CME Swiss Franc Future June 2024


Trading Metrics calculated at close of trading on 22-Sep-2023
Day Change Summary
Previous Current
21-Sep-2023 22-Sep-2023 Change Change % Previous Week
Open 1.1392 1.1355 -0.0037 -0.3% 1.1462
High 1.1392 1.1355 -0.0037 -0.3% 1.1472
Low 1.1392 1.1354 -0.0039 -0.3% 1.1354
Close 1.1392 1.1355 -0.0037 -0.3% 1.1355
Range 0.0000 0.0002 0.0002 0.0119
ATR 0.0041 0.0040 0.0000 -0.4% 0.0000
Volume
Daily Pivots for day following 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1359 1.1359 1.1356
R3 1.1358 1.1357 1.1355
R2 1.1356 1.1356 1.1355
R1 1.1356 1.1356 1.1355 1.1356
PP 1.1355 1.1355 1.1355 1.1355
S1 1.1354 1.1354 1.1355 1.1354
S2 1.1353 1.1353 1.1355
S3 1.1352 1.1353 1.1355
S4 1.1350 1.1351 1.1354
Weekly Pivots for week ending 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1749 1.1671 1.1420
R3 1.1631 1.1552 1.1388
R2 1.1512 1.1512 1.1377
R1 1.1434 1.1434 1.1366 1.1414
PP 1.1394 1.1394 1.1394 1.1384
S1 1.1315 1.1315 1.1344 1.1295
S2 1.1275 1.1275 1.1333
S3 1.1157 1.1197 1.1322
S4 1.1038 1.1078 1.1290
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1472 1.1354 0.0119 1.0% 0.0000 0.0% 1% False True
10 1.1568 1.1354 0.0215 1.9% 0.0004 0.0% 1% False True
20 1.1790 1.1354 0.0437 3.8% 0.0013 0.1% 0% False True
40 1.1940 1.1354 0.0587 5.2% 0.0030 0.3% 0% False True 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1361
2.618 1.1359
1.618 1.1357
1.000 1.1357
0.618 1.1356
HIGH 1.1355
0.618 1.1354
0.500 1.1354
0.382 1.1354
LOW 1.1354
0.618 1.1353
1.000 1.1352
1.618 1.1351
2.618 1.1350
4.250 1.1347
Fisher Pivots for day following 22-Sep-2023
Pivot 1 day 3 day
R1 1.1355 1.1413
PP 1.1355 1.1394
S1 1.1354 1.1374

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

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