CME Swiss Franc Future June 2024


Trading Metrics calculated at close of trading on 20-Sep-2023
Day Change Summary
Previous Current
19-Sep-2023 20-Sep-2023 Change Change % Previous Week
Open 1.1457 1.1472 0.0016 0.1% 1.1568
High 1.1457 1.1472 0.0016 0.1% 1.1568
Low 1.1457 1.1472 0.0016 0.1% 1.1473
Close 1.1457 1.1472 0.0016 0.1% 1.1473
Range
ATR 0.0039 0.0038 -0.0002 -4.3% 0.0000
Volume
Daily Pivots for day following 20-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1472 1.1472 1.1472
R3 1.1472 1.1472 1.1472
R2 1.1472 1.1472 1.1472
R1 1.1472 1.1472 1.1472 1.1472
PP 1.1472 1.1472 1.1472 1.1472
S1 1.1472 1.1472 1.1472 1.1472
S2 1.1472 1.1472 1.1472
S3 1.1472 1.1472 1.1472
S4 1.1472 1.1472 1.1472
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 1.1504 1.1457 0.0048 0.4% 0.0006 0.1% 33% False False
10 1.1585 1.1457 0.0128 1.1% 0.0008 0.1% 12% False False
20 1.1790 1.1457 0.0334 2.9% 0.0019 0.2% 5% False False
40 1.2035 1.1457 0.0578 5.0% 0.0030 0.3% 3% False False 1
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.1472
2.618 1.1472
1.618 1.1472
1.000 1.1472
0.618 1.1472
HIGH 1.1472
0.618 1.1472
0.500 1.1472
0.382 1.1472
LOW 1.1472
0.618 1.1472
1.000 1.1472
1.618 1.1472
2.618 1.1472
4.250 1.1472
Fisher Pivots for day following 20-Sep-2023
Pivot 1 day 3 day
R1 1.1472 1.1469
PP 1.1472 1.1467
S1 1.1472 1.1464

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

View Archives - Comment on this page... - Back to Index of Symbols