CME Swiss Franc Future June 2024


Trading Metrics calculated at close of trading on 21-Nov-2023
Day Change Summary
Previous Current
20-Nov-2023 21-Nov-2023 Change Change % Previous Week
Open 1.1566 1.1572 0.0006 0.1% 1.1341
High 1.1566 1.1572 0.0006 0.1% 1.1551
Low 1.1566 1.1572 0.0006 0.1% 1.1341
Close 1.1566 1.1572 0.0006 0.1% 1.1552
Range
ATR 0.0044 0.0041 -0.0003 -6.2% 0.0000
Volume
Daily Pivots for day following 21-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1572 1.1572 1.1572
R3 1.1572 1.1572 1.1572
R2 1.1572 1.1572 1.1572
R1 1.1572 1.1572 1.1572 1.1572
PP 1.1572 1.1572 1.1572 1.1572
S1 1.1572 1.1572 1.1572 1.1572
S2 1.1572 1.1572 1.1572
S3 1.1572 1.1572 1.1572
S4 1.1572 1.1572 1.1572
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 1.1572 1.1508 0.0064 0.6% 0.0009 0.1% 100% True False
10 1.1572 1.1326 0.0246 2.1% 0.0010 0.1% 100% True False
20 1.1572 1.1270 0.0302 2.6% 0.0018 0.2% 100% True False
40 1.1572 1.1145 0.0427 3.7% 0.0029 0.3% 100% True False 1
60 1.1790 1.1145 0.0646 5.6% 0.0024 0.2% 66% False False 1
80 1.1880 1.1145 0.0736 6.4% 0.0028 0.2% 58% 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 0.0004
Fibonacci Retracements and Extensions
4.250 1.1572
2.618 1.1572
1.618 1.1572
1.000 1.1572
0.618 1.1572
HIGH 1.1572
0.618 1.1572
0.500 1.1572
0.382 1.1572
LOW 1.1572
0.618 1.1572
1.000 1.1572
1.618 1.1572
2.618 1.1572
4.250 1.1572
Fisher Pivots for day following 21-Nov-2023
Pivot 1 day 3 day
R1 1.1572 1.1561
PP 1.1572 1.1550
S1 1.1572 1.1540

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

View Archives - Comment on this page... - Back to Index of Symbols