CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 20-Sep-2023
Day Change Summary
Previous Current
19-Sep-2023 20-Sep-2023 Change Change % Previous Week
Open 1.1360 1.1366 0.0006 0.1% 1.1458
High 1.1378 1.1366 -0.0012 -0.1% 1.1458
Low 1.1349 1.1366 0.0017 0.1% 1.1366
Close 1.1350 1.1366 0.0016 0.1% 1.1366
Range 0.0029 0.0000 -0.0029 -100.0% 0.0093
ATR 0.0043 0.0041 -0.0002 -4.5% 0.0000
Volume 271 18 -253 -93.4% 193
Daily Pivots for day following 20-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1366 1.1366 1.1366
R3 1.1366 1.1366 1.1366
R2 1.1366 1.1366 1.1366
R1 1.1366 1.1366 1.1366 1.1366
PP 1.1366 1.1366 1.1366 1.1366
S1 1.1366 1.1366 1.1366 1.1366
S2 1.1366 1.1366 1.1366
S3 1.1366 1.1366 1.1366
S4 1.1366 1.1366 1.1366
Weekly Pivots for week ending 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1674 1.1612 1.1416
R3 1.1581 1.1520 1.1391
R2 1.1489 1.1489 1.1382
R1 1.1427 1.1427 1.1374 1.1412
PP 1.1396 1.1396 1.1396 1.1389
S1 1.1335 1.1335 1.1357 1.1319
S2 1.1304 1.1304 1.1349
S3 1.1211 1.1242 1.1340
S4 1.1119 1.1150 1.1315
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1437 1.1340 0.0097 0.9% 0.0028 0.2% 27% False False 69
10 1.1476 1.1340 0.0136 1.2% 0.0023 0.2% 19% False False 48
20 1.1674 1.1340 0.0334 2.9% 0.0030 0.3% 8% False False 26
40 1.1929 1.1340 0.0589 5.2% 0.0034 0.3% 4% False False 16
60 1.1971 1.1340 0.0631 5.5% 0.0033 0.3% 4% False False 11
80 1.1971 1.1318 0.0653 5.7% 0.0032 0.3% 7% False False 9
100 1.1971 1.1318 0.0653 5.7% 0.0032 0.3% 7% False False 7
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0002
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1366
2.618 1.1366
1.618 1.1366
1.000 1.1366
0.618 1.1366
HIGH 1.1366
0.618 1.1366
0.500 1.1366
0.382 1.1366
LOW 1.1366
0.618 1.1366
1.000 1.1366
1.618 1.1366
2.618 1.1366
4.250 1.1366
Fisher Pivots for day following 20-Sep-2023
Pivot 1 day 3 day
R1 1.1366 1.1364
PP 1.1366 1.1361
S1 1.1366 1.1359

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

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