CME Swiss Franc Future June 2024


Trading Metrics calculated at close of trading on 25-Oct-2023
Day Change Summary
Previous Current
24-Oct-2023 25-Oct-2023 Change Change % Previous Week
Open 1.1491 1.1447 -0.0044 -0.4% 1.1374
High 1.1491 1.1502 0.0012 0.1% 1.1529
Low 1.1491 1.1451 -0.0040 -0.3% 1.1369
Close 1.1491 1.1447 -0.0044 -0.4% 1.1510
Range 0.0000 0.0052 0.0052 0.0160
ATR 0.0056 0.0055 0.0000 -0.5% 0.0000
Volume
Daily Pivots for day following 25-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.1621 1.1586 1.1475
R3 1.1570 1.1534 1.1461
R2 1.1518 1.1518 1.1456
R1 1.1483 1.1483 1.1452 1.1473
PP 1.1467 1.1467 1.1467 1.1462
S1 1.1431 1.1431 1.1442 1.1421
S2 1.1415 1.1415 1.1438
S3 1.1364 1.1380 1.1433
S4 1.1312 1.1328 1.1419
Weekly Pivots for week ending 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.1949 1.1889 1.1598
R3 1.1789 1.1729 1.1554
R2 1.1629 1.1629 1.1539
R1 1.1569 1.1569 1.1524 1.1599
PP 1.1469 1.1469 1.1469 1.1484
S1 1.1409 1.1409 1.1495 1.1439
S2 1.1309 1.1309 1.1480
S3 1.1149 1.1249 1.1466
S4 1.0989 1.1089 1.1422
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1529 1.1451 0.0079 0.7% 0.0030 0.3% -4% False True 1
10 1.1529 1.1315 0.0215 1.9% 0.0039 0.3% 62% False False 1
20 1.1529 1.1145 0.0385 3.4% 0.0043 0.4% 79% False False 2
40 1.1790 1.1145 0.0646 5.6% 0.0028 0.2% 47% False False 1
60 1.1880 1.1145 0.0736 6.4% 0.0032 0.3% 41% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1721
2.618 1.1637
1.618 1.1585
1.000 1.1554
0.618 1.1534
HIGH 1.1502
0.618 1.1482
0.500 1.1476
0.382 1.1470
LOW 1.1451
0.618 1.1419
1.000 1.1399
1.618 1.1367
2.618 1.1316
4.250 1.1232
Fisher Pivots for day following 25-Oct-2023
Pivot 1 day 3 day
R1 1.1476 1.1487
PP 1.1467 1.1474
S1 1.1457 1.1460

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

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