CME Swiss Franc Future June 2024


Trading Metrics calculated at close of trading on 15-Nov-2023
Day Change Summary
Previous Current
14-Nov-2023 15-Nov-2023 Change Change % Previous Week
Open 1.1518 1.1524 0.0006 0.1% 1.1400
High 1.1518 1.1524 0.0006 0.1% 1.1400
Low 1.1518 1.1524 0.0006 0.1% 1.1326
Close 1.1518 1.1524 0.0006 0.1% 1.1343
Range
ATR 0.0053 0.0050 -0.0003 -6.3% 0.0000
Volume
Daily Pivots for day following 15-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1524 1.1524 1.1524
R3 1.1524 1.1524 1.1524
R2 1.1524 1.1524 1.1524
R1 1.1524 1.1524 1.1524 1.1524
PP 1.1524 1.1524 1.1524 1.1524
S1 1.1524 1.1524 1.1524 1.1524
S2 1.1524 1.1524 1.1524
S3 1.1524 1.1524 1.1524
S4 1.1524 1.1524 1.1524
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 1.1524 1.1326 0.0198 1.7% 0.0012 0.1% 100% True False
10 1.1524 1.1302 0.0222 1.9% 0.0018 0.2% 100% True False
20 1.1529 1.1270 0.0260 2.3% 0.0021 0.2% 98% False False
40 1.1529 1.1145 0.0385 3.3% 0.0029 0.3% 99% False False 1
60 1.1790 1.1145 0.0646 5.6% 0.0026 0.2% 59% False False 1
80 1.2035 1.1145 0.0890 7.7% 0.0030 0.3% 43% 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 0.0003
Fibonacci Retracements and Extensions
4.250 1.1524
2.618 1.1524
1.618 1.1524
1.000 1.1524
0.618 1.1524
HIGH 1.1524
0.618 1.1524
0.500 1.1524
0.382 1.1524
LOW 1.1524
0.618 1.1524
1.000 1.1524
1.618 1.1524
2.618 1.1524
4.250 1.1524
Fisher Pivots for day following 15-Nov-2023
Pivot 1 day 3 day
R1 1.1524 1.1493
PP 1.1524 1.1463
S1 1.1524 1.1432

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

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