CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 05-Oct-2023
Day Change Summary
Previous Current
04-Oct-2023 05-Oct-2023 Change Change % Previous Week
Open 1.1118 1.1153 0.0035 0.3% 1.1230
High 1.1118 1.1153 0.0035 0.3% 1.1230
Low 1.1108 1.1153 0.0045 0.4% 1.1060
Close 1.1108 1.1153 0.0045 0.4% 1.1133
Range 0.0010 0.0000 -0.0010 -100.0% 0.0170
ATR 0.0054 0.0054 -0.0001 -1.3% 0.0000
Volume 6 1 -5 -83.3% 91
Daily Pivots for day following 05-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.1153 1.1153 1.1153
R3 1.1153 1.1153 1.1153
R2 1.1153 1.1153 1.1153
R1 1.1153 1.1153 1.1153 1.1153
PP 1.1153 1.1153 1.1153 1.1153
S1 1.1153 1.1153 1.1153 1.1153
S2 1.1153 1.1153 1.1153
S3 1.1153 1.1153 1.1153
S4 1.1153 1.1153 1.1153
Weekly Pivots for week ending 29-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1651 1.1562 1.1227
R3 1.1481 1.1392 1.1180
R2 1.1311 1.1311 1.1164
R1 1.1222 1.1222 1.1149 1.1182
PP 1.1141 1.1141 1.1141 1.1121
S1 1.1052 1.1052 1.1117 1.1012
S2 1.0971 1.0971 1.1102
S3 1.0801 1.0882 1.1086
S4 1.0631 1.0712 1.1040
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1208 1.1030 0.0178 1.6% 0.0039 0.4% 69% False False 16
10 1.1276 1.1030 0.0246 2.2% 0.0046 0.4% 50% False False 13
20 1.1476 1.1030 0.0446 4.0% 0.0036 0.3% 27% False False 31
40 1.1750 1.1030 0.0720 6.5% 0.0034 0.3% 17% False False 16
60 1.1971 1.1030 0.0941 8.4% 0.0033 0.3% 13% False False 13
80 1.1971 1.1030 0.0941 8.4% 0.0035 0.3% 13% False False 11
100 1.1971 1.1030 0.0941 8.4% 0.0032 0.3% 13% False False 9
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0004
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.1153
2.618 1.1153
1.618 1.1153
1.000 1.1153
0.618 1.1153
HIGH 1.1153
0.618 1.1153
0.500 1.1153
0.382 1.1153
LOW 1.1153
0.618 1.1153
1.000 1.1153
1.618 1.1153
2.618 1.1153
4.250 1.1153
Fisher Pivots for day following 05-Oct-2023
Pivot 1 day 3 day
R1 1.1153 1.1132
PP 1.1153 1.1112
S1 1.1153 1.1091

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

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