CME Swiss Franc Future December 2023


Trading Metrics calculated at close of trading on 08-Nov-2023
Day Change Summary
Previous Current
07-Nov-2023 08-Nov-2023 Change Change % Previous Week
Open 1.1169 1.1157 -0.0013 -0.1% 1.1148
High 1.1175 1.1187 0.0012 0.1% 1.1204
Low 1.1136 1.1127 -0.0009 -0.1% 1.1028
Close 1.1155 1.1160 0.0005 0.0% 1.1186
Range 0.0039 0.0060 0.0021 52.6% 0.0176
ATR 0.0075 0.0074 -0.0001 -1.5% 0.0000
Volume 14,173 13,640 -533 -3.8% 115,341
Daily Pivots for day following 08-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1336 1.1307 1.1192
R3 1.1277 1.1248 1.1176
R2 1.1217 1.1217 1.1170
R1 1.1188 1.1188 1.1165 1.1203
PP 1.1158 1.1158 1.1158 1.1165
S1 1.1129 1.1129 1.1154 1.1143
S2 1.1098 1.1098 1.1149
S3 1.1039 1.1069 1.1143
S4 1.0979 1.1010 1.1127
Weekly Pivots for week ending 03-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1667 1.1603 1.1283
R3 1.1491 1.1427 1.1234
R2 1.1315 1.1315 1.1218
R1 1.1251 1.1251 1.1202 1.1283
PP 1.1139 1.1139 1.1139 1.1156
S1 1.1075 1.1075 1.1170 1.1107
S2 1.0963 1.0963 1.1154
S3 1.0787 1.0899 1.1138
S4 1.0611 1.0723 1.1089
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1218 1.1067 0.0151 1.3% 0.0072 0.6% 61% False False 17,118
10 1.1218 1.1028 0.0190 1.7% 0.0071 0.6% 69% False False 20,816
20 1.1316 1.1028 0.0288 2.6% 0.0074 0.7% 46% False False 21,576
40 1.1328 1.0904 0.0424 3.8% 0.0075 0.7% 60% False False 22,533
60 1.1570 1.0904 0.0667 6.0% 0.0070 0.6% 38% False False 15,948
80 1.1861 1.0904 0.0958 8.6% 0.0070 0.6% 27% False False 11,988
100 1.1861 1.0904 0.0958 8.6% 0.0068 0.6% 27% False False 9,600
120 1.1861 1.0904 0.0958 8.6% 0.0064 0.6% 27% False False 8,004
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1439
2.618 1.1342
1.618 1.1283
1.000 1.1246
0.618 1.1223
HIGH 1.1187
0.618 1.1164
0.500 1.1157
0.382 1.1150
LOW 1.1127
0.618 1.1090
1.000 1.1068
1.618 1.1031
2.618 1.0971
4.250 1.0874
Fisher Pivots for day following 08-Nov-2023
Pivot 1 day 3 day
R1 1.1159 1.1172
PP 1.1158 1.1168
S1 1.1157 1.1164

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

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