CME Swiss Franc Future June 2024


Trading Metrics calculated at close of trading on 27-Oct-2023
Day Change Summary
Previous Current
26-Oct-2023 27-Oct-2023 Change Change % Previous Week
Open 1.1413 1.1382 -0.0031 -0.3% 1.1524
High 1.1413 1.1416 0.0003 0.0% 1.1524
Low 1.1413 1.1362 -0.0051 -0.4% 1.1362
Close 1.1413 1.1382 -0.0031 -0.3% 1.1382
Range 0.0000 0.0054 0.0054 0.0162
ATR 0.0054 0.0054 0.0000 0.0% 0.0000
Volume
Daily Pivots for day following 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.1548 1.1519 1.1411
R3 1.1494 1.1465 1.1396
R2 1.1440 1.1440 1.1391
R1 1.1411 1.1411 1.1386 1.1409
PP 1.1386 1.1386 1.1386 1.1385
S1 1.1357 1.1357 1.1377 1.1355
S2 1.1332 1.1332 1.1372
S3 1.1278 1.1303 1.1367
S4 1.1224 1.1249 1.1352
Weekly Pivots for week ending 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.1908 1.1807 1.1471
R3 1.1746 1.1645 1.1426
R2 1.1584 1.1584 1.1411
R1 1.1483 1.1483 1.1396 1.1453
PP 1.1422 1.1422 1.1422 1.1407
S1 1.1321 1.1321 1.1367 1.1291
S2 1.1260 1.1260 1.1352
S3 1.1098 1.1159 1.1337
S4 1.0936 1.0997 1.1292
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1524 1.1362 0.0162 1.4% 0.0032 0.3% 12% False True
10 1.1529 1.1362 0.0168 1.5% 0.0030 0.3% 12% False True 1
20 1.1529 1.1145 0.0385 3.4% 0.0042 0.4% 62% False False 2
40 1.1722 1.1145 0.0577 5.1% 0.0028 0.2% 41% False False 1
60 1.1880 1.1145 0.0736 6.5% 0.0033 0.3% 32% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.1645
2.618 1.1557
1.618 1.1503
1.000 1.1470
0.618 1.1449
HIGH 1.1416
0.618 1.1395
0.500 1.1389
0.382 1.1382
LOW 1.1362
0.618 1.1328
1.000 1.1308
1.618 1.1274
2.618 1.1220
4.250 1.1132
Fisher Pivots for day following 27-Oct-2023
Pivot 1 day 3 day
R1 1.1389 1.1432
PP 1.1386 1.1415
S1 1.1384 1.1398

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

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