CME Swiss Franc Future June 2024


Trading Metrics calculated at close of trading on 12-Oct-2023
Day Change Summary
Previous Current
11-Oct-2023 12-Oct-2023 Change Change % Previous Week
Open 1.1380 1.1420 0.0040 0.4% 1.1219
High 1.1410 1.1430 0.0020 0.2% 1.1330
Low 1.1380 1.1315 -0.0066 -0.6% 1.1145
Close 1.1384 1.1310 -0.0075 -0.7% 1.1308
Range 0.0030 0.0116 0.0086 285.0% 0.0186
ATR 0.0055 0.0060 0.0004 7.8% 0.0000
Volume 5 3 -2 -40.0% 14
Daily Pivots for day following 12-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.1698 1.1619 1.1373
R3 1.1582 1.1504 1.1341
R2 1.1467 1.1467 1.1331
R1 1.1388 1.1388 1.1320 1.1370
PP 1.1351 1.1351 1.1351 1.1342
S1 1.1273 1.1273 1.1299 1.1254
S2 1.1236 1.1236 1.1288
S3 1.1120 1.1157 1.1278
S4 1.1005 1.1042 1.1246
Weekly Pivots for week ending 06-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.1817 1.1748 1.1410
R3 1.1632 1.1562 1.1359
R2 1.1446 1.1446 1.1342
R1 1.1377 1.1377 1.1325 1.1412
PP 1.1261 1.1261 1.1261 1.1278
S1 1.1191 1.1191 1.1290 1.1226
S2 1.1075 1.1075 1.1273
S3 1.0890 1.1006 1.1256
S4 1.0704 1.0820 1.1205
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1430 1.1216 0.0215 1.9% 0.0070 0.6% 44% True False 3
10 1.1430 1.1145 0.0286 2.5% 0.0058 0.5% 58% True False 3
20 1.1504 1.1145 0.0360 3.2% 0.0033 0.3% 46% False False 1
40 1.1790 1.1145 0.0646 5.7% 0.0028 0.2% 26% False False 1
60 1.2035 1.1145 0.0890 7.9% 0.0031 0.3% 19% False False 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 0.0014
Widest range in 63 trading days
Fibonacci Retracements and Extensions
4.250 1.1921
2.618 1.1732
1.618 1.1617
1.000 1.1546
0.618 1.1501
HIGH 1.1430
0.618 1.1386
0.500 1.1372
0.382 1.1359
LOW 1.1315
0.618 1.1243
1.000 1.1199
1.618 1.1128
2.618 1.1012
4.250 1.0824
Fisher Pivots for day following 12-Oct-2023
Pivot 1 day 3 day
R1 1.1372 1.1372
PP 1.1351 1.1351
S1 1.1330 1.1330

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

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