CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 06-Mar-2024
Day Change Summary
Previous Current
05-Mar-2024 06-Mar-2024 Change Change % Previous Week
Open 1.1557 1.1571 0.0014 0.1% 1.1604
High 1.1557 1.1571 0.0014 0.1% 1.1627
Low 1.1557 1.1571 0.0014 0.1% 1.1493
Close 1.1557 1.1571 0.0014 0.1% 1.1565
Range
ATR 0.0042 0.0040 -0.0002 -4.7% 0.0000
Volume
Daily Pivots for day following 06-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.1571 1.1571 1.1571
R3 1.1571 1.1571 1.1571
R2 1.1571 1.1571 1.1571
R1 1.1571 1.1571 1.1571 1.1571
PP 1.1571 1.1571 1.1571 1.1571
S1 1.1571 1.1571 1.1571 1.1571
S2 1.1571 1.1571 1.1571
S3 1.1571 1.1571 1.1571
S4 1.1571 1.1571 1.1571
Weekly Pivots for week ending 01-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.1964 1.1898 1.1639
R3 1.1830 1.1764 1.1602
R2 1.1696 1.1696 1.1590
R1 1.1630 1.1630 1.1577 1.1596
PP 1.1562 1.1562 1.1562 1.1545
S1 1.1496 1.1496 1.1553 1.1462
S2 1.1428 1.1428 1.1540
S3 1.1294 1.1362 1.1528
S4 1.1160 1.1228 1.1491
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1571 1.1493 0.0078 0.7% 0.0016 0.1% 100% True False
10 1.1640 1.1493 0.0147 1.3% 0.0012 0.1% 53% False False
20 1.1706 1.1493 0.0213 1.8% 0.0023 0.2% 36% False False 1
40 1.2065 1.1493 0.0572 4.9% 0.0025 0.2% 14% False False 1
60 1.2267 1.1493 0.0774 6.7% 0.0032 0.3% 10% False False 1
80 1.2267 1.1435 0.0833 7.2% 0.0028 0.2% 16% False False
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.1571
2.618 1.1571
1.618 1.1571
1.000 1.1571
0.618 1.1571
HIGH 1.1571
0.618 1.1571
0.500 1.1571
0.382 1.1571
LOW 1.1571
0.618 1.1571
1.000 1.1571
1.618 1.1571
2.618 1.1571
4.250 1.1571
Fisher Pivots for day following 06-Mar-2024
Pivot 1 day 3 day
R1 1.1571 1.1565
PP 1.1571 1.1560
S1 1.1571 1.1555

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

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