CME Swiss Franc Future June 2024


Trading Metrics calculated at close of trading on 28-Aug-2023
Day Change Summary
Previous Current
25-Aug-2023 28-Aug-2023 Change Change % Previous Week
Open 1.1685 1.1684 -0.0001 0.0% 1.1757
High 1.1685 1.1684 -0.0001 0.0% 1.1780
Low 1.1643 1.1684 0.0041 0.4% 1.1643
Close 1.1685 1.1684 -0.0001 0.0% 1.1685
Range 0.0042 0.0000 -0.0042 -100.0% 0.0137
ATR 0.0056 0.0052 -0.0004 -7.0% 0.0000
Volume
Daily Pivots for day following 28-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1684 1.1684 1.1684
R3 1.1684 1.1684 1.1684
R2 1.1684 1.1684 1.1684
R1 1.1684 1.1684 1.1684 1.1684
PP 1.1684 1.1684 1.1684 1.1684
S1 1.1684 1.1684 1.1684 1.1684
S2 1.1684 1.1684 1.1684
S3 1.1684 1.1684 1.1684
S4 1.1684 1.1684 1.1684
Weekly Pivots for week ending 25-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.2114 1.2036 1.1760
R3 1.1977 1.1899 1.1723
R2 1.1840 1.1840 1.1710
R1 1.1762 1.1762 1.1698 1.1733
PP 1.1703 1.1703 1.1703 1.1688
S1 1.1625 1.1625 1.1672 1.1596
S2 1.1566 1.1566 1.1660
S3 1.1429 1.1488 1.1647
S4 1.1292 1.1351 1.1610
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1780 1.1643 0.0137 1.2% 0.0038 0.3% 30% False False 2
10 1.1810 1.1643 0.0167 1.4% 0.0036 0.3% 25% False False 2
20 1.1880 1.1643 0.0237 2.0% 0.0041 0.4% 17% False False 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1684
2.618 1.1684
1.618 1.1684
1.000 1.1684
0.618 1.1684
HIGH 1.1684
0.618 1.1684
0.500 1.1684
0.382 1.1684
LOW 1.1684
0.618 1.1684
1.000 1.1684
1.618 1.1684
2.618 1.1684
4.250 1.1684
Fisher Pivots for day following 28-Aug-2023
Pivot 1 day 3 day
R1 1.1684 1.1712
PP 1.1684 1.1702
S1 1.1684 1.1693

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

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