CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 27-Nov-2023
Day Change Summary
Previous Current
24-Nov-2023 27-Nov-2023 Change Change % Previous Week
Open 1.1461 1.1479 0.0019 0.2% 1.1430
High 1.1489 1.1509 0.0020 0.2% 1.1489
Low 1.1442 1.1470 0.0028 0.2% 1.1417
Close 1.1485 1.1500 0.0015 0.1% 1.1485
Range 0.0047 0.0039 -0.0008 -17.0% 0.0072
ATR 0.0052 0.0051 -0.0001 -1.8% 0.0000
Volume 111 149 38 34.2% 225
Daily Pivots for day following 27-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1610 1.1594 1.1521
R3 1.1571 1.1555 1.1511
R2 1.1532 1.1532 1.1507
R1 1.1516 1.1516 1.1504 1.1524
PP 1.1493 1.1493 1.1493 1.1497
S1 1.1477 1.1477 1.1496 1.1485
S2 1.1454 1.1454 1.1493
S3 1.1415 1.1438 1.1489
S4 1.1376 1.1399 1.1479
Weekly Pivots for week ending 24-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1680 1.1654 1.1525
R3 1.1608 1.1582 1.1505
R2 1.1536 1.1536 1.1498
R1 1.1510 1.1510 1.1492 1.1523
PP 1.1464 1.1464 1.1464 1.1470
S1 1.1438 1.1438 1.1478 1.1451
S2 1.1392 1.1392 1.1472
S3 1.1320 1.1366 1.1465
S4 1.1248 1.1294 1.1445
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1509 1.1417 0.0092 0.8% 0.0039 0.3% 90% True False 74
10 1.1509 1.1205 0.0305 2.6% 0.0053 0.5% 97% True False 62
20 1.1509 1.1150 0.0359 3.1% 0.0050 0.4% 97% True False 43
40 1.1509 1.1030 0.0479 4.2% 0.0045 0.4% 98% True False 27
60 1.1614 1.1030 0.0584 5.1% 0.0044 0.4% 80% False False 28
80 1.1769 1.1030 0.0739 6.4% 0.0040 0.4% 64% False False 22
100 1.1971 1.1030 0.0941 8.2% 0.0040 0.4% 50% False False 19
120 1.1971 1.1030 0.0941 8.2% 0.0038 0.3% 50% False False 16
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 True
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1675
2.618 1.1611
1.618 1.1572
1.000 1.1548
0.618 1.1533
HIGH 1.1509
0.618 1.1494
0.500 1.1490
0.382 1.1485
LOW 1.1470
0.618 1.1446
1.000 1.1431
1.618 1.1407
2.618 1.1368
4.250 1.1304
Fisher Pivots for day following 27-Nov-2023
Pivot 1 day 3 day
R1 1.1497 1.1488
PP 1.1493 1.1475
S1 1.1490 1.1463

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

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