CME Swiss Franc Future June 2024


Trading Metrics calculated at close of trading on 27-Nov-2023
Day Change Summary
Previous Current
24-Nov-2023 27-Nov-2023 Change Change % Previous Week
Open 1.1588 1.1613 0.0025 0.2% 1.1566
High 1.1600 1.1613 0.0013 0.1% 1.1600
Low 1.1560 1.1613 0.0053 0.5% 1.1560
Close 1.1597 1.1613 0.0016 0.1% 1.1597
Range 0.0040 0.0000 -0.0040 -100.0% 0.0040
ATR 0.0039 0.0037 -0.0002 -4.3% 0.0000
Volume 1 0 -1 -100.0% 1
Daily Pivots for day following 27-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1613 1.1613 1.1613
R3 1.1613 1.1613 1.1613
R2 1.1613 1.1613 1.1613
R1 1.1613 1.1613 1.1613 1.1613
PP 1.1613 1.1613 1.1613 1.1613
S1 1.1613 1.1613 1.1613 1.1613
S2 1.1613 1.1613 1.1613
S3 1.1613 1.1613 1.1613
S4 1.1613 1.1613 1.1613
Weekly Pivots for week ending 24-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1705 1.1691 1.1619
R3 1.1665 1.1651 1.1608
R2 1.1625 1.1625 1.1604
R1 1.1611 1.1611 1.1601 1.1618
PP 1.1585 1.1585 1.1585 1.1589
S1 1.1571 1.1571 1.1593 1.1578
S2 1.1545 1.1545 1.1590
S3 1.1505 1.1531 1.1586
S4 1.1465 1.1491 1.1575
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1613 1.1560 0.0053 0.5% 0.0008 0.1% 100% True False
10 1.1613 1.1341 0.0272 2.3% 0.0010 0.1% 100% True False
20 1.1613 1.1270 0.0343 3.0% 0.0015 0.1% 100% True False
40 1.1613 1.1145 0.0468 4.0% 0.0029 0.2% 100% True False 1
60 1.1722 1.1145 0.0577 5.0% 0.0024 0.2% 81% False False
80 1.1880 1.1145 0.0736 6.3% 0.0029 0.2% 64% 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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1613
2.618 1.1613
1.618 1.1613
1.000 1.1613
0.618 1.1613
HIGH 1.1613
0.618 1.1613
0.500 1.1613
0.382 1.1613
LOW 1.1613
0.618 1.1613
1.000 1.1613
1.618 1.1613
2.618 1.1613
4.250 1.1613
Fisher Pivots for day following 27-Nov-2023
Pivot 1 day 3 day
R1 1.1613 1.1604
PP 1.1613 1.1595
S1 1.1613 1.1586

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

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