CME Swiss Franc Future June 2024


Trading Metrics calculated at close of trading on 10-Oct-2023
Day Change Summary
Previous Current
09-Oct-2023 10-Oct-2023 Change Change % Previous Week
Open 1.1340 1.1360 0.0020 0.2% 1.1219
High 1.1358 1.1370 0.0013 0.1% 1.1330
Low 1.1277 1.1359 0.0082 0.7% 1.1145
Close 1.1354 1.1359 0.0005 0.0% 1.1308
Range 0.0081 0.0012 -0.0069 -85.7% 0.0186
ATR 0.0059 0.0056 -0.0003 -5.1% 0.0000
Volume 2 2 0 0.0% 14
Daily Pivots for day following 10-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.1397 1.1389 1.1365
R3 1.1385 1.1378 1.1362
R2 1.1374 1.1374 1.1361
R1 1.1366 1.1366 1.1360 1.1364
PP 1.1362 1.1362 1.1362 1.1361
S1 1.1355 1.1355 1.1357 1.1353
S2 1.1351 1.1351 1.1356
S3 1.1339 1.1343 1.1355
S4 1.1328 1.1332 1.1352
Weekly Pivots for week ending 06-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.1817 1.1748 1.1410
R3 1.1632 1.1562 1.1359
R2 1.1446 1.1446 1.1342
R1 1.1377 1.1377 1.1325 1.1412
PP 1.1261 1.1261 1.1261 1.1278
S1 1.1191 1.1191 1.1290 1.1226
S2 1.1075 1.1075 1.1273
S3 1.0890 1.1006 1.1256
S4 1.0704 1.0820 1.1205
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1370 1.1210 0.0160 1.4% 0.0057 0.5% 93% True False 3
10 1.1370 1.1145 0.0226 2.0% 0.0044 0.4% 95% True False 2
20 1.1530 1.1145 0.0386 3.4% 0.0026 0.2% 56% False False 1
40 1.1810 1.1145 0.0666 5.9% 0.0027 0.2% 32% False False 1
60 1.2072 1.1145 0.0927 8.2% 0.0028 0.3% 23% False False 1
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0013
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1419
2.618 1.1400
1.618 1.1389
1.000 1.1382
0.618 1.1377
HIGH 1.1370
0.618 1.1366
0.500 1.1364
0.382 1.1363
LOW 1.1359
0.618 1.1351
1.000 1.1347
1.618 1.1340
2.618 1.1328
4.250 1.1310
Fisher Pivots for day following 10-Oct-2023
Pivot 1 day 3 day
R1 1.1364 1.1337
PP 1.1362 1.1315
S1 1.1360 1.1293

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

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