CME Swiss Franc Future June 2024


Trading Metrics calculated at close of trading on 18-Sep-2023
Day Change Summary
Previous Current
15-Sep-2023 18-Sep-2023 Change Change % Previous Week
Open 1.1473 1.1462 -0.0011 -0.1% 1.1568
High 1.1504 1.1462 -0.0043 -0.4% 1.1568
Low 1.1473 1.1462 -0.0011 -0.1% 1.1473
Close 1.1473 1.1462 -0.0011 -0.1% 1.1473
Range 0.0032 0.0000 -0.0032 -100.0% 0.0096
ATR 0.0044 0.0042 -0.0002 -5.4% 0.0000
Volume
Daily Pivots for day following 18-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1462 1.1462 1.1462
R3 1.1462 1.1462 1.1462
R2 1.1462 1.1462 1.1462
R1 1.1462 1.1462 1.1462 1.1462
PP 1.1462 1.1462 1.1462 1.1462
S1 1.1462 1.1462 1.1462 1.1462
S2 1.1462 1.1462 1.1462
S3 1.1462 1.1462 1.1462
S4 1.1462 1.1462 1.1462
Weekly Pivots for week ending 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1791 1.1727 1.1525
R3 1.1695 1.1632 1.1499
R2 1.1600 1.1600 1.1490
R1 1.1536 1.1536 1.1481 1.1520
PP 1.1504 1.1504 1.1504 1.1496
S1 1.1441 1.1441 1.1464 1.1425
S2 1.1409 1.1409 1.1455
S3 1.1313 1.1345 1.1446
S4 1.1218 1.1250 1.1420
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1562 1.1462 0.0100 0.9% 0.0007 0.1% 0% False True
10 1.1600 1.1462 0.0139 1.2% 0.0009 0.1% 0% False True
20 1.1790 1.1462 0.0329 2.9% 0.0021 0.2% 0% False True 1
40 1.2035 1.1462 0.0573 5.0% 0.0030 0.3% 0% False True 1
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1462
2.618 1.1462
1.618 1.1462
1.000 1.1462
0.618 1.1462
HIGH 1.1462
0.618 1.1462
0.500 1.1462
0.382 1.1462
LOW 1.1462
0.618 1.1462
1.000 1.1462
1.618 1.1462
2.618 1.1462
4.250 1.1462
Fisher Pivots for day following 18-Sep-2023
Pivot 1 day 3 day
R1 1.1462 1.1483
PP 1.1462 1.1476
S1 1.1462 1.1469

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

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