CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 30-Aug-2023
Day Change Summary
Previous Current
29-Aug-2023 30-Aug-2023 Change Change % Previous Week
Open 1.1639 1.1640 0.0001 0.0% 1.1650
High 1.1639 1.1640 0.0001 0.0% 1.1674
Low 1.1639 1.1640 0.0001 0.0% 1.1530
Close 1.1639 1.1640 0.0001 0.0% 1.1574
Range
ATR 0.0050 0.0046 -0.0003 -7.0% 0.0000
Volume
Daily Pivots for day following 30-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1640 1.1640 1.1640
R3 1.1640 1.1640 1.1640
R2 1.1640 1.1640 1.1640
R1 1.1640 1.1640 1.1640 1.1640
PP 1.1640 1.1640 1.1640 1.1640
S1 1.1640 1.1640 1.1640 1.1640
S2 1.1640 1.1640 1.1640
S3 1.1640 1.1640 1.1640
S4 1.1640 1.1640 1.1640
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% 77% False False
10 1.1674 1.1530 0.0144 1.2% 0.0021 0.2% 77% False False
20 1.1769 1.1530 0.0239 2.0% 0.0031 0.3% 46% False False 3
40 1.1971 1.1466 0.0505 4.3% 0.0035 0.3% 34% 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% 0.0030 0.3% 49% False False 3
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Fibonacci Retracements and Extensions
4.250 1.1640
2.618 1.1640
1.618 1.1640
1.000 1.1640
0.618 1.1640
HIGH 1.1640
0.618 1.1640
0.500 1.1640
0.382 1.1640
LOW 1.1640
0.618 1.1640
1.000 1.1640
1.618 1.1640
2.618 1.1640
4.250 1.1640
Fisher Pivots for day following 30-Aug-2023
Pivot 1 day 3 day
R1 1.1640 1.1628
PP 1.1640 1.1617
S1 1.1640 1.1605

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

View Archives - Comment on this page... - Back to Index of Symbols