CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 26-Sep-2023
Day Change Summary
Previous Current
25-Sep-2023 26-Sep-2023 Change Change % Previous Week
Open 1.1230 1.1170 -0.0060 -0.5% 1.1360
High 1.1230 1.1170 -0.0060 -0.5% 1.1378
Low 1.1168 1.1140 -0.0028 -0.3% 1.1240
Close 1.1176 1.1141 -0.0035 -0.3% 1.1246
Range 0.0062 0.0030 -0.0032 -51.6% 0.0138
ATR 0.0046 0.0046 -0.0001 -1.6% 0.0000
Volume 11 4 -7 -63.6% 307
Daily Pivots for day following 26-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1240 1.1221 1.1158
R3 1.1210 1.1191 1.1149
R2 1.1180 1.1180 1.1147
R1 1.1161 1.1161 1.1144 1.1156
PP 1.1150 1.1150 1.1150 1.1148
S1 1.1131 1.1131 1.1138 1.1126
S2 1.1120 1.1120 1.1136
S3 1.1090 1.1101 1.1133
S4 1.1060 1.1071 1.1125
Weekly Pivots for week ending 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1702 1.1612 1.1322
R3 1.1564 1.1474 1.1284
R2 1.1426 1.1426 1.1271
R1 1.1336 1.1336 1.1259 1.1312
PP 1.1288 1.1288 1.1288 1.1276
S1 1.1198 1.1198 1.1233 1.1174
S2 1.1150 1.1150 1.1221
S3 1.1012 1.1060 1.1208
S4 1.0874 1.0922 1.1170
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1366 1.1140 0.0226 2.0% 0.0036 0.3% 0% False True 9
10 1.1454 1.1140 0.0314 2.8% 0.0035 0.3% 0% False True 42
20 1.1640 1.1140 0.0500 4.5% 0.0031 0.3% 0% False True 27
40 1.1769 1.1140 0.0629 5.6% 0.0034 0.3% 0% False True 16
60 1.1971 1.1140 0.0831 7.5% 0.0034 0.3% 0% False True 12
80 1.1971 1.1140 0.0831 7.5% 0.0034 0.3% 0% False True 9
100 1.1971 1.1140 0.0831 7.5% 0.0033 0.3% 0% False True 8
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 0.0002
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1298
2.618 1.1249
1.618 1.1219
1.000 1.1200
0.618 1.1189
HIGH 1.1170
0.618 1.1159
0.500 1.1155
0.382 1.1151
LOW 1.1140
0.618 1.1121
1.000 1.1110
1.618 1.1091
2.618 1.1061
4.250 1.1013
Fisher Pivots for day following 26-Sep-2023
Pivot 1 day 3 day
R1 1.1155 1.1208
PP 1.1150 1.1186
S1 1.1146 1.1163

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

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