CME Swiss Franc Future June 2024


Trading Metrics calculated at close of trading on 07-Nov-2023
Day Change Summary
Previous Current
06-Nov-2023 07-Nov-2023 Change Change % Previous Week
Open 1.1400 1.1379 -0.0021 -0.2% 1.1376
High 1.1400 1.1379 -0.0021 -0.2% 1.1423
Low 1.1400 1.1379 -0.0021 -0.2% 1.1270
Close 1.1400 1.1379 -0.0021 -0.2% 1.1408
Range
ATR 0.0052 0.0050 -0.0002 -4.3% 0.0000
Volume
Daily Pivots for day following 07-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1379 1.1379 1.1379
R3 1.1379 1.1379 1.1379
R2 1.1379 1.1379 1.1379
R1 1.1379 1.1379 1.1379 1.1379
PP 1.1379 1.1379 1.1379 1.1379
S1 1.1379 1.1379 1.1379 1.1379
S2 1.1379 1.1379 1.1379
S3 1.1379 1.1379 1.1379
S4 1.1379 1.1379 1.1379
Weekly Pivots for week ending 03-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1827 1.1771 1.1492
R3 1.1674 1.1618 1.1450
R2 1.1520 1.1520 1.1436
R1 1.1464 1.1464 1.1422 1.1492
PP 1.1367 1.1367 1.1367 1.1381
S1 1.1311 1.1311 1.1394 1.1339
S2 1.1213 1.1213 1.1380
S3 1.1060 1.1157 1.1366
S4 1.0906 1.1004 1.1324
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1423 1.1270 0.0154 1.3% 0.0030 0.3% 71% False False
10 1.1502 1.1270 0.0233 2.0% 0.0026 0.2% 47% False False
20 1.1529 1.1270 0.0260 2.3% 0.0031 0.3% 42% False False 1
40 1.1530 1.1145 0.0386 3.4% 0.0028 0.2% 61% False False 1
60 1.1810 1.1145 0.0666 5.8% 0.0028 0.2% 35% False False 1
80 1.2072 1.1145 0.0927 8.1% 0.0029 0.3% 25% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Fibonacci Retracements and Extensions
4.250 1.1379
2.618 1.1379
1.618 1.1379
1.000 1.1379
0.618 1.1379
HIGH 1.1379
0.618 1.1379
0.500 1.1379
0.382 1.1379
LOW 1.1379
0.618 1.1379
1.000 1.1379
1.618 1.1379
2.618 1.1379
4.250 1.1379
Fisher Pivots for day following 07-Nov-2023
Pivot 1 day 3 day
R1 1.1379 1.1374
PP 1.1379 1.1368
S1 1.1379 1.1363

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

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