CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 06-Nov-2023
Day Change Summary
Previous Current
03-Nov-2023 06-Nov-2023 Change Change % Previous Week
Open 1.1283 1.1291 0.0008 0.1% 1.1240
High 1.1314 1.1291 -0.0024 -0.2% 1.1314
Low 1.1186 1.1291 0.0105 0.9% 1.1150
Close 1.1298 1.1291 -0.0008 -0.1% 1.1298
Range 0.0128 0.0000 -0.0128 -100.0% 0.0164
ATR 0.0060 0.0057 -0.0004 -6.3% 0.0000
Volume 10 4 -6 -60.0% 137
Daily Pivots for day following 06-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1291 1.1291 1.1291
R3 1.1291 1.1291 1.1291
R2 1.1291 1.1291 1.1291
R1 1.1291 1.1291 1.1291 1.1291
PP 1.1291 1.1291 1.1291 1.1291
S1 1.1291 1.1291 1.1291 1.1291
S2 1.1291 1.1291 1.1291
S3 1.1291 1.1291 1.1291
S4 1.1291 1.1291 1.1291
Weekly Pivots for week ending 03-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1746 1.1686 1.1388
R3 1.1582 1.1522 1.1343
R2 1.1418 1.1418 1.1328
R1 1.1358 1.1358 1.1313 1.1388
PP 1.1254 1.1254 1.1254 1.1269
S1 1.1194 1.1194 1.1283 1.1224
S2 1.1090 1.1090 1.1268
S3 1.0926 1.1030 1.1253
S4 1.0762 1.0866 1.1208
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1314 1.1150 0.0164 1.5% 0.0061 0.5% 86% False False 24
10 1.1377 1.1150 0.0227 2.0% 0.0048 0.4% 62% False False 22
20 1.1418 1.1150 0.0268 2.4% 0.0045 0.4% 52% False False 16
40 1.1454 1.1030 0.0424 3.8% 0.0043 0.4% 62% False False 23
60 1.1691 1.1030 0.0661 5.9% 0.0038 0.3% 39% False False 16
80 1.1971 1.1030 0.0941 8.3% 0.0037 0.3% 28% False False 14
100 1.1971 1.1030 0.0941 8.3% 0.0037 0.3% 28% False False 12
120 1.1971 1.1030 0.0941 8.3% 0.0036 0.3% 28% False False 10
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.1291
2.618 1.1291
1.618 1.1291
1.000 1.1291
0.618 1.1291
HIGH 1.1291
0.618 1.1291
0.500 1.1291
0.382 1.1291
LOW 1.1291
0.618 1.1291
1.000 1.1291
1.618 1.1291
2.618 1.1291
4.250 1.1291
Fisher Pivots for day following 06-Nov-2023
Pivot 1 day 3 day
R1 1.1291 1.1277
PP 1.1291 1.1264
S1 1.1291 1.1250

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

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