CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 26-Oct-2023
Day Change Summary
Previous Current
25-Oct-2023 26-Oct-2023 Change Change % Previous Week
Open 1.1377 1.1320 -0.0057 -0.5% 1.1304
High 1.1377 1.1320 -0.0057 -0.5% 1.1418
Low 1.1330 1.1290 -0.0040 -0.3% 1.1274
Close 1.1334 1.1301 -0.0033 -0.3% 1.1398
Range 0.0048 0.0030 -0.0018 -36.8% 0.0145
ATR 0.0052 0.0052 -0.0001 -1.2% 0.0000
Volume 55 19 -36 -65.5% 29
Daily Pivots for day following 26-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.1394 1.1377 1.1317
R3 1.1364 1.1347 1.1309
R2 1.1334 1.1334 1.1306
R1 1.1317 1.1317 1.1303 1.1310
PP 1.1304 1.1304 1.1304 1.1300
S1 1.1287 1.1287 1.1298 1.1280
S2 1.1274 1.1274 1.1295
S3 1.1244 1.1257 1.1292
S4 1.1214 1.1227 1.1284
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 1.1290 0.0128 1.1% 0.0023 0.2% 8% False True 16
10 1.1418 1.1206 0.0213 1.9% 0.0033 0.3% 45% False False 15
20 1.1418 1.1030 0.0388 3.4% 0.0041 0.4% 70% False False 13
40 1.1614 1.1030 0.0584 5.2% 0.0039 0.3% 46% False False 21
60 1.1769 1.1030 0.0739 6.5% 0.0037 0.3% 37% False False 15
80 1.1971 1.1030 0.0941 8.3% 0.0037 0.3% 29% False False 13
100 1.1971 1.1030 0.0941 8.3% 0.0036 0.3% 29% False False 10
120 1.1971 1.1030 0.0941 8.3% 0.0033 0.3% 29% False False 9
Crabel Price Patterns
NR True
NR4 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1448
2.618 1.1399
1.618 1.1369
1.000 1.1350
0.618 1.1339
HIGH 1.1320
0.618 1.1309
0.500 1.1305
0.382 1.1301
LOW 1.1290
0.618 1.1271
1.000 1.1260
1.618 1.1241
2.618 1.1211
4.250 1.1163
Fisher Pivots for day following 26-Oct-2023
Pivot 1 day 3 day
R1 1.1305 1.1334
PP 1.1304 1.1323
S1 1.1302 1.1312

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

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