CME Swiss Franc Future June 2024


Trading Metrics calculated at close of trading on 15-Aug-2023
Day Change Summary
Previous Current
14-Aug-2023 15-Aug-2023 Change Change % Previous Week
Open 1.1770 1.1800 0.0030 0.3% 1.1843
High 1.1799 1.1810 0.0012 0.1% 1.1880
Low 1.1716 1.1761 0.0045 0.4% 1.1779
Close 1.1758 1.1761 0.0003 0.0% 1.1794
Range 0.0083 0.0050 -0.0034 -40.4% 0.0102
ATR 0.0062 0.0061 -0.0001 -1.2% 0.0000
Volume 3 5 2 66.7% 11
Daily Pivots for day following 15-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1926 1.1893 1.1788
R3 1.1876 1.1843 1.1774
R2 1.1827 1.1827 1.1770
R1 1.1794 1.1794 1.1765 1.1785
PP 1.1777 1.1777 1.1777 1.1773
S1 1.1744 1.1744 1.1756 1.1736
S2 1.1728 1.1728 1.1751
S3 1.1678 1.1695 1.1747
S4 1.1629 1.1645 1.1733
Weekly Pivots for week ending 11-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.2122 1.2060 1.1850
R3 1.2021 1.1958 1.1822
R2 1.1919 1.1919 1.1813
R1 1.1857 1.1857 1.1803 1.1837
PP 1.1818 1.1818 1.1818 1.1808
S1 1.1755 1.1755 1.1785 1.1736
S2 1.1716 1.1716 1.1775
S3 1.1615 1.1654 1.1766
S4 1.1513 1.1552 1.1738
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1880 1.1716 0.0165 1.4% 0.0062 0.5% 27% False False 3
10 1.1880 1.1716 0.0165 1.4% 0.0051 0.4% 27% False False 2
20 1.2052 1.1716 0.0337 2.9% 0.0035 0.3% 13% False False 1
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2020
2.618 1.1940
1.618 1.1890
1.000 1.1860
0.618 1.1841
HIGH 1.1810
0.618 1.1791
0.500 1.1785
0.382 1.1779
LOW 1.1761
0.618 1.1730
1.000 1.1711
1.618 1.1680
2.618 1.1631
4.250 1.1550
Fisher Pivots for day following 15-Aug-2023
Pivot 1 day 3 day
R1 1.1785 1.1768
PP 1.1777 1.1765
S1 1.1769 1.1763

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

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