CME Swiss Franc Future June 2024


Trading Metrics calculated at close of trading on 18-Oct-2023
Day Change Summary
Previous Current
17-Oct-2023 18-Oct-2023 Change Change % Previous Week
Open 1.1411 1.1430 0.0019 0.2% 1.1340
High 1.1411 1.1470 0.0059 0.5% 1.1430
Low 1.1411 1.1428 0.0017 0.1% 1.1277
Close 1.1411 1.1428 0.0017 0.1% 1.1400
Range 0.0000 0.0042 0.0042 0.0153
ATR 0.0058 0.0058 0.0000 0.2% 0.0000
Volume 0 5 5 16
Daily Pivots for day following 18-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.1568 1.1540 1.1451
R3 1.1526 1.1498 1.1440
R2 1.1484 1.1484 1.1436
R1 1.1456 1.1456 1.1432 1.1449
PP 1.1442 1.1442 1.1442 1.1439
S1 1.1414 1.1414 1.1424 1.1407
S2 1.1400 1.1400 1.1420
S3 1.1358 1.1372 1.1416
S4 1.1316 1.1330 1.1405
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 1.1470 1.1315 0.0156 1.4% 0.0048 0.4% 73% True False 2
10 1.1470 1.1216 0.0255 2.2% 0.0052 0.5% 83% True False 3
20 1.1470 1.1145 0.0326 2.8% 0.0037 0.3% 87% True False 2
40 1.1790 1.1145 0.0646 5.6% 0.0028 0.2% 44% False False 1
60 1.2035 1.1145 0.0890 7.8% 0.0033 0.3% 32% 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 False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1649
2.618 1.1580
1.618 1.1538
1.000 1.1512
0.618 1.1496
HIGH 1.1470
0.618 1.1454
0.500 1.1449
0.382 1.1444
LOW 1.1428
0.618 1.1402
1.000 1.1386
1.618 1.1360
2.618 1.1318
4.250 1.1250
Fisher Pivots for day following 18-Oct-2023
Pivot 1 day 3 day
R1 1.1449 1.1425
PP 1.1442 1.1422
S1 1.1435 1.1420

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

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