CME Swiss Franc Future June 2024


Trading Metrics calculated at close of trading on 07-Sep-2023
Day Change Summary
Previous Current
06-Sep-2023 07-Sep-2023 Change Change % Previous Week
Open 1.1571 1.1546 -0.0025 -0.2% 1.1684
High 1.1571 1.1546 -0.0025 -0.2% 1.1790
Low 1.1571 1.1546 -0.0025 -0.2% 1.1642
Close 1.1571 1.1546 -0.0025 -0.2% 1.1650
Range
ATR 0.0054 0.0051 -0.0002 -3.8% 0.0000
Volume
Daily Pivots for day following 07-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1546 1.1546 1.1546
R3 1.1546 1.1546 1.1546
R2 1.1546 1.1546 1.1546
R1 1.1546 1.1546 1.1546 1.1546
PP 1.1546 1.1546 1.1546 1.1546
S1 1.1546 1.1546 1.1546 1.1546
S2 1.1546 1.1546 1.1546
S3 1.1546 1.1546 1.1546
S4 1.1546 1.1546 1.1546
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 1.1722 1.1546 0.0176 1.5% 0.0017 0.1% 0% False True
10 1.1790 1.1546 0.0244 2.1% 0.0029 0.3% 0% False True 1
20 1.1880 1.1546 0.0334 2.9% 0.0035 0.3% 0% False True 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Fibonacci Retracements and Extensions
4.250 1.1546
2.618 1.1546
1.618 1.1546
1.000 1.1546
0.618 1.1546
HIGH 1.1546
0.618 1.1546
0.500 1.1546
0.382 1.1546
LOW 1.1546
0.618 1.1546
1.000 1.1546
1.618 1.1546
2.618 1.1546
4.250 1.1546
Fisher Pivots for day following 07-Sep-2023
Pivot 1 day 3 day
R1 1.1546 1.1573
PP 1.1546 1.1564
S1 1.1546 1.1555

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

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