CME Swiss Franc Future June 2024


Trading Metrics calculated at close of trading on 31-Oct-2023
Day Change Summary
Previous Current
30-Oct-2023 31-Oct-2023 Change Change % Previous Week
Open 1.1376 1.1281 -0.0095 -0.8% 1.1524
High 1.1376 1.1281 -0.0095 -0.8% 1.1524
Low 1.1376 1.1281 -0.0095 -0.8% 1.1362
Close 1.1376 1.1281 -0.0095 -0.8% 1.1382
Range
ATR 0.0050 0.0054 0.0003 6.3% 0.0000
Volume
Daily Pivots for day following 31-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.1281 1.1281 1.1281
R3 1.1281 1.1281 1.1281
R2 1.1281 1.1281 1.1281
R1 1.1281 1.1281 1.1281 1.1281
PP 1.1281 1.1281 1.1281 1.1281
S1 1.1281 1.1281 1.1281 1.1281
S2 1.1281 1.1281 1.1281
S3 1.1281 1.1281 1.1281
S4 1.1281 1.1281 1.1281
Weekly Pivots for week ending 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.1908 1.1807 1.1471
R3 1.1746 1.1645 1.1426
R2 1.1584 1.1584 1.1411
R1 1.1483 1.1483 1.1396 1.1453
PP 1.1422 1.1422 1.1422 1.1407
S1 1.1321 1.1321 1.1367 1.1291
S2 1.1260 1.1260 1.1352
S3 1.1098 1.1159 1.1337
S4 1.0936 1.0997 1.1292
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1502 1.1281 0.0221 2.0% 0.0021 0.2% 0% False True
10 1.1529 1.1281 0.0248 2.2% 0.0024 0.2% 0% False True 1
20 1.1529 1.1210 0.0319 2.8% 0.0038 0.3% 22% False False 2
40 1.1585 1.1145 0.0440 3.9% 0.0026 0.2% 31% False False 1
60 1.1880 1.1145 0.0736 6.5% 0.0031 0.3% 19% False False 1
Crabel Price Patterns
NR False
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 False
Bear Hook False
Bull Hook False
Stretch 0.0002
Fibonacci Retracements and Extensions
4.250 1.1281
2.618 1.1281
1.618 1.1281
1.000 1.1281
0.618 1.1281
HIGH 1.1281
0.618 1.1281
0.500 1.1281
0.382 1.1281
LOW 1.1281
0.618 1.1281
1.000 1.1281
1.618 1.1281
2.618 1.1281
4.250 1.1281
Fisher Pivots for day following 31-Oct-2023
Pivot 1 day 3 day
R1 1.1281 1.1348
PP 1.1281 1.1326
S1 1.1281 1.1303

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

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