1303
PP 1.1302 1.1302 1.1302 1.1302
S1 1.1300 1.1300 1.1301 1.1300
S2 1.1299 1.1299 1.1300
S3 1.1296 1.1297 1.1300
S4 1.1293 1.1294 1.1299
Weekly Pivots for week ending 13-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.1599 1.1554 1.1349
R3 1.1488 1.1443 1.1318
R2 1.1377 1.1377 1.1308
R1 1.1332 1.1332 1.1298 1.1354
PP 1.1266 1.1266 1.1266 1.1277
S1 1.1221 1.1221 1.1277 1.1243
S2 1.1155 1.1155 1.1267
S3 1.1044 1.1110 1.1257
S4 1.0933 1.0999 1.1226
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1310 1.1199 0.0111 1.0% 0.0053 0.5% 92% False False 17
10 1.1310 1.1030 0.0280 2.5% 0.0044 0.4% 97% False False 12
20 1.1378 1.1030 0.0348 3.1% 0.0046 0.4% 78% False False 26
40 1.1674 1.1030 0.0644 5.7% 0.0037 0.3% 42% False False 19
60 1.1929 1.1030 0.0899 8.0% 0.0038 0.3% 30% False False 14
80 1.1971 1.1030 0.0941 8.3% 0.0037 0.3% 29% False False 11
100 1.1971 1.1030 0.0941 8.3% 0.0035 0.3% 29% False False 10
120 1.1971 1.1030 0.0941 8.3% 0.0035 0.3% 29% False False 8
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1317
2.618 1.1312
1.618 1.1309
1.000 1.1307
0.618 1.1306
HIGH 1.1304
0.618 1.1303
0.500 1.1303
0.382 1.1302
LOW 1.1301
0.618 1.1299
1.000 1.1298
1.618 1.1296
2.618 1.1293
4.250 1.1288
Fisher Pivots for day following 16-Oct-2023
Pivot 1 day 3 day
R1 1.1303 1.1286
PP 1.1302 1.1270
S1 1.1302 1.1255

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.