CME Swiss Franc Future June 2024


Trading Metrics calculated at close of trading on 01-Sep-2023
Day Change Summary
Previous Current
31-Aug-2023 01-Sep-2023 Change Change % Previous Week
Open 1.1680 1.1642 -0.0038 -0.3% 1.1684
High 1.1680 1.1722 0.0042 0.4% 1.1790
Low 1.1680 1.1642 -0.0038 -0.3% 1.1642
Close 1.1680 1.1650 -0.0030 -0.3% 1.1650
Range 0.0000 0.0080 0.0080 0.0148
ATR 0.0054 0.0056 0.0002 3.4% 0.0000
Volume 2 1 -1 -50.0% 10
Daily Pivots for day following 01-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1910 1.1859 1.1693
R3 1.1830 1.1780 1.1671
R2 1.1751 1.1751 1.1664
R1 1.1700 1.1700 1.1657 1.1725
PP 1.1671 1.1671 1.1671 1.1684
S1 1.1621 1.1621 1.1642 1.1646
S2 1.1592 1.1592 1.1635
S3 1.1512 1.1541 1.1628
S4 1.1433 1.1462 1.1606
Weekly Pivots for week ending 01-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.2138 1.2042 1.1731
R3 1.1990 1.1894 1.1690
R2 1.1842 1.1842 1.1677
R1 1.1746 1.1746 1.1663 1.1720
PP 1.1694 1.1694 1.1694 1.1681
S1 1.1598 1.1598 1.1636 1.1572
S2 1.1546 1.1546 1.1622
S3 1.1398 1.1450 1.1609
S4 1.1250 1.1302 1.1568
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1790 1.1642 0.0148 1.3% 0.0028 0.2% 5% False True 2
10 1.1790 1.1642 0.0148 1.3% 0.0033 0.3% 5% False True 2
20 1.1880 1.1642 0.0238 2.0% 0.0043 0.4% 3% False True 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2059
2.618 1.1930
1.618 1.1850
1.000 1.1801
0.618 1.1771
HIGH 1.1722
0.618 1.1691
0.500 1.1682
0.382 1.1672
LOW 1.1642
0.618 1.1593
1.000 1.1563
1.618 1.1513
2.618 1.1434
4.250 1.1304
Fisher Pivots for day following 01-Sep-2023
Pivot 1 day 3 day
R1 1.1682 1.1716
PP 1.1671 1.1694
S1 1.1660 1.1672

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.