CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 28-Jun-2023
Day Change Summary
Previous Current
27-Jun-2023 28-Jun-2023 Change Change % Previous Week
Open 1.1516 1.1475 -0.0041 -0.4% 1.1454
High 1.1516 1.1475 -0.0041 -0.4% 1.1520
Low 1.1516 1.1475 -0.0041 -0.4% 1.1423
Close 1.1516 1.1475 -0.0041 -0.4% 1.1465
Range
ATR 0.0059 0.0058 -0.0001 -2.2% 0.0000
Volume
Daily Pivots for day following 28-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.1475 1.1475 1.1475
R3 1.1475 1.1475 1.1475
R2 1.1475 1.1475 1.1475
R1 1.1475 1.1475 1.1475 1.1475
PP 1.1475 1.1475 1.1475 1.1475
S1 1.1475 1.1475 1.1475 1.1475
S2 1.1475 1.1475 1.1475
S3 1.1475 1.1475 1.1475
S4 1.1475 1.1475 1.1475
Weekly Pivots for week ending 23-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.1760 1.1709 1.1518
R3 1.1663 1.1612 1.1491
R2 1.1566 1.1566 1.1482
R1 1.1515 1.1515 1.1473 1.1541
PP 1.1469 1.1469 1.1469 1.1482
S1 1.1418 1.1418 1.1456 1.1444
S2 1.1372 1.1372 1.1447
S3 1.1275 1.1321 1.1438
S4 1.1178 1.1224 1.1411
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1530 1.1423 0.0107 0.9% 0.0021 0.2% 48% False False 1
10 1.1540 1.1368 0.0172 1.5% 0.0031 0.3% 62% False False 4
20 1.1540 1.1318 0.0222 1.9% 0.0029 0.2% 70% False False 2
40 1.1670 1.1318 0.0352 3.1% 0.0029 0.3% 44% False False 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 True
Bear Hook False
Bull Hook False
Stretch 0.0010
Fibonacci Retracements and Extensions
4.250 1.1475
2.618 1.1475
1.618 1.1475
1.000 1.1475
0.618 1.1475
HIGH 1.1475
0.618 1.1475
0.500 1.1475
0.382 1.1475
LOW 1.1475
0.618 1.1475
1.000 1.1475
1.618 1.1475
2.618 1.1475
4.250 1.1475
Fisher Pivots for day following 28-Jun-2023
Pivot 1 day 3 day
R1 1.1475 1.1502
PP 1.1475 1.1493
S1 1.1475 1.1484

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

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