CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 20-Jul-2023
Day Change Summary
Previous Current
19-Jul-2023 20-Jul-2023 Change Change % Previous Week
Open 1.1950 1.1831 -0.0120 -1.0% 1.1570
High 1.1950 1.1831 -0.0120 -1.0% 1.1969
Low 1.1950 1.1831 -0.0120 -1.0% 1.1570
Close 1.1950 1.1831 -0.0120 -1.0% 1.1909
Range
ATR 0.0060 0.0064 0.0004 7.1% 0.0000
Volume 2 0 -2 -100.0% 37
Daily Pivots for day following 20-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.1831 1.1831 1.1831
R3 1.1831 1.1831 1.1831
R2 1.1831 1.1831 1.1831
R1 1.1831 1.1831 1.1831 1.1831
PP 1.1831 1.1831 1.1831 1.1831
S1 1.1831 1.1831 1.1831 1.1831
S2 1.1831 1.1831 1.1831
S3 1.1831 1.1831 1.1831
S4 1.1831 1.1831 1.1831
Weekly Pivots for week ending 14-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.3013 1.2860 1.2128
R3 1.2614 1.2461 1.2019
R2 1.2215 1.2215 1.1982
R1 1.2062 1.2062 1.1946 1.2139
PP 1.1816 1.1816 1.1816 1.1854
S1 1.1663 1.1663 1.1872 1.1740
S2 1.1417 1.1417 1.1836
S3 1.1018 1.1264 1.1799
S4 1.0619 1.0865 1.1690
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1971 1.1831 0.0140 1.2% 0.0014 0.1% 0% False True 1
10 1.1971 1.1466 0.0505 4.3% 0.0044 0.4% 72% False False 6
20 1.1971 1.1409 0.0562 4.7% 0.0033 0.3% 75% False False 3
40 1.1971 1.1318 0.0653 5.5% 0.0031 0.3% 79% False False 3
60 1.1971 1.1318 0.0653 5.5% 0.0031 0.3% 79% False False 2
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 False
Bear Hook False
Bull Hook False
Stretch 0.0002
Fibonacci Retracements and Extensions
4.250 1.1831
2.618 1.1831
1.618 1.1831
1.000 1.1831
0.618 1.1831
HIGH 1.1831
0.618 1.1831
0.500 1.1831
0.382 1.1831
LOW 1.1831
0.618 1.1831
1.000 1.1831
1.618 1.1831
2.618 1.1831
4.250 1.1831
Fisher Pivots for day following 20-Jul-2023
Pivot 1 day 3 day
R1 1.1831 1.1901
PP 1.1831 1.1877
S1 1.1831 1.1854

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

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