CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 15-Aug-2023
Day Change Summary
Previous Current
14-Aug-2023 15-Aug-2023 Change Change % Previous Week
Open 1.1620 1.1654 0.0034 0.3% 1.1720
High 1.1691 1.1654 -0.0037 -0.3% 1.1750
Low 1.1606 1.1654 0.0048 0.4% 1.1670
Close 1.1651 1.1654 0.0003 0.0% 1.1689
Range 0.0085 0.0000 -0.0085 -100.0% 0.0081
ATR 0.0063 0.0059 -0.0004 -6.8% 0.0000
Volume 1 0 -1 -100.0% 54
Daily Pivots for day following 15-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1654 1.1654 1.1654
R3 1.1654 1.1654 1.1654
R2 1.1654 1.1654 1.1654
R1 1.1654 1.1654 1.1654 1.1654
PP 1.1654 1.1654 1.1654 1.1654
S1 1.1654 1.1654 1.1654 1.1654
S2 1.1654 1.1654 1.1654
S3 1.1654 1.1654 1.1654
S4 1.1654 1.1654 1.1654
Weekly Pivots for week ending 11-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1944 1.1897 1.1733
R3 1.1864 1.1816 1.1711
R2 1.1783 1.1783 1.1703
R1 1.1736 1.1736 1.1696 1.1719
PP 1.1703 1.1703 1.1703 1.1694
S1 1.1655 1.1655 1.1681 1.1639
S2 1.1622 1.1622 1.1674
S3 1.1542 1.1575 1.1666
S4 1.1461 1.1494 1.1644
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1750 1.1606 0.0144 1.2% 0.0048 0.4% 33% False False
10 1.1769 1.1606 0.0163 1.4% 0.0048 0.4% 29% False False 10
20 1.1950 1.1606 0.0344 3.0% 0.0036 0.3% 14% False False 6
40 1.1971 1.1409 0.0562 4.8% 0.0035 0.3% 44% False False 4
60 1.1971 1.1318 0.0653 5.6% 0.0034 0.3% 51% False False 4
80 1.1971 1.1318 0.0653 5.6% 0.0033 0.3% 51% False False 3
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1654
2.618 1.1654
1.618 1.1654
1.000 1.1654
0.618 1.1654
HIGH 1.1654
0.618 1.1654
0.500 1.1654
0.382 1.1654
LOW 1.1654
0.618 1.1654
1.000 1.1654
1.618 1.1654
2.618 1.1654
4.250 1.1654
Fisher Pivots for day following 15-Aug-2023
Pivot 1 day 3 day
R1 1.1654 1.1660
PP 1.1654 1.1658
S1 1.1654 1.1656

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

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