CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 23-Oct-2023
Day Change Summary
Previous Current
20-Oct-2023 23-Oct-2023 Change Change % Previous Week
Open 1.1397 1.1411 0.0014 0.1% 1.1304
High 1.1418 1.1411 -0.0008 -0.1% 1.1418
Low 1.1379 1.1411 0.0032 0.3% 1.1274
Close 1.1398 1.1411 0.0013 0.1% 1.1398
Range 0.0039 0.0000 -0.0039 -100.0% 0.0145
ATR 0.0057 0.0054 -0.0003 -5.5% 0.0000
Volume 4 1 -3 -75.0% 29
Daily Pivots for day following 23-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.1411 1.1411 1.1411
R3 1.1411 1.1411 1.1411
R2 1.1411 1.1411 1.1411
R1 1.1411 1.1411 1.1411 1.1411
PP 1.1411 1.1411 1.1411 1.1411
S1 1.1411 1.1411 1.1411 1.1411
S2 1.1411 1.1411 1.1411
S3 1.1411 1.1411 1.1411
S4 1.1411 1.1411 1.1411
Weekly Pivots for week ending 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.1797 1.1742 1.1477
R3 1.1652 1.1597 1.1437
R2 1.1508 1.1508 1.1424
R1 1.1453 1.1453 1.1411 1.1480
PP 1.1363 1.1363 1.1363 1.1377
S1 1.1308 1.1308 1.1384 1.1336
S2 1.1219 1.1219 1.1371
S3 1.1074 1.1164 1.1358
S4 1.0930 1.1019 1.1318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1418 1.1274 0.0145 1.3% 0.0032 0.3% 95% False False 4
10 1.1418 1.1199 0.0219 1.9% 0.0042 0.4% 97% False False 10
20 1.1418 1.1030 0.0388 3.4% 0.0045 0.4% 98% False False 11
40 1.1640 1.1030 0.0610 5.3% 0.0037 0.3% 62% False False 19
60 1.1790 1.1030 0.0760 6.7% 0.0037 0.3% 50% False False 15
80 1.1971 1.1030 0.0941 8.2% 0.0037 0.3% 40% False False 12
100 1.1971 1.1030 0.0941 8.2% 0.0036 0.3% 40% False False 10
120 1.1971 1.1030 0.0941 8.2% 0.0035 0.3% 40% False False 8
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1411
2.618 1.1411
1.618 1.1411
1.000 1.1411
0.618 1.1411
HIGH 1.1411
0.618 1.1411
0.500 1.1411
0.382 1.1411
LOW 1.1411
0.618 1.1411
1.000 1.1411
1.618 1.1411
2.618 1.1411
4.250 1.1411
Fisher Pivots for day following 23-Oct-2023
Pivot 1 day 3 day
R1 1.1411 1.1401
PP 1.1411 1.1391
S1 1.1411 1.1381

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

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