CME Swiss Franc Future June 2024


Trading Metrics calculated at close of trading on 03-Aug-2023
Day Change Summary
Previous Current
02-Aug-2023 03-Aug-2023 Change Change % Previous Week
Open 1.1790 1.1820 0.0030 0.3% 1.1922
High 1.1790 1.1830 0.0040 0.3% 1.2035
Low 1.1790 1.1818 0.0028 0.2% 1.1847
Close 1.1790 1.1818 0.0028 0.2% 1.1902
Range 0.0000 0.0012 0.0012 0.0188
ATR 0.0000 0.0058 0.0058 0.0000
Volume 0 2 2 5
Daily Pivots for day following 03-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1858 1.1850 1.1825
R3 1.1846 1.1838 1.1821
R2 1.1834 1.1834 1.1820
R1 1.1826 1.1826 1.1819 1.1824
PP 1.1822 1.1822 1.1822 1.1821
S1 1.1814 1.1814 1.1817 1.1812
S2 1.1810 1.1810 1.1816
S3 1.1798 1.1802 1.1815
S4 1.1786 1.1790 1.1811
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 1.1940 1.1790 0.0150 1.3% 0.0034 0.3% 19% False False 2
10 1.2035 1.1790 0.0245 2.1% 0.0019 0.2% 11% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1881
2.618 1.1861
1.618 1.1849
1.000 1.1842
0.618 1.1837
HIGH 1.1830
0.618 1.1825
0.500 1.1824
0.382 1.1823
LOW 1.1818
0.618 1.1811
1.000 1.1806
1.618 1.1799
2.618 1.1787
4.250 1.1767
Fisher Pivots for day following 03-Aug-2023
Pivot 1 day 3 day
R1 1.1824 1.1815
PP 1.1822 1.1813
S1 1.1820 1.1810

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

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