CME Swiss Franc Future March 2024

Trading Metrics calculated at close of trading on 01-Jun-2023

Day Change Summary
	Previous	Current
	31-May-2023	01-Jun-2023	Change	Change %	Previous Week
Open	1.1324	1.1370	0.0047	0.4%	1.1490
High	1.1324	1.1380	0.0057	0.5%	1.1520
Low	1.1324	1.1370	0.0047	0.4%	1.1378
Close	1.1324	1.1380	0.0056	0.5%	1.1409
Range	0.0000	0.0010	0.0010		0.0142
ATR	0.0051	0.0051	0.0000	0.8%	0.0000
Volume	0	2	2		15

Daily Pivots for day following 01-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1407	1.1403	1.1385
R3	1.1397	1.1393	1.1382
R2	1.1387	1.1387	1.1381
R1	1.1383	1.1383	1.1380	1.1385
PP	1.1377	1.1377	1.1377	1.1377
S1	1.1373	1.1373	1.1379	1.1375
S2	1.1367	1.1367	1.1378
S3	1.1357	1.1363	1.1377
S4	1.1347	1.1353	1.1374

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%	0.0018	0.2%	52%	False	False	2
10	1.1520	1.1324	0.0197	1.7%	0.0022	0.2%	28%	False	False	1
20	1.1670	1.1324	0.0347	3.0%	0.0028	0.2%	16%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1423
2.618	1.1406
1.618	1.1396
1.000	1.1390
0.618	1.1386
HIGH	1.1380
0.618	1.1376
0.500	1.1375
0.382	1.1374
LOW	1.1370
0.618	1.1364
1.000	1.1360
1.618	1.1354
2.618	1.1344
4.250	1.1328

Fisher Pivots for day following 01-Jun-2023
Pivot	1 day	3 day
R1	1.1378	1.1372
PP	1.1377	1.1364
S1	1.1375	1.1357

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols