CME Swiss Franc Future June 2024


Trading Metrics calculated at close of trading on 31-Aug-2023
Day Change Summary
Previous Current
30-Aug-2023 31-Aug-2023 Change Change % Previous Week
Open 1.1770 1.1680 -0.0091 -0.8% 1.1757
High 1.1790 1.1680 -0.0111 -0.9% 1.1780
Low 1.1749 1.1680 -0.0070 -0.6% 1.1643
Close 1.1749 1.1680 -0.0070 -0.6% 1.1685
Range 0.0041 0.0000 -0.0041 -100.0% 0.0137
ATR 0.0053 0.0054 0.0001 2.2% 0.0000
Volume 3 2 -1 -33.3% 12
Daily Pivots for day following 31-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1680 1.1680 1.1680
R3 1.1680 1.1680 1.1680
R2 1.1680 1.1680 1.1680
R1 1.1680 1.1680 1.1680 1.1680
PP 1.1680 1.1680 1.1680 1.1680
S1 1.1680 1.1680 1.1680 1.1680
S2 1.1680 1.1680 1.1680
S3 1.1680 1.1680 1.1680
S4 1.1680 1.1680 1.1680
Weekly Pivots for week ending 25-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.2114 1.2036 1.1760
R3 1.1977 1.1899 1.1723
R2 1.1840 1.1840 1.1710
R1 1.1762 1.1762 1.1698 1.1733
PP 1.1703 1.1703 1.1703 1.1688
S1 1.1625 1.1625 1.1672 1.1596
S2 1.1566 1.1566 1.1660
S3 1.1429 1.1488 1.1647
S4 1.1292 1.1351 1.1610
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1790 1.1643 0.0147 1.3% 0.0021 0.2% 25% False False 1
10 1.1790 1.1643 0.0147 1.3% 0.0031 0.3% 25% False False 2
20 1.1880 1.1643 0.0237 2.0% 0.0044 0.4% 15% False False 2
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 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1680
2.618 1.1680
1.618 1.1680
1.000 1.1680
0.618 1.1680
HIGH 1.1680
0.618 1.1680
0.500 1.1680
0.382 1.1680
LOW 1.1680
0.618 1.1680
1.000 1.1680
1.618 1.1680
2.618 1.1680
4.250 1.1680
Fisher Pivots for day following 31-Aug-2023
Pivot 1 day 3 day
R1 1.1680 1.1735
PP 1.1680 1.1716
S1 1.1680 1.1698

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

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