CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 05-Jun-2023
Day Change Summary
Previous Current
02-Jun-2023 05-Jun-2023 Change Change % Previous Week
Open 1.1390 1.1390 -0.0001 0.0% 1.1390
High 1.1402 1.1390 -0.0013 -0.1% 1.1402
Low 1.1351 1.1390 0.0039 0.3% 1.1324
Close 1.1351 1.1390 0.0039 0.3% 1.1351
Range 0.0051 0.0000 -0.0051 -100.0% 0.0079
ATR 0.0051 0.0050 -0.0001 -1.8% 0.0000
Volume 2 0 -2 -100.0% 4
Daily Pivots for day following 05-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.1390 1.1390 1.1390
R3 1.1390 1.1390 1.1390
R2 1.1390 1.1390 1.1390
R1 1.1390 1.1390 1.1390 1.1390
PP 1.1390 1.1390 1.1390 1.1390
S1 1.1390 1.1390 1.1390 1.1390
S2 1.1390 1.1390 1.1390
S3 1.1390 1.1390 1.1390
S4 1.1390 1.1390 1.1390
Weekly Pivots for week ending 02-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.1594 1.1551 1.1394
R3 1.1516 1.1473 1.1373
R2 1.1437 1.1437 1.1365
R1 1.1394 1.1394 1.1358 1.1377
PP 1.1359 1.1359 1.1359 1.1350
S1 1.1316 1.1316 1.1344 1.1298
S2 1.1280 1.1280 1.1337
S3 1.1202 1.1237 1.1329
S4 1.1123 1.1159 1.1308
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1402 1.1324 0.0079 0.7% 0.0012 0.1% 84% False False
10 1.1520 1.1324 0.0197 1.7% 0.0019 0.2% 34% False False 1
20 1.1620 1.1324 0.0297 2.6% 0.0020 0.2% 22% False False 1
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1390
2.618 1.1390
1.618 1.1390
1.000 1.1390
0.618 1.1390
HIGH 1.1390
0.618 1.1390
0.500 1.1390
0.382 1.1390
LOW 1.1390
0.618 1.1390
1.000 1.1390
1.618 1.1390
2.618 1.1390
4.250 1.1390
Fisher Pivots for day following 05-Jun-2023
Pivot 1 day 3 day
R1 1.1390 1.1385
PP 1.1390 1.1381
S1 1.1390 1.1377

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

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