CME Swiss Franc Future June 2024


Trading Metrics calculated at close of trading on 28-Nov-2023
Day Change Summary
Previous Current
27-Nov-2023 28-Nov-2023 Change Change % Previous Week
Open 1.1613 1.1644 0.0031 0.3% 1.1566
High 1.1613 1.1644 0.0031 0.3% 1.1600
Low 1.1613 1.1644 0.0031 0.3% 1.1560
Close 1.1613 1.1644 0.0031 0.3% 1.1597
Range
ATR 0.0037 0.0037 0.0000 -1.2% 0.0000
Volume 0 1 1 1
Daily Pivots for day following 28-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1644 1.1644 1.1644
R3 1.1644 1.1644 1.1644
R2 1.1644 1.1644 1.1644
R1 1.1644 1.1644 1.1644 1.1644
PP 1.1644 1.1644 1.1644 1.1644
S1 1.1644 1.1644 1.1644 1.1644
S2 1.1644 1.1644 1.1644
S3 1.1644 1.1644 1.1644
S4 1.1644 1.1644 1.1644
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 1.1644 1.1560 0.0084 0.7% 0.0008 0.1% 100% True False
10 1.1644 1.1508 0.0136 1.2% 0.0008 0.1% 100% True False
20 1.1644 1.1270 0.0374 3.2% 0.0015 0.1% 100% True False
40 1.1644 1.1145 0.0499 4.3% 0.0026 0.2% 100% True False 1
60 1.1644 1.1145 0.0499 4.3% 0.0022 0.2% 100% True False
80 1.1880 1.1145 0.0736 6.3% 0.0027 0.2% 68% 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 1.1644
2.618 1.1644
1.618 1.1644
1.000 1.1644
0.618 1.1644
HIGH 1.1644
0.618 1.1644
0.500 1.1644
0.382 1.1644
LOW 1.1644
0.618 1.1644
1.000 1.1644
1.618 1.1644
2.618 1.1644
4.250 1.1644
Fisher Pivots for day following 28-Nov-2023
Pivot 1 day 3 day
R1 1.1644 1.1630
PP 1.1644 1.1616
S1 1.1644 1.1602

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

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