CME Swiss Franc Future June 2024


Trading Metrics calculated at close of trading on 08-Nov-2023
Day Change Summary
Previous Current
07-Nov-2023 08-Nov-2023 Change Change % Previous Week
Open 1.1379 1.1383 0.0004 0.0% 1.1376
High 1.1379 1.1383 0.0004 0.0% 1.1423
Low 1.1379 1.1383 0.0004 0.0% 1.1270
Close 1.1379 1.1383 0.0004 0.0% 1.1408
Range
ATR 0.0050 0.0047 -0.0003 -6.6% 0.0000
Volume
Daily Pivots for day following 08-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1383 1.1383 1.1383
R3 1.1383 1.1383 1.1383
R2 1.1383 1.1383 1.1383
R1 1.1383 1.1383 1.1383 1.1383
PP 1.1383 1.1383 1.1383 1.1383
S1 1.1383 1.1383 1.1383 1.1383
S2 1.1383 1.1383 1.1383
S3 1.1383 1.1383 1.1383
S4 1.1383 1.1383 1.1383
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 1.1302 0.0121 1.1% 0.0024 0.2% 67% False False
10 1.1423 1.1270 0.0154 1.3% 0.0021 0.2% 74% False False
20 1.1529 1.1270 0.0260 2.3% 0.0030 0.3% 44% False False
40 1.1529 1.1145 0.0385 3.4% 0.0028 0.2% 62% False False 1
60 1.1790 1.1145 0.0646 5.7% 0.0027 0.2% 37% False False 1
80 1.2052 1.1145 0.0908 8.0% 0.0029 0.3% 26% 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Fibonacci Retracements and Extensions
4.250 1.1383
2.618 1.1383
1.618 1.1383
1.000 1.1383
0.618 1.1383
HIGH 1.1383
0.618 1.1383
0.500 1.1383
0.382 1.1383
LOW 1.1383
0.618 1.1383
1.000 1.1383
1.618 1.1383
2.618 1.1383
4.250 1.1383
Fisher Pivots for day following 08-Nov-2023
Pivot 1 day 3 day
R1 1.1383 1.1390
PP 1.1383 1.1387
S1 1.1383 1.1385

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

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