CME Swiss Franc Future June 2024

Trading Metrics calculated at close of trading on 22-Mar-2024

Day Change Summary
	Previous	Current
	21-Mar-2024	22-Mar-2024	Change	Change %	Previous Week
Open	1.1385	1.1250	-0.0135	-1.2%	1.1427
High	1.1419	1.1259	-0.0160	-1.4%	1.1445
Low	1.1226	1.1191	-0.0035	-0.3%	1.1191
Close	1.1242	1.1232	-0.0010	-0.1%	1.1232
Range	0.0193	0.0068	-0.0125	-64.8%	0.0254
ATR	0.0070	0.0070	0.0000	-0.2%	0.0000
Volume	54,498	31,132	-23,366	-42.9%	165,584

Daily Pivots for day following 22-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	1.1431	1.1400	1.1269
R3	1.1363	1.1332	1.1251
R2	1.1295	1.1295	1.1244
R1	1.1264	1.1264	1.1238	1.1246
PP	1.1227	1.1227	1.1227	1.1218
S1	1.1196	1.1196	1.1226	1.1178
S2	1.1159	1.1159	1.1220
S3	1.1091	1.1128	1.1213
S4	1.1023	1.1060	1.1195

Weekly Pivots for week ending 22-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	1.2051	1.1896	1.1372
R3	1.1797	1.1642	1.1302
R2	1.1543	1.1543	1.1279
R1	1.1388	1.1388	1.1255	1.1339
PP	1.1289	1.1289	1.1289	1.1265
S1	1.1134	1.1134	1.1209	1.1085
S2	1.1035	1.1035	1.1185
S3	1.0781	1.0880	1.1162
S4	1.0527	1.0626	1.1092

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1445	1.1191	0.0254	2.3%	0.0092	0.8%	16%	False	True	33,116
10	1.1551	1.1191	0.0360	3.2%	0.0072	0.6%	11%	False	True	32,604
20	1.1577	1.1191	0.0386	3.4%	0.0065	0.6%	11%	False	True	16,809
40	1.1860	1.1191	0.0669	6.0%	0.0064	0.6%	6%	False	True	8,425
60	1.2197	1.1191	0.1006	9.0%	0.0064	0.6%	4%	False	True	5,624
80	1.2197	1.1191	0.1006	9.0%	0.0061	0.5%	4%	False	True	4,228
100	1.2197	1.1191	0.1006	9.0%	0.0052	0.5%	4%	False	True	3,382
120	1.2197	1.1145	0.1052	9.4%	0.0050	0.4%	8%	False	False	2,819

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	0.0018
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1548
2.618	1.1437
1.618	1.1369
1.000	1.1327
0.618	1.1301
HIGH	1.1259
0.618	1.1233
0.500	1.1225
0.382	1.1217
LOW	1.1191
0.618	1.1149
1.000	1.1123
1.618	1.1081
2.618	1.1013
4.250	1.0902

Fisher Pivots for day following 22-Mar-2024
Pivot	1 day	3 day
R1	1.1230	1.1305
PP	1.1227	1.1281
S1	1.1225	1.1256

Download as Excel Spreadsheet

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

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