CME Swiss Franc Future June 2024


Trading Metrics calculated at close of trading on 20-Oct-2023
Day Change Summary
Previous Current
19-Oct-2023 20-Oct-2023 Change Change % Previous Week
Open 1.1480 1.1515 0.0035 0.3% 1.1374
High 1.1510 1.1529 0.0019 0.2% 1.1529
Low 1.1480 1.1515 0.0035 0.3% 1.1369
Close 1.1495 1.1510 0.0015 0.1% 1.1510
Range 0.0030 0.0014 -0.0016 -53.3% 0.0160
ATR 0.0059 0.0058 -0.0002 -3.1% 0.0000
Volume 4 1 -3 -75.0% 12
Daily Pivots for day following 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.1560 1.1549 1.1517
R3 1.1546 1.1535 1.1513
R2 1.1532 1.1532 1.1512
R1 1.1521 1.1521 1.1511 1.1519
PP 1.1518 1.1518 1.1518 1.1517
S1 1.1507 1.1507 1.1508 1.1505
S2 1.1504 1.1504 1.1507
S3 1.1490 1.1493 1.1506
S4 1.1476 1.1479 1.1502
Weekly Pivots for week ending 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.1949 1.1889 1.1598
R3 1.1789 1.1729 1.1554
R2 1.1629 1.1629 1.1539
R1 1.1569 1.1569 1.1524 1.1599
PP 1.1469 1.1469 1.1469 1.1484
S1 1.1409 1.1409 1.1495 1.1439
S2 1.1309 1.1309 1.1480
S3 1.1149 1.1249 1.1466
S4 1.0989 1.1089 1.1422
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1529 1.1369 0.0160 1.4% 0.0027 0.2% 88% True False 2
10 1.1529 1.1277 0.0252 2.2% 0.0041 0.4% 92% True False 2
20 1.1529 1.1145 0.0385 3.3% 0.0040 0.3% 95% True False 2
40 1.1790 1.1145 0.0646 5.6% 0.0027 0.2% 57% False False 1
60 1.1940 1.1145 0.0796 6.9% 0.0033 0.3% 46% 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 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1589
2.618 1.1566
1.618 1.1552
1.000 1.1543
0.618 1.1538
HIGH 1.1529
0.618 1.1524
0.500 1.1522
0.382 1.1520
LOW 1.1515
0.618 1.1506
1.000 1.1501
1.618 1.1492
2.618 1.1478
4.250 1.1456
Fisher Pivots for day following 20-Oct-2023
Pivot 1 day 3 day
R1 1.1522 1.1499
PP 1.1518 1.1489
S1 1.1514 1.1479

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

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