CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 25-Jul-2023
Day Change Summary
Previous Current
24-Jul-2023 25-Jul-2023 Change Change % Previous Week
Open 1.1855 1.1865 0.0010 0.1% 1.1934
High 1.1855 1.1865 0.0010 0.1% 1.1971
Low 1.1817 1.1865 0.0048 0.4% 1.1831
Close 1.1817 1.1865 0.0048 0.4% 1.1845
Range 0.0038 0.0000 -0.0038 -100.0% 0.0140
ATR 0.0060 0.0060 -0.0001 -1.5% 0.0000
Volume 2 0 -2 -100.0% 7
Daily Pivots for day following 25-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.1865 1.1865 1.1865
R3 1.1865 1.1865 1.1865
R2 1.1865 1.1865 1.1865
R1 1.1865 1.1865 1.1865 1.1865
PP 1.1865 1.1865 1.1865 1.1865
S1 1.1865 1.1865 1.1865 1.1865
S2 1.1865 1.1865 1.1865
S3 1.1865 1.1865 1.1865
S4 1.1865 1.1865 1.1865
Weekly Pivots for week ending 21-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.2302 1.2213 1.1922
R3 1.2162 1.2073 1.1883
R2 1.2022 1.2022 1.1870
R1 1.1933 1.1933 1.1857 1.1908
PP 1.1882 1.1882 1.1882 1.1869
S1 1.1793 1.1793 1.1832 1.1768
S2 1.1742 1.1742 1.1819
S3 1.1602 1.1653 1.1806
S4 1.1462 1.1513 1.1768
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1950 1.1817 0.0133 1.1% 0.0012 0.1% 36% False False
10 1.1971 1.1680 0.0291 2.4% 0.0030 0.3% 64% False False 2
20 1.1971 1.1409 0.0562 4.7% 0.0030 0.3% 81% False False 3
40 1.1971 1.1318 0.0653 5.5% 0.0031 0.3% 84% False False 2
60 1.1971 1.1318 0.0653 5.5% 0.0031 0.3% 84% False False 2
Crabel Price Patterns
NR True
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1865
2.618 1.1865
1.618 1.1865
1.000 1.1865
0.618 1.1865
HIGH 1.1865
0.618 1.1865
0.500 1.1865
0.382 1.1865
LOW 1.1865
0.618 1.1865
1.000 1.1865
1.618 1.1865
2.618 1.1865
4.250 1.1865
Fisher Pivots for day following 25-Jul-2023
Pivot 1 day 3 day
R1 1.1865 1.1857
PP 1.1865 1.1849
S1 1.1865 1.1842

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

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