CME Swiss Franc Future June 2024


Trading Metrics calculated at close of trading on 22-Nov-2023
Day Change Summary
Previous Current
21-Nov-2023 22-Nov-2023 Change Change % Previous Week
Open 1.1572 1.1569 -0.0003 0.0% 1.1341
High 1.1572 1.1569 -0.0003 0.0% 1.1551
Low 1.1572 1.1569 -0.0003 0.0% 1.1341
Close 1.1572 1.1569 -0.0003 0.0% 1.1552
Range
ATR 0.0041 0.0039 -0.0003 -6.7% 0.0000
Volume
Daily Pivots for day following 22-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1569 1.1569 1.1569
R3 1.1569 1.1569 1.1569
R2 1.1569 1.1569 1.1569
R1 1.1569 1.1569 1.1569 1.1569
PP 1.1569 1.1569 1.1569 1.1569
S1 1.1569 1.1569 1.1569 1.1569
S2 1.1569 1.1569 1.1569
S3 1.1569 1.1569 1.1569
S4 1.1569 1.1569 1.1569
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% 96% False False
10 1.1572 1.1326 0.0246 2.1% 0.0010 0.1% 99% False False
20 1.1572 1.1270 0.0302 2.6% 0.0016 0.1% 99% False False
40 1.1572 1.1145 0.0427 3.7% 0.0029 0.3% 99% False 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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Fibonacci Retracements and Extensions
4.250 1.1569
2.618 1.1569
1.618 1.1569
1.000 1.1569
0.618 1.1569
HIGH 1.1569
0.618 1.1569
0.500 1.1569
0.382 1.1569
LOW 1.1569
0.618 1.1569
1.000 1.1569
1.618 1.1569
2.618 1.1569
4.250 1.1569
Fisher Pivots for day following 22-Nov-2023
Pivot 1 day 3 day
R1 1.1569 1.1569
PP 1.1569 1.1569
S1 1.1569 1.1569

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

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