CME Swiss Franc Future June 2024


Trading Metrics calculated at close of trading on 09-Nov-2023
Day Change Summary
Previous Current
08-Nov-2023 09-Nov-2023 Change Change % Previous Week
Open 1.1383 1.1333 -0.0050 -0.4% 1.1376
High 1.1383 1.1333 -0.0050 -0.4% 1.1423
Low 1.1383 1.1333 -0.0050 -0.4% 1.1270
Close 1.1383 1.1333 -0.0050 -0.4% 1.1408
Range
ATR 0.0047 0.0047 0.0000 0.5% 0.0000
Volume
Daily Pivots for day following 09-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1333 1.1333 1.1333
R3 1.1333 1.1333 1.1333
R2 1.1333 1.1333 1.1333
R1 1.1333 1.1333 1.1333 1.1333
PP 1.1333 1.1333 1.1333 1.1333
S1 1.1333 1.1333 1.1333 1.1333
S2 1.1333 1.1333 1.1333
S3 1.1333 1.1333 1.1333
S4 1.1333 1.1333 1.1333
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% 25% False False
10 1.1423 1.1270 0.0154 1.4% 0.0021 0.2% 41% False False
20 1.1529 1.1270 0.0260 2.3% 0.0024 0.2% 24% False False
40 1.1529 1.1145 0.0385 3.4% 0.0028 0.3% 49% False False 1
60 1.1790 1.1145 0.0646 5.7% 0.0027 0.2% 29% False False 1
80 1.2035 1.1145 0.0890 7.9% 0.0029 0.3% 21% 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 0.0005
Fibonacci Retracements and Extensions
4.250 1.1333
2.618 1.1333
1.618 1.1333
1.000 1.1333
0.618 1.1333
HIGH 1.1333
0.618 1.1333
0.500 1.1333
0.382 1.1333
LOW 1.1333
0.618 1.1333
1.000 1.1333
1.618 1.1333
2.618 1.1333
4.250 1.1333
Fisher Pivots for day following 09-Nov-2023
Pivot 1 day 3 day
R1 1.1333 1.1358
PP 1.1333 1.1349
S1 1.1333 1.1341

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

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