CME Swiss Franc Future June 2024


Trading Metrics calculated at close of trading on 13-Oct-2023
Day Change Summary
Previous Current
12-Oct-2023 13-Oct-2023 Change Change % Previous Week
Open 1.1420 1.1380 -0.0040 -0.4% 1.1340
High 1.1430 1.1411 -0.0019 -0.2% 1.1430
Low 1.1315 1.1380 0.0066 0.6% 1.1277
Close 1.1310 1.1400 0.0090 0.8% 1.1400
Range 0.0116 0.0031 -0.0085 -73.2% 0.0153
ATR 0.0060 0.0063 0.0003 5.0% 0.0000
Volume 3 4 1 33.3% 16
Daily Pivots for day following 13-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.1490 1.1476 1.1417
R3 1.1459 1.1445 1.1408
R2 1.1428 1.1428 1.1405
R1 1.1414 1.1414 1.1402 1.1421
PP 1.1397 1.1397 1.1397 1.1400
S1 1.1383 1.1383 1.1397 1.1390
S2 1.1366 1.1366 1.1394
S3 1.1335 1.1352 1.1391
S4 1.1304 1.1321 1.1382
Weekly Pivots for week ending 13-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.1828 1.1767 1.1484
R3 1.1675 1.1614 1.1442
R2 1.1522 1.1522 1.1428
R1 1.1461 1.1461 1.1414 1.1491
PP 1.1369 1.1369 1.1369 1.1384
S1 1.1308 1.1308 1.1385 1.1338
S2 1.1216 1.1216 1.1371
S3 1.1063 1.1155 1.1357
S4 1.0910 1.1002 1.1315
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1430 1.1277 0.0153 1.3% 0.0054 0.5% 80% False False 3
10 1.1430 1.1145 0.0286 2.5% 0.0055 0.5% 89% False False 3
20 1.1472 1.1145 0.0328 2.9% 0.0033 0.3% 78% False False 1
40 1.1790 1.1145 0.0646 5.7% 0.0028 0.2% 40% False False 1
60 1.2035 1.1145 0.0890 7.8% 0.0031 0.3% 29% False False 1
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1543
2.618 1.1492
1.618 1.1461
1.000 1.1442
0.618 1.1430
HIGH 1.1411
0.618 1.1399
0.500 1.1396
0.382 1.1392
LOW 1.1380
0.618 1.1361
1.000 1.1349
1.618 1.1330
2.618 1.1299
4.250 1.1248
Fisher Pivots for day following 13-Oct-2023
Pivot 1 day 3 day
R1 1.1398 1.1390
PP 1.1397 1.1381
S1 1.1396 1.1372

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.