CME Swiss Franc Future June 2024


Trading Metrics calculated at close of trading on 19-Oct-2023
Day Change Summary
Previous Current
18-Oct-2023 19-Oct-2023 Change Change % Previous Week
Open 1.1430 1.1480 0.0050 0.4% 1.1340
High 1.1470 1.1510 0.0040 0.3% 1.1430
Low 1.1428 1.1480 0.0052 0.5% 1.1277
Close 1.1428 1.1495 0.0067 0.6% 1.1400
Range 0.0042 0.0030 -0.0012 -28.6% 0.0153
ATR 0.0058 0.0059 0.0002 3.0% 0.0000
Volume 5 4 -1 -20.0% 16
Daily Pivots for day following 19-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.1585 1.1570 1.1512
R3 1.1555 1.1540 1.1503
R2 1.1525 1.1525 1.1501
R1 1.1510 1.1510 1.1498 1.1518
PP 1.1495 1.1495 1.1495 1.1499
S1 1.1480 1.1480 1.1492 1.1488
S2 1.1465 1.1465 1.1490
S3 1.1435 1.1450 1.1487
S4 1.1405 1.1420 1.1479
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 1.1510 1.1369 0.0141 1.2% 0.0031 0.3% 89% True False 3
10 1.1510 1.1216 0.0295 2.6% 0.0051 0.4% 95% True False 3
20 1.1510 1.1145 0.0366 3.2% 0.0039 0.3% 96% True False 2
40 1.1790 1.1145 0.0646 5.6% 0.0029 0.3% 54% False False 1
60 1.1940 1.1145 0.0796 6.9% 0.0033 0.3% 44% False False 1
Crabel Price Patterns
NR True
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1638
2.618 1.1589
1.618 1.1559
1.000 1.1540
0.618 1.1529
HIGH 1.1510
0.618 1.1499
0.500 1.1495
0.382 1.1491
LOW 1.1480
0.618 1.1461
1.000 1.1450
1.618 1.1431
2.618 1.1401
4.250 1.1353
Fisher Pivots for day following 19-Oct-2023
Pivot 1 day 3 day
R1 1.1495 1.1484
PP 1.1495 1.1472
S1 1.1495 1.1461

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.