CME Swiss Franc Future June 2024


Trading Metrics calculated at close of trading on 31-Jul-2023
Day Change Summary
Previous Current
28-Jul-2023 31-Jul-2023 Change Change % Previous Week
Open 1.1910 1.1920 0.0010 0.1% 1.1922
High 1.1940 1.1930 -0.0010 -0.1% 1.2035
Low 1.1847 1.1866 0.0019 0.2% 1.1847
Close 1.1902 1.1866 -0.0036 -0.3% 1.1902
Range 0.0093 0.0064 -0.0029 -31.2% 0.0188
ATR
Volume 4 2 -2 -50.0% 5
Daily Pivots for day following 31-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.2079 1.2037 1.1901
R3 1.2015 1.1973 1.1884
R2 1.1951 1.1951 1.1878
R1 1.1909 1.1909 1.1872 1.1898
PP 1.1887 1.1887 1.1887 1.1882
S1 1.1845 1.1845 1.1860 1.1834
S2 1.1823 1.1823 1.1854
S3 1.1759 1.1781 1.1848
S4 1.1695 1.1717 1.1831
Weekly Pivots for week ending 28-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.2490 1.2384 1.2005
R3 1.2303 1.2196 1.1954
R2 1.2115 1.2115 1.1936
R1 1.2009 1.2009 1.1919 1.1968
PP 1.1928 1.1928 1.1928 1.1908
S1 1.1821 1.1821 1.1885 1.1781
S2 1.1740 1.1740 1.1868
S3 1.1553 1.1634 1.1850
S4 1.1365 1.1446 1.1799
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2035 1.1847 0.0188 1.6% 0.0032 0.3% 10% False False 1
10 1.2072 1.1847 0.0225 1.9% 0.0018 0.2% 8% False False 1
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2202
2.618 1.2098
1.618 1.2034
1.000 1.1994
0.618 1.1970
HIGH 1.1930
0.618 1.1906
0.500 1.1898
0.382 1.1890
LOW 1.1866
0.618 1.1826
1.000 1.1802
1.618 1.1762
2.618 1.1698
4.250 1.1594
Fisher Pivots for day following 31-Jul-2023
Pivot 1 day 3 day
R1 1.1898 1.1894
PP 1.1887 1.1884
S1 1.1877 1.1875

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.