CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 14-Jun-2023
Day Change Summary
Previous Current
13-Jun-2023 14-Jun-2023 Change Change % Previous Week
Open 1.1364 1.1400 0.0037 0.3% 1.1390
High 1.1364 1.1460 0.0097 0.8% 1.1451
Low 1.1364 1.1400 0.0037 0.3% 1.1322
Close 1.1364 1.1440 0.0076 0.7% 1.1402
Range 0.0000 0.0060 0.0060 0.0129
ATR 0.0054 0.0057 0.0003 5.6% 0.0000
Volume 0 16 16 7
Daily Pivots for day following 14-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.1613 1.1586 1.1473
R3 1.1553 1.1526 1.1456
R2 1.1493 1.1493 1.1451
R1 1.1466 1.1466 1.1445 1.1480
PP 1.1433 1.1433 1.1433 1.1440
S1 1.1406 1.1406 1.1434 1.1420
S2 1.1373 1.1373 1.1429
S3 1.1313 1.1346 1.1423
S4 1.1253 1.1286 1.1407
Weekly Pivots for week ending 09-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.1777 1.1718 1.1473
R3 1.1649 1.1590 1.1437
R2 1.1520 1.1520 1.1426
R1 1.1461 1.1461 1.1414 1.1491
PP 1.1392 1.1392 1.1392 1.1406
S1 1.1333 1.1333 1.1390 1.1362
S2 1.1263 1.1263 1.1378
S3 1.1135 1.1204 1.1367
S4 1.1006 1.1076 1.1331
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1460 1.1318 0.0142 1.2% 0.0045 0.4% 86% True False 4
10 1.1460 1.1318 0.0142 1.2% 0.0032 0.3% 86% True False 2
20 1.1520 1.1318 0.0202 1.8% 0.0027 0.2% 60% False False 2
40 1.1670 1.1318 0.0352 3.1% 0.0027 0.2% 35% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0005
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1715
2.618 1.1617
1.618 1.1557
1.000 1.1520
0.618 1.1497
HIGH 1.1460
0.618 1.1437
0.500 1.1430
0.382 1.1423
LOW 1.1400
0.618 1.1363
1.000 1.1340
1.618 1.1303
2.618 1.1243
4.250 1.1145
Fisher Pivots for day following 14-Jun-2023
Pivot 1 day 3 day
R1 1.1436 1.1423
PP 1.1433 1.1406
S1 1.1430 1.1389

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

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