CME Swiss Franc Future June 2024


Trading Metrics calculated at close of trading on 20-Nov-2023
Day Change Summary
Previous Current
17-Nov-2023 20-Nov-2023 Change Change % Previous Week
Open 1.1533 1.1566 0.0033 0.3% 1.1341
High 1.1551 1.1566 0.0015 0.1% 1.1551
Low 1.1508 1.1566 0.0058 0.5% 1.1341
Close 1.1552 1.1566 0.0014 0.1% 1.1552
Range 0.0044 0.0000 -0.0044 -100.0% 0.0211
ATR 0.0047 0.0044 -0.0002 -5.0% 0.0000
Volume 1 0 -1 -100.0% 3
Daily Pivots for day following 20-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1566 1.1566 1.1566
R3 1.1566 1.1566 1.1566
R2 1.1566 1.1566 1.1566
R1 1.1566 1.1566 1.1566 1.1566
PP 1.1566 1.1566 1.1566 1.1566
S1 1.1566 1.1566 1.1566 1.1566
S2 1.1566 1.1566 1.1566
S3 1.1566 1.1566 1.1566
S4 1.1566 1.1566 1.1566
Weekly Pivots for week ending 17-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.2113 1.2043 1.1667
R3 1.1902 1.1832 1.1609
R2 1.1692 1.1692 1.1590
R1 1.1622 1.1622 1.1571 1.1657
PP 1.1481 1.1481 1.1481 1.1499
S1 1.1411 1.1411 1.1532 1.1446
S2 1.1271 1.1271 1.1513
S3 1.1060 1.1201 1.1494
S4 1.0850 1.0990 1.1436
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1566 1.1508 0.0058 0.5% 0.0009 0.1% 100% True False
10 1.1566 1.1326 0.0240 2.1% 0.0010 0.1% 100% True False
20 1.1566 1.1270 0.0296 2.6% 0.0018 0.2% 100% True False
40 1.1566 1.1145 0.0421 3.6% 0.0030 0.3% 100% True False 1
60 1.1790 1.1145 0.0646 5.6% 0.0024 0.2% 65% False False 1
80 1.1930 1.1145 0.0786 6.8% 0.0029 0.3% 54% 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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1566
2.618 1.1566
1.618 1.1566
1.000 1.1566
0.618 1.1566
HIGH 1.1566
0.618 1.1566
0.500 1.1566
0.382 1.1566
LOW 1.1566
0.618 1.1566
1.000 1.1566
1.618 1.1566
2.618 1.1566
4.250 1.1566
Fisher Pivots for day following 20-Nov-2023
Pivot 1 day 3 day
R1 1.1566 1.1556
PP 1.1566 1.1546
S1 1.1566 1.1537

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

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