CME Swiss Franc Future June 2024


Trading Metrics calculated at close of trading on 05-Oct-2023
Day Change Summary
Previous Current
04-Oct-2023 05-Oct-2023 Change Change % Previous Week
Open 1.1210 1.1250 0.0040 0.4% 1.1285
High 1.1240 1.1266 0.0026 0.2% 1.1300
Low 1.1210 1.1218 0.0008 0.1% 1.1180
Close 1.1215 1.1260 0.0045 0.4% 1.1239
Range 0.0030 0.0048 0.0018 60.0% 0.0120
ATR 0.0053 0.0052 0.0000 -0.2% 0.0000
Volume 4 2 -2 -50.0% 8
Daily Pivots for day following 05-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.1392 1.1374 1.1286
R3 1.1344 1.1326 1.1273
R2 1.1296 1.1296 1.1268
R1 1.1278 1.1278 1.1264 1.1287
PP 1.1248 1.1248 1.1248 1.1252
S1 1.1230 1.1230 1.1255 1.1239
S2 1.1200 1.1200 1.1251
S3 1.1152 1.1182 1.1246
S4 1.1104 1.1134 1.1233
Weekly Pivots for week ending 29-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1600 1.1539 1.1305
R3 1.1480 1.1419 1.1272
R2 1.1360 1.1360 1.1261
R1 1.1299 1.1299 1.1250 1.1269
PP 1.1240 1.1240 1.1240 1.1225
S1 1.1179 1.1179 1.1228 1.1149
S2 1.1120 1.1120 1.1217
S3 1.1000 1.1059 1.1206
S4 1.0880 1.0939 1.1173
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1300 1.1145 0.0156 1.4% 0.0046 0.4% 74% False False 3
10 1.1355 1.1145 0.0211 1.9% 0.0027 0.2% 55% False False 1
20 1.1585 1.1145 0.0440 3.9% 0.0018 0.2% 26% False False
40 1.1880 1.1145 0.0736 6.5% 0.0027 0.2% 16% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1470
2.618 1.1391
1.618 1.1343
1.000 1.1314
0.618 1.1295
HIGH 1.1266
0.618 1.1247
0.500 1.1242
0.382 1.1236
LOW 1.1218
0.618 1.1188
1.000 1.1170
1.618 1.1140
2.618 1.1092
4.250 1.1014
Fisher Pivots for day following 05-Oct-2023
Pivot 1 day 3 day
R1 1.1254 1.1241
PP 1.1248 1.1223
S1 1.1242 1.1205

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

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