CME Swiss Franc Future June 2024


Trading Metrics calculated at close of trading on 08-Sep-2023
Day Change Summary
Previous Current
07-Sep-2023 08-Sep-2023 Change Change % Previous Week
Open 1.1546 1.1538 -0.0008 -0.1% 1.1600
High 1.1546 1.1585 0.0039 0.3% 1.1600
Low 1.1546 1.1538 -0.0008 -0.1% 1.1538
Close 1.1546 1.1538 -0.0008 -0.1% 1.1538
Range 0.0000 0.0047 0.0047 0.0062
ATR 0.0051 0.0051 0.0000 -0.7% 0.0000
Volume
Daily Pivots for day following 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1693 1.1662 1.1564
R3 1.1647 1.1616 1.1551
R2 1.1600 1.1600 1.1547
R1 1.1569 1.1569 1.1542 1.1561
PP 1.1554 1.1554 1.1554 1.1550
S1 1.1523 1.1523 1.1534 1.1515
S2 1.1507 1.1507 1.1529
S3 1.1461 1.1476 1.1525
S4 1.1414 1.1430 1.1512
Weekly Pivots for week ending 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1745 1.1703 1.1572
R3 1.1683 1.1641 1.1555
R2 1.1621 1.1621 1.1549
R1 1.1579 1.1579 1.1544 1.1569
PP 1.1559 1.1559 1.1559 1.1554
S1 1.1517 1.1517 1.1532 1.1507
S2 1.1497 1.1497 1.1527
S3 1.1435 1.1455 1.1521
S4 1.1373 1.1393 1.1504
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1722 1.1538 0.0184 1.6% 0.0026 0.2% 0% False True
10 1.1790 1.1538 0.0252 2.2% 0.0023 0.2% 0% False True 1
20 1.1820 1.1538 0.0282 2.4% 0.0034 0.3% 0% False True 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1782
2.618 1.1706
1.618 1.1660
1.000 1.1631
0.618 1.1613
HIGH 1.1585
0.618 1.1567
0.500 1.1561
0.382 1.1556
LOW 1.1538
0.618 1.1509
1.000 1.1492
1.618 1.1463
2.618 1.1416
4.250 1.1340
Fisher Pivots for day following 08-Sep-2023
Pivot 1 day 3 day
R1 1.1561 1.1561
PP 1.1554 1.1554
S1 1.1546 1.1546

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

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