CME Swiss Franc Future June 2024


Trading Metrics calculated at close of trading on 01-Aug-2023
Day Change Summary
Previous Current
31-Jul-2023 01-Aug-2023 Change Change % Previous Week
Open 1.1920 1.1810 -0.0111 -0.9% 1.1922
High 1.1930 1.1810 -0.0121 -1.0% 1.2035
Low 1.1866 1.1810 -0.0057 -0.5% 1.1847
Close 1.1866 1.1810 -0.0057 -0.5% 1.1902
Range 0.0064 0.0000 -0.0064 -100.0% 0.0188
ATR
Volume 2 2 0 0.0% 5
Daily Pivots for day following 01-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1810 1.1810 1.1810
R3 1.1810 1.1810 1.1810
R2 1.1810 1.1810 1.1810
R1 1.1810 1.1810 1.1810 1.1810
PP 1.1810 1.1810 1.1810 1.1810
S1 1.1810 1.1810 1.1810 1.1810
S2 1.1810 1.1810 1.1810
S3 1.1810 1.1810 1.1810
S4 1.1810 1.1810 1.1810
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 1.1810 0.0225 1.9% 0.0031 0.3% 0% False True 1
10 1.2052 1.1810 0.0243 2.1% 0.0018 0.2% 0% False True 1
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 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1810
2.618 1.1810
1.618 1.1810
1.000 1.1810
0.618 1.1810
HIGH 1.1810
0.618 1.1810
0.500 1.1810
0.382 1.1810
LOW 1.1810
0.618 1.1810
1.000 1.1810
1.618 1.1810
2.618 1.1810
4.250 1.1810
Fisher Pivots for day following 01-Aug-2023
Pivot 1 day 3 day
R1 1.1810 1.1875
PP 1.1810 1.1853
S1 1.1810 1.1831

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

View Archives - Comment on this page... - Back to Index of Symbols