CME Swiss Franc Future June 2024


Trading Metrics calculated at close of trading on 23-Oct-2023
Day Change Summary
Previous Current
20-Oct-2023 23-Oct-2023 Change Change % Previous Week
Open 1.1515 1.1524 0.0009 0.1% 1.1374
High 1.1529 1.1524 -0.0006 0.0% 1.1529
Low 1.1515 1.1471 -0.0044 -0.4% 1.1369
Close 1.1510 1.1524 0.0015 0.1% 1.1510
Range 0.0014 0.0053 0.0039 275.0% 0.0160
ATR 0.0058 0.0057 0.0000 -0.6% 0.0000
Volume 1 0 -1 -100.0% 12
Daily Pivots for day following 23-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.1664 1.1646 1.1553
R3 1.1611 1.1594 1.1538
R2 1.1559 1.1559 1.1534
R1 1.1541 1.1541 1.1529 1.1550
PP 1.1506 1.1506 1.1506 1.1511
S1 1.1489 1.1489 1.1519 1.1498
S2 1.1454 1.1454 1.1514
S3 1.1401 1.1436 1.1510
S4 1.1349 1.1384 1.1495
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 1.1411 0.0118 1.0% 0.0028 0.2% 96% False False 2
10 1.1529 1.1315 0.0215 1.9% 0.0038 0.3% 98% False False 2
20 1.1529 1.1145 0.0385 3.3% 0.0042 0.4% 99% False False 2
40 1.1790 1.1145 0.0646 5.6% 0.0027 0.2% 59% False False 1
60 1.1930 1.1145 0.0786 6.8% 0.0033 0.3% 48% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1747
2.618 1.1661
1.618 1.1608
1.000 1.1576
0.618 1.1556
HIGH 1.1524
0.618 1.1503
0.500 1.1497
0.382 1.1491
LOW 1.1471
0.618 1.1439
1.000 1.1419
1.618 1.1386
2.618 1.1334
4.250 1.1248
Fisher Pivots for day following 23-Oct-2023
Pivot 1 day 3 day
R1 1.1515 1.1516
PP 1.1506 1.1508
S1 1.1497 1.1500

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

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