CME Swiss Franc Future June 2024


Trading Metrics calculated at close of trading on 16-Oct-2023
Day Change Summary
Previous Current
13-Oct-2023 16-Oct-2023 Change Change % Previous Week
Open 1.1380 1.1374 -0.0007 -0.1% 1.1340
High 1.1411 1.1420 0.0009 0.1% 1.1430
Low 1.1380 1.1369 -0.0011 -0.1% 1.1277
Close 1.1400 1.1414 0.0014 0.1% 1.1400
Range 0.0031 0.0051 0.0020 64.5% 0.0153
ATR 0.0063 0.0062 -0.0001 -1.3% 0.0000
Volume 4 2 -2 -50.0% 16
Daily Pivots for day following 16-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.1554 1.1535 1.1442
R3 1.1503 1.1484 1.1428
R2 1.1452 1.1452 1.1423
R1 1.1433 1.1433 1.1418 1.1442
PP 1.1401 1.1401 1.1401 1.1406
S1 1.1382 1.1382 1.1409 1.1391
S2 1.1350 1.1350 1.1404
S3 1.1299 1.1331 1.1399
S4 1.1248 1.1280 1.1385
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 1.1315 0.0116 1.0% 0.0048 0.4% 86% False False 3
10 1.1430 1.1145 0.0286 2.5% 0.0051 0.5% 94% False False 3
20 1.1472 1.1145 0.0328 2.9% 0.0035 0.3% 82% False False 2
40 1.1790 1.1145 0.0646 5.7% 0.0028 0.2% 42% False False 1
60 1.2035 1.1145 0.0890 7.8% 0.0032 0.3% 30% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1637
2.618 1.1554
1.618 1.1503
1.000 1.1471
0.618 1.1452
HIGH 1.1420
0.618 1.1401
0.500 1.1395
0.382 1.1388
LOW 1.1369
0.618 1.1337
1.000 1.1318
1.618 1.1286
2.618 1.1235
4.250 1.1152
Fisher Pivots for day following 16-Oct-2023
Pivot 1 day 3 day
R1 1.1407 1.1400
PP 1.1401 1.1386
S1 1.1395 1.1372

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

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