CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 09-Nov-2023
Day Change Summary
Previous Current
08-Nov-2023 09-Nov-2023 Change Change % Previous Week
Open 1.1244 1.1262 0.0018 0.2% 1.1240
High 1.1274 1.1268 -0.0006 -0.1% 1.1314
Low 1.1244 1.1220 -0.0024 -0.2% 1.1150
Close 1.1274 1.1223 -0.0051 -0.4% 1.1298
Range 0.0030 0.0048 0.0018 61.0% 0.0164
ATR 0.0053 0.0053 0.0000 0.1% 0.0000
Volume 10 37 27 270.0% 137
Daily Pivots for day following 09-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1379 1.1349 1.1249
R3 1.1332 1.1301 1.1236
R2 1.1284 1.1284 1.1232
R1 1.1254 1.1254 1.1227 1.1245
PP 1.1237 1.1237 1.1237 1.1233
S1 1.1206 1.1206 1.1219 1.1198
S2 1.1189 1.1189 1.1214
S3 1.1142 1.1159 1.1210
S4 1.1094 1.1111 1.1197
Weekly Pivots for week ending 03-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1746 1.1686 1.1388
R3 1.1582 1.1522 1.1343
R2 1.1418 1.1418 1.1328
R1 1.1358 1.1358 1.1313 1.1388
PP 1.1254 1.1254 1.1254 1.1269
S1 1.1194 1.1194 1.1283 1.1224
S2 1.1090 1.1090 1.1268
S3 1.0926 1.1030 1.1253
S4 1.0762 1.0866 1.1208
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1314 1.1186 0.0128 1.1% 0.0042 0.4% 29% False False 14
10 1.1314 1.1150 0.0164 1.5% 0.0049 0.4% 45% False False 20
20 1.1418 1.1150 0.0268 2.4% 0.0041 0.4% 27% False False 17
40 1.1418 1.1030 0.0388 3.5% 0.0042 0.4% 50% False False 20
60 1.1674 1.1030 0.0644 5.7% 0.0038 0.3% 30% False False 17
80 1.1929 1.1030 0.0899 8.0% 0.0038 0.3% 21% False False 14
100 1.1971 1.1030 0.0941 8.4% 0.0037 0.3% 21% False False 12
120 1.1971 1.1030 0.0941 8.4% 0.0036 0.3% 21% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1469
2.618 1.1392
1.618 1.1344
1.000 1.1315
0.618 1.1297
HIGH 1.1268
0.618 1.1249
0.500 1.1244
0.382 1.1238
LOW 1.1220
0.618 1.1191
1.000 1.1173
1.618 1.1143
2.618 1.1096
4.250 1.1018
Fisher Pivots for day following 09-Nov-2023
Pivot 1 day 3 day
R1 1.1244 1.1247
PP 1.1237 1.1239
S1 1.1230 1.1231

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

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