CME Swiss Franc Future June 2024


Trading Metrics calculated at close of trading on 08-Aug-2023
Day Change Summary
Previous Current
07-Aug-2023 08-Aug-2023 Change Change % Previous Week
Open 1.1843 1.1850 0.0008 0.1% 1.1920
High 1.1843 1.1850 0.0008 0.1% 1.1930
Low 1.1793 1.1807 0.0015 0.1% 1.1783
Close 1.1843 1.1807 -0.0036 -0.3% 1.1847
Range 0.0050 0.0043 -0.0007 -14.0% 0.0147
ATR 0.0061 0.0059 -0.0001 -2.1% 0.0000
Volume 0 1 1 11
Daily Pivots for day following 08-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1950 1.1922 1.1831
R3 1.1907 1.1879 1.1819
R2 1.1864 1.1864 1.1815
R1 1.1836 1.1836 1.1811 1.1829
PP 1.1821 1.1821 1.1821 1.1818
S1 1.1793 1.1793 1.1803 1.1786
S2 1.1778 1.1778 1.1799
S3 1.1735 1.1750 1.1795
S4 1.1692 1.1707 1.1783
Weekly Pivots for week ending 04-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.2294 1.2217 1.1927
R3 1.2147 1.2070 1.1887
R2 1.2000 1.2000 1.1873
R1 1.1923 1.1923 1.1860 1.1888
PP 1.1853 1.1853 1.1853 1.1836
S1 1.1776 1.1776 1.1833 1.1741
S2 1.1706 1.1706 1.1820
S3 1.1559 1.1629 1.1806
S4 1.1412 1.1482 1.1766
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1880 1.1783 0.0097 0.8% 0.0040 0.3% 25% False False 1
10 1.2035 1.1783 0.0252 2.1% 0.0036 0.3% 10% False False 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 True
Stretch 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2033
2.618 1.1963
1.618 1.1920
1.000 1.1893
0.618 1.1877
HIGH 1.1850
0.618 1.1834
0.500 1.1829
0.382 1.1823
LOW 1.1807
0.618 1.1780
1.000 1.1764
1.618 1.1737
2.618 1.1694
4.250 1.1624
Fisher Pivots for day following 08-Aug-2023
Pivot 1 day 3 day
R1 1.1829 1.1832
PP 1.1821 1.1823
S1 1.1814 1.1815

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

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