CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 20-Oct-2023
Day Change Summary
Previous Current
19-Oct-2023 20-Oct-2023 Change Change % Previous Week
Open 1.1344 1.1397 0.0054 0.5% 1.1304
High 1.1400 1.1418 0.0018 0.2% 1.1418
Low 1.1344 1.1379 0.0036 0.3% 1.1274
Close 1.1381 1.1398 0.0017 0.1% 1.1398
Range 0.0057 0.0039 -0.0018 -31.0% 0.0145
ATR 0.0059 0.0057 -0.0001 -2.4% 0.0000
Volume 8 4 -4 -50.0% 29
Daily Pivots for day following 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.1515 1.1495 1.1419
R3 1.1476 1.1456 1.1408
R2 1.1437 1.1437 1.1405
R1 1.1417 1.1417 1.1401 1.1427
PP 1.1398 1.1398 1.1398 1.1403
S1 1.1378 1.1378 1.1394 1.1388
S2 1.1359 1.1359 1.1390
S3 1.1320 1.1339 1.1387
S4 1.1281 1.1300 1.1376
Weekly Pivots for week ending 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.1797 1.1742 1.1477
R3 1.1652 1.1597 1.1437
R2 1.1508 1.1508 1.1424
R1 1.1453 1.1453 1.1411 1.1480
PP 1.1363 1.1363 1.1363 1.1377
S1 1.1308 1.1308 1.1384 1.1336
S2 1.1219 1.1219 1.1371
S3 1.1074 1.1164 1.1358
S4 1.0930 1.1019 1.1318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1418 1.1274 0.0145 1.3% 0.0032 0.3% 86% True False 5
10 1.1418 1.1199 0.0219 1.9% 0.0042 0.4% 91% True False 11
20 1.1418 1.1030 0.0388 3.4% 0.0048 0.4% 95% True False 12
40 1.1640 1.1030 0.0610 5.4% 0.0039 0.3% 60% False False 19
60 1.1832 1.1030 0.0802 7.0% 0.0039 0.3% 46% False False 15
80 1.1971 1.1030 0.0941 8.3% 0.0037 0.3% 39% False False 12
100 1.1971 1.1030 0.0941 8.3% 0.0036 0.3% 39% False False 10
120 1.1971 1.1030 0.0941 8.3% 0.0035 0.3% 39% False False 8
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1584
2.618 1.1520
1.618 1.1481
1.000 1.1457
0.618 1.1442
HIGH 1.1418
0.618 1.1403
0.500 1.1399
0.382 1.1394
LOW 1.1379
0.618 1.1355
1.000 1.1340
1.618 1.1316
2.618 1.1277
4.250 1.1213
Fisher Pivots for day following 20-Oct-2023
Pivot 1 day 3 day
R1 1.1399 1.1387
PP 1.1398 1.1377
S1 1.1398 1.1366

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

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