CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 29-Aug-2023
Day Change Summary
Previous Current
28-Aug-2023 29-Aug-2023 Change Change % Previous Week
Open 1.1570 1.1639 0.0069 0.6% 1.1650
High 1.1574 1.1639 0.0066 0.6% 1.1674
Low 1.1570 1.1639 0.0069 0.6% 1.1530
Close 1.1574 1.1639 0.0066 0.6% 1.1574
Range 0.0004 0.0000 -0.0004 -100.0% 0.0144
ATR 0.0048 0.0050 0.0001 2.5% 0.0000
Volume 1 0 -1 -100.0% 2
Daily Pivots for day following 29-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1639 1.1639 1.1639
R3 1.1639 1.1639 1.1639
R2 1.1639 1.1639 1.1639
R1 1.1639 1.1639 1.1639 1.1639
PP 1.1639 1.1639 1.1639 1.1639
S1 1.1639 1.1639 1.1639 1.1639
S2 1.1639 1.1639 1.1639
S3 1.1639 1.1639 1.1639
S4 1.1639 1.1639 1.1639
Weekly Pivots for week ending 25-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.2023 1.1942 1.1653
R3 1.1880 1.1799 1.1613
R2 1.1736 1.1736 1.1600
R1 1.1655 1.1655 1.1587 1.1624
PP 1.1593 1.1593 1.1593 1.1577
S1 1.1512 1.1512 1.1561 1.1480
S2 1.1449 1.1449 1.1548
S3 1.1306 1.1368 1.1535
S4 1.1162 1.1225 1.1495
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1674 1.1530 0.0144 1.2% 0.0032 0.3% 76% False False
10 1.1674 1.1530 0.0144 1.2% 0.0023 0.2% 76% False False
20 1.1769 1.1530 0.0239 2.0% 0.0035 0.3% 46% False False 5
40 1.1971 1.1434 0.0537 4.6% 0.0035 0.3% 38% False False 4
60 1.1971 1.1318 0.0653 5.6% 0.0034 0.3% 49% False False 3
80 1.1971 1.1318 0.0653 5.6% 0.0032 0.3% 49% False False 3
Crabel Price Patterns
NR True
NR4 True
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 0.0003
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1639
2.618 1.1639
1.618 1.1639
1.000 1.1639
0.618 1.1639
HIGH 1.1639
0.618 1.1639
0.500 1.1639
0.382 1.1639
LOW 1.1639
0.618 1.1639
1.000 1.1639
1.618 1.1639
2.618 1.1639
4.250 1.1639
Fisher Pivots for day following 29-Aug-2023
Pivot 1 day 3 day
R1 1.1639 1.1621
PP 1.1639 1.1603
S1 1.1639 1.1585

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

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