CME Swiss Franc Future June 2024


Trading Metrics calculated at close of trading on 09-Aug-2023
Day Change Summary
Previous Current
08-Aug-2023 09-Aug-2023 Change Change % Previous Week
Open 1.1850 1.1799 -0.0051 -0.4% 1.1920
High 1.1850 1.1835 -0.0015 -0.1% 1.1930
Low 1.1807 1.1779 -0.0028 -0.2% 1.1783
Close 1.1807 1.1783 -0.0025 -0.2% 1.1847
Range 0.0043 0.0056 0.0013 30.2% 0.0147
ATR 0.0059 0.0059 0.0000 -0.4% 0.0000
Volume 1 1 0 0.0% 11
Daily Pivots for day following 09-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1967 1.1931 1.1813
R3 1.1911 1.1875 1.1798
R2 1.1855 1.1855 1.1793
R1 1.1819 1.1819 1.1788 1.1809
PP 1.1799 1.1799 1.1799 1.1794
S1 1.1763 1.1763 1.1777 1.1753
S2 1.1743 1.1743 1.1772
S3 1.1687 1.1707 1.1767
S4 1.1631 1.1651 1.1752
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 1.1779 0.0101 0.9% 0.0052 0.4% 3% False True 1
10 1.1940 1.1779 0.0161 1.4% 0.0042 0.4% 2% False True 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 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2073
2.618 1.1982
1.618 1.1926
1.000 1.1891
0.618 1.1870
HIGH 1.1835
0.618 1.1814
0.500 1.1807
0.382 1.1800
LOW 1.1779
0.618 1.1744
1.000 1.1723
1.618 1.1688
2.618 1.1632
4.250 1.1541
Fisher Pivots for day following 09-Aug-2023
Pivot 1 day 3 day
R1 1.1807 1.1815
PP 1.1799 1.1804
S1 1.1791 1.1793

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

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