CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 31-May-2023
Day Change Summary
Previous Current
30-May-2023 31-May-2023 Change Change % Previous Week
Open 1.1390 1.1324 -0.0066 -0.6% 1.1490
High 1.1390 1.1324 -0.0066 -0.6% 1.1520
Low 1.1390 1.1324 -0.0066 -0.6% 1.1378
Close 1.1390 1.1324 -0.0066 -0.6% 1.1409
Range
ATR 0.0050 0.0051 0.0001 2.3% 0.0000
Volume
Daily Pivots for day following 31-May-2023
Classic Woodie Camarilla DeMark
R4 1.1324 1.1324 1.1324
R3 1.1324 1.1324 1.1324
R2 1.1324 1.1324 1.1324
R1 1.1324 1.1324 1.1324 1.1324
PP 1.1324 1.1324 1.1324 1.1324
S1 1.1324 1.1324 1.1324 1.1324
S2 1.1324 1.1324 1.1324
S3 1.1324 1.1324 1.1324
S4 1.1324 1.1324 1.1324
Weekly Pivots for week ending 26-May-2023
Classic Woodie Camarilla DeMark
R4 1.1862 1.1777 1.1487
R3 1.1720 1.1635 1.1448
R2 1.1578 1.1578 1.1435
R1 1.1493 1.1493 1.1422 1.1465
PP 1.1436 1.1436 1.1436 1.1421
S1 1.1351 1.1351 1.1396 1.1323
S2 1.1294 1.1294 1.1383
S3 1.1152 1.1209 1.1370
S4 1.1010 1.1067 1.1331
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1431 1.1324 0.0107 0.9% 0.0016 0.1% 0% False True 2
10 1.1520 1.1324 0.0197 1.7% 0.0021 0.2% 0% False True 1
20 1.1670 1.1324 0.0347 3.1% 0.0029 0.3% 0% False True 1
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 0.0004
Fibonacci Retracements and Extensions
4.250 1.1324
2.618 1.1324
1.618 1.1324
1.000 1.1324
0.618 1.1324
HIGH 1.1324
0.618 1.1324
0.500 1.1324
0.382 1.1324
LOW 1.1324
0.618 1.1324
1.000 1.1324
1.618 1.1324
2.618 1.1324
4.250 1.1324
Fisher Pivots for day following 31-May-2023
Pivot 1 day 3 day
R1 1.1324 1.1377
PP 1.1324 1.1359
S1 1.1324 1.1341

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

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