CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 24-May-2023
Day Change Summary
Previous Current
23-May-2023 24-May-2023 Change Change % Previous Week
Open 1.1448 1.1400 -0.0048 -0.4% 1.1522
High 1.1448 1.1400 -0.0048 -0.4% 1.1522
Low 1.1431 1.1400 -0.0031 -0.3% 1.1395
Close 1.1448 1.1400 -0.0048 -0.4% 1.1465
Range 0.0017 0.0000 -0.0017 -100.0% 0.0128
ATR 0.0054 0.0054 0.0000 -0.9% 0.0000
Volume
Daily Pivots for day following 24-May-2023
Classic Woodie Camarilla DeMark
R4 1.1400 1.1400 1.1400
R3 1.1400 1.1400 1.1400
R2 1.1400 1.1400 1.1400
R1 1.1400 1.1400 1.1400 1.1400
PP 1.1400 1.1400 1.1400 1.1400
S1 1.1400 1.1400 1.1400 1.1400
S2 1.1400 1.1400 1.1400
S3 1.1400 1.1400 1.1400
S4 1.1400 1.1400 1.1400
Weekly Pivots for week ending 19-May-2023
Classic Woodie Camarilla DeMark
R4 1.1843 1.1782 1.1535
R3 1.1716 1.1654 1.1500
R2 1.1588 1.1588 1.1488
R1 1.1527 1.1527 1.1477 1.1494
PP 1.1461 1.1461 1.1461 1.1444
S1 1.1399 1.1399 1.1453 1.1366
S2 1.1333 1.1333 1.1442
S3 1.1206 1.1272 1.1430
S4 1.1078 1.1144 1.1395
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1520 1.1395 0.0126 1.1% 0.0026 0.2% 4% False False
10 1.1575 1.1395 0.0180 1.6% 0.0023 0.2% 3% False False
20 1.1670 1.1395 0.0276 2.4% 0.0030 0.3% 2% False False
Crabel Price Patterns
NR True
NR4 True
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 0.0002
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1400
2.618 1.1400
1.618 1.1400
1.000 1.1400
0.618 1.1400
HIGH 1.1400
0.618 1.1400
0.500 1.1400
0.382 1.1400
LOW 1.1400
0.618 1.1400
1.000 1.1400
1.618 1.1400
2.618 1.1400
4.250 1.1400
Fisher Pivots for day following 24-May-2023
Pivot 1 day 3 day
R1 1.1400 1.1460
PP 1.1400 1.1440
S1 1.1400 1.1420

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

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