CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 07-Jul-2023
Day Change Summary
Previous Current
06-Jul-2023 07-Jul-2023 Change Change % Previous Week
Open 1.1468 1.1474 0.0007 0.1% 1.1490
High 1.1468 1.1569 0.0102 0.9% 1.1569
Low 1.1468 1.1466 -0.0002 0.0% 1.1434
Close 1.1468 1.1565 0.0098 0.9% 1.1565
Range 0.0000 0.0103 0.0103 0.0136
ATR 0.0054 0.0057 0.0004 6.6% 0.0000
Volume 0 16 16 18
Daily Pivots for day following 07-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.1842 1.1807 1.1622
R3 1.1739 1.1704 1.1593
R2 1.1636 1.1636 1.1584
R1 1.1601 1.1601 1.1574 1.1619
PP 1.1533 1.1533 1.1533 1.1542
S1 1.1498 1.1498 1.1556 1.1516
S2 1.1430 1.1430 1.1546
S3 1.1327 1.1395 1.1537
S4 1.1224 1.1292 1.1508
Weekly Pivots for week ending 07-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.1929 1.1883 1.1640
R3 1.1794 1.1747 1.1602
R2 1.1658 1.1658 1.1590
R1 1.1612 1.1612 1.1577 1.1635
PP 1.1523 1.1523 1.1523 1.1534
S1 1.1476 1.1476 1.1553 1.1499
S2 1.1387 1.1387 1.1540
S3 1.1252 1.1341 1.1528
S4 1.1116 1.1205 1.1490
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1569 1.1409 0.0160 1.4% 0.0043 0.4% 98% True False 3
10 1.1569 1.1409 0.0160 1.4% 0.0032 0.3% 98% True False 2
20 1.1569 1.1318 0.0251 2.2% 0.0035 0.3% 98% True False 3
40 1.1590 1.1318 0.0272 2.3% 0.0027 0.2% 91% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.2007
2.618 1.1839
1.618 1.1736
1.000 1.1672
0.618 1.1633
HIGH 1.1569
0.618 1.1530
0.500 1.1518
0.382 1.1505
LOW 1.1466
0.618 1.1402
1.000 1.1363
1.618 1.1299
2.618 1.1196
4.250 1.1028
Fisher Pivots for day following 07-Jul-2023
Pivot 1 day 3 day
R1 1.1549 1.1544
PP 1.1533 1.1523
S1 1.1518 1.1501

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

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