CME Swiss Franc Future June 2024


Trading Metrics calculated at close of trading on 15-Sep-2023
Day Change Summary
Previous Current
14-Sep-2023 15-Sep-2023 Change Change % Previous Week
Open 1.1487 1.1473 -0.0015 -0.1% 1.1568
High 1.1487 1.1504 0.0017 0.1% 1.1568
Low 1.1487 1.1473 -0.0015 -0.1% 1.1473
Close 1.1487 1.1473 -0.0015 -0.1% 1.1473
Range 0.0000 0.0032 0.0032 0.0096
ATR 0.0045 0.0044 -0.0001 -2.2% 0.0000
Volume
Daily Pivots for day following 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1578 1.1557 1.1490
R3 1.1546 1.1525 1.1481
R2 1.1515 1.1515 1.1478
R1 1.1494 1.1494 1.1475 1.1488
PP 1.1483 1.1483 1.1483 1.1480
S1 1.1462 1.1462 1.1470 1.1457
S2 1.1452 1.1452 1.1467
S3 1.1420 1.1431 1.1464
S4 1.1389 1.1399 1.1455
Weekly Pivots for week ending 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1791 1.1727 1.1525
R3 1.1695 1.1632 1.1499
R2 1.1600 1.1600 1.1490
R1 1.1536 1.1536 1.1481 1.1520
PP 1.1504 1.1504 1.1504 1.1496
S1 1.1441 1.1441 1.1464 1.1425
S2 1.1409 1.1409 1.1455
S3 1.1313 1.1345 1.1446
S4 1.1218 1.1250 1.1420
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1568 1.1473 0.0096 0.8% 0.0007 0.1% 0% False True
10 1.1722 1.1473 0.0249 2.2% 0.0016 0.1% 0% False True
20 1.1790 1.1473 0.0318 2.8% 0.0024 0.2% 0% False True 1
40 1.2035 1.1473 0.0562 4.9% 0.0031 0.3% 0% False True 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1638
2.618 1.1586
1.618 1.1555
1.000 1.1536
0.618 1.1523
HIGH 1.1504
0.618 1.1492
0.500 1.1488
0.382 1.1485
LOW 1.1473
0.618 1.1453
1.000 1.1441
1.618 1.1422
2.618 1.1390
4.250 1.1339
Fisher Pivots for day following 15-Sep-2023
Pivot 1 day 3 day
R1 1.1488 1.1501
PP 1.1483 1.1492
S1 1.1478 1.1482

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

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