CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 10-Nov-2023
Day Change Summary
Previous Current
09-Nov-2023 10-Nov-2023 Change Change % Previous Week
Open 1.1262 1.1225 -0.0037 -0.3% 1.1291
High 1.1268 1.1262 -0.0006 -0.1% 1.1291
Low 1.1220 1.1210 -0.0011 -0.1% 1.1210
Close 1.1223 1.1232 0.0009 0.1% 1.1232
Range 0.0048 0.0052 0.0005 9.5% 0.0081
ATR 0.0053 0.0053 0.0000 -0.1% 0.0000
Volume 37 32 -5 -13.5% 95
Daily Pivots for day following 10-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1390 1.1363 1.1261
R3 1.1338 1.1311 1.1246
R2 1.1286 1.1286 1.1242
R1 1.1259 1.1259 1.1237 1.1273
PP 1.1234 1.1234 1.1234 1.1241
S1 1.1207 1.1207 1.1227 1.1221
S2 1.1182 1.1182 1.1222
S3 1.1130 1.1155 1.1218
S4 1.1078 1.1103 1.1203
Weekly Pivots for week ending 10-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1487 1.1441 1.1277
R3 1.1406 1.1360 1.1254
R2 1.1325 1.1325 1.1247
R1 1.1279 1.1279 1.1239 1.1261
PP 1.1244 1.1244 1.1244 1.1235
S1 1.1198 1.1198 1.1225 1.1180
S2 1.1163 1.1163 1.1217
S3 1.1082 1.1117 1.1210
S4 1.1001 1.1036 1.1187
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1291 1.1210 0.0081 0.7% 0.0027 0.2% 28% False True 19
10 1.1314 1.1150 0.0164 1.5% 0.0048 0.4% 50% False False 23
20 1.1418 1.1150 0.0268 2.4% 0.0039 0.3% 31% False False 17
40 1.1418 1.1030 0.0388 3.5% 0.0043 0.4% 52% False False 21
60 1.1674 1.1030 0.0644 5.7% 0.0039 0.3% 31% False False 18
80 1.1929 1.1030 0.0899 8.0% 0.0038 0.3% 22% False False 15
100 1.1971 1.1030 0.0941 8.4% 0.0037 0.3% 21% False False 12
120 1.1971 1.1030 0.0941 8.4% 0.0036 0.3% 21% False False 11
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1483
2.618 1.1398
1.618 1.1346
1.000 1.1314
0.618 1.1294
HIGH 1.1262
0.618 1.1242
0.500 1.1236
0.382 1.1229
LOW 1.1210
0.618 1.1177
1.000 1.1158
1.618 1.1125
2.618 1.1073
4.250 1.0989
Fisher Pivots for day following 10-Nov-2023
Pivot 1 day 3 day
R1 1.1236 1.1242
PP 1.1234 1.1238
S1 1.1233 1.1235

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

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