CME Swiss Franc Future June 2024


Trading Metrics calculated at close of trading on 05-Sep-2023
Day Change Summary
Previous Current
01-Sep-2023 05-Sep-2023 Change Change % Previous Week
Open 1.1642 1.1600 -0.0042 -0.4% 1.1684
High 1.1722 1.1600 -0.0122 -1.0% 1.1790
Low 1.1642 1.1596 -0.0047 -0.4% 1.1642
Close 1.1650 1.1596 -0.0054 -0.5% 1.1650
Range 0.0080 0.0005 -0.0075 -94.3% 0.0148
ATR 0.0056 0.0056 0.0000 -0.2% 0.0000
Volume 1 1 0 0.0% 10
Daily Pivots for day following 05-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1611 1.1608 1.1598
R3 1.1606 1.1603 1.1597
R2 1.1602 1.1602 1.1596
R1 1.1599 1.1599 1.1596 1.1598
PP 1.1597 1.1597 1.1597 1.1597
S1 1.1594 1.1594 1.1595 1.1593
S2 1.1593 1.1593 1.1595
S3 1.1588 1.1590 1.1594
S4 1.1584 1.1585 1.1593
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 1.1596 0.0195 1.7% 0.0029 0.3% 0% False True 2
10 1.1790 1.1596 0.0195 1.7% 0.0034 0.3% 0% False True 2
20 1.1880 1.1596 0.0285 2.5% 0.0040 0.3% 0% False True 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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1619
2.618 1.1612
1.618 1.1607
1.000 1.1605
0.618 1.1603
HIGH 1.1600
0.618 1.1598
0.500 1.1598
0.382 1.1597
LOW 1.1596
0.618 1.1593
1.000 1.1591
1.618 1.1588
2.618 1.1584
4.250 1.1576
Fisher Pivots for day following 05-Sep-2023
Pivot 1 day 3 day
R1 1.1598 1.1659
PP 1.1597 1.1638
S1 1.1596 1.1617

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

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