CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 21-Aug-2023
Day Change Summary
Previous Current
18-Aug-2023 21-Aug-2023 Change Change % Previous Week
Open 1.1619 1.1650 0.0032 0.3% 1.1620
High 1.1657 1.1650 -0.0007 -0.1% 1.1691
Low 1.1602 1.1650 0.0049 0.4% 1.1602
Close 1.1603 1.1650 0.0047 0.4% 1.1603
Range 0.0056 0.0000 -0.0056 -100.0% 0.0089
ATR 0.0052 0.0052 0.0000 -0.7% 0.0000
Volume 1 0 -1 -100.0% 3
Daily Pivots for day following 21-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1650 1.1650 1.1650
R3 1.1650 1.1650 1.1650
R2 1.1650 1.1650 1.1650
R1 1.1650 1.1650 1.1650 1.1650
PP 1.1650 1.1650 1.1650 1.1650
S1 1.1650 1.1650 1.1650 1.1650
S2 1.1650 1.1650 1.1650
S3 1.1650 1.1650 1.1650
S4 1.1650 1.1650 1.1650
Weekly Pivots for week ending 18-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1899 1.1840 1.1652
R3 1.1810 1.1751 1.1627
R2 1.1721 1.1721 1.1619
R1 1.1662 1.1662 1.1611 1.1647
PP 1.1632 1.1632 1.1632 1.1624
S1 1.1573 1.1573 1.1595 1.1558
S2 1.1543 1.1543 1.1587
S3 1.1454 1.1484 1.1579
S4 1.1365 1.1395 1.1554
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1657 1.1602 0.0056 0.5% 0.0014 0.1% 87% False False
10 1.1750 1.1602 0.0149 1.3% 0.0031 0.3% 33% False False
20 1.1929 1.1602 0.0328 2.8% 0.0037 0.3% 15% False False 5
40 1.1971 1.1409 0.0562 4.8% 0.0035 0.3% 43% False False 4
60 1.1971 1.1318 0.0653 5.6% 0.0033 0.3% 51% False False 4
80 1.1971 1.1318 0.0653 5.6% 0.0032 0.3% 51% False False 3
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1650
2.618 1.1650
1.618 1.1650
1.000 1.1650
0.618 1.1650
HIGH 1.1650
0.618 1.1650
0.500 1.1650
0.382 1.1650
LOW 1.1650
0.618 1.1650
1.000 1.1650
1.618 1.1650
2.618 1.1650
4.250 1.1650
Fisher Pivots for day following 21-Aug-2023
Pivot 1 day 3 day
R1 1.1650 1.1643
PP 1.1650 1.1636
S1 1.1650 1.1629

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

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