CME Swiss Franc Future June 2024


Trading Metrics calculated at close of trading on 28-Sep-2023
Day Change Summary
Previous Current
27-Sep-2023 28-Sep-2023 Change Change % Previous Week
Open 1.1180 1.1229 0.0049 0.4% 1.1462
High 1.1180 1.1229 0.0049 0.4% 1.1472
Low 1.1180 1.1229 0.0049 0.4% 1.1354
Close 1.1180 1.1229 0.0049 0.4% 1.1355
Range
ATR 0.0045 0.0045 0.0000 0.7% 0.0000
Volume
Daily Pivots for day following 28-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1229 1.1229 1.1229
R3 1.1229 1.1229 1.1229
R2 1.1229 1.1229 1.1229
R1 1.1229 1.1229 1.1229 1.1229
PP 1.1229 1.1229 1.1229 1.1229
S1 1.1229 1.1229 1.1229 1.1229
S2 1.1229 1.1229 1.1229
S3 1.1229 1.1229 1.1229
S4 1.1229 1.1229 1.1229
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 1.1355 1.1180 0.0175 1.6% 0.0009 0.1% 28% False False
10 1.1504 1.1180 0.0324 2.9% 0.0008 0.1% 15% False False
20 1.1722 1.1180 0.0542 4.8% 0.0010 0.1% 9% False False
40 1.1880 1.1180 0.0700 6.2% 0.0027 0.2% 7% False False 1
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.1229
2.618 1.1229
1.618 1.1229
1.000 1.1229
0.618 1.1229
HIGH 1.1229
0.618 1.1229
0.500 1.1229
0.382 1.1229
LOW 1.1229
0.618 1.1229
1.000 1.1229
1.618 1.1229
2.618 1.1229
4.250 1.1229
Fisher Pivots for day following 28-Sep-2023
Pivot 1 day 3 day
R1 1.1229 1.1234
PP 1.1229 1.1232
S1 1.1229 1.1231

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

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