CME Swiss Franc Future June 2024


Trading Metrics calculated at close of trading on 14-Nov-2023
Day Change Summary
Previous Current
13-Nov-2023 14-Nov-2023 Change Change % Previous Week
Open 1.1341 1.1518 0.0177 1.6% 1.1400
High 1.1357 1.1518 0.0161 1.4% 1.1400
Low 1.1341 1.1518 0.0177 1.6% 1.1326
Close 1.1357 1.1518 0.0161 1.4% 1.1343
Range 0.0017 0.0000 -0.0017 -100.0% 0.0074
ATR 0.0045 0.0053 0.0008 18.6% 0.0000
Volume 2 0 -2 -100.0% 0
Daily Pivots for day following 14-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1518 1.1518 1.1518
R3 1.1518 1.1518 1.1518
R2 1.1518 1.1518 1.1518
R1 1.1518 1.1518 1.1518 1.1518
PP 1.1518 1.1518 1.1518 1.1518
S1 1.1518 1.1518 1.1518 1.1518
S2 1.1518 1.1518 1.1518
S3 1.1518 1.1518 1.1518
S4 1.1518 1.1518 1.1518
Weekly Pivots for week ending 10-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1578 1.1535 1.1384
R3 1.1504 1.1461 1.1363
R2 1.1430 1.1430 1.1357
R1 1.1387 1.1387 1.1350 1.1372
PP 1.1356 1.1356 1.1356 1.1349
S1 1.1313 1.1313 1.1336 1.1298
S2 1.1282 1.1282 1.1329
S3 1.1208 1.1239 1.1323
S4 1.1134 1.1165 1.1302
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1518 1.1326 0.0192 1.7% 0.0012 0.1% 100% True False
10 1.1518 1.1270 0.0248 2.2% 0.0021 0.2% 100% True False
20 1.1529 1.1270 0.0260 2.3% 0.0023 0.2% 96% False False
40 1.1529 1.1145 0.0385 3.3% 0.0029 0.3% 97% False False 1
60 1.1790 1.1145 0.0646 5.6% 0.0026 0.2% 58% False False 1
80 1.2035 1.1145 0.0890 7.7% 0.0030 0.3% 42% False False 1
Crabel Price Patterns
NR True
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 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1518
2.618 1.1518
1.618 1.1518
1.000 1.1518
0.618 1.1518
HIGH 1.1518
0.618 1.1518
0.500 1.1518
0.382 1.1518
LOW 1.1518
0.618 1.1518
1.000 1.1518
1.618 1.1518
2.618 1.1518
4.250 1.1518
Fisher Pivots for day following 14-Nov-2023
Pivot 1 day 3 day
R1 1.1518 1.1486
PP 1.1518 1.1454
S1 1.1518 1.1422

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

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