CME Swiss Franc Future June 2024


Trading Metrics calculated at close of trading on 26-Sep-2023
Day Change Summary
Previous Current
25-Sep-2023 26-Sep-2023 Change Change % Previous Week
Open 1.1285 1.1250 -0.0035 -0.3% 1.1462
High 1.1285 1.1288 0.0003 0.0% 1.1472
Low 1.1278 1.1252 -0.0026 -0.2% 1.1354
Close 1.1285 1.1250 -0.0035 -0.3% 1.1355
Range 0.0007 0.0036 0.0029 446.2% 0.0119
ATR 0.0043 0.0043 -0.0001 -1.3% 0.0000
Volume
Daily Pivots for day following 26-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1370 1.1345 1.1270
R3 1.1334 1.1310 1.1260
R2 1.1299 1.1299 1.1257
R1 1.1274 1.1274 1.1253 1.1268
PP 1.1263 1.1263 1.1263 1.1260
S1 1.1239 1.1239 1.1247 1.1232
S2 1.1228 1.1228 1.1243
S3 1.1192 1.1203 1.1240
S4 1.1157 1.1168 1.1230
Weekly Pivots for week ending 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1749 1.1671 1.1420
R3 1.1631 1.1552 1.1388
R2 1.1512 1.1512 1.1377
R1 1.1434 1.1434 1.1366 1.1414
PP 1.1394 1.1394 1.1394 1.1384
S1 1.1315 1.1315 1.1344 1.1295
S2 1.1275 1.1275 1.1333
S3 1.1157 1.1197 1.1322
S4 1.1038 1.1078 1.1290
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1472 1.1252 0.0220 2.0% 0.0009 0.1% -1% False True
10 1.1530 1.1252 0.0278 2.5% 0.0008 0.1% -1% False True
20 1.1790 1.1252 0.0538 4.8% 0.0013 0.1% 0% False True
40 1.1880 1.1252 0.0628 5.6% 0.0027 0.2% 0% False True 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 12 trading days
Fibonacci Retracements and Extensions
4.250 1.1438
2.618 1.1380
1.618 1.1345
1.000 1.1323
0.618 1.1309
HIGH 1.1288
0.618 1.1274
0.500 1.1270
0.382 1.1266
LOW 1.1252
0.618 1.1230
1.000 1.1217
1.618 1.1195
2.618 1.1159
4.250 1.1101
Fisher Pivots for day following 26-Sep-2023
Pivot 1 day 3 day
R1 1.1270 1.1304
PP 1.1263 1.1286
S1 1.1257 1.1268

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

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