CME Swiss Franc Future June 2024


Trading Metrics calculated at close of trading on 01-Nov-2023
Day Change Summary
Previous Current
31-Oct-2023 01-Nov-2023 Change Change % Previous Week
Open 1.1281 1.1282 0.0001 0.0% 1.1524
High 1.1281 1.1301 0.0020 0.2% 1.1524
Low 1.1281 1.1270 -0.0012 -0.1% 1.1362
Close 1.1281 1.1282 0.0001 0.0% 1.1382
Range 0.0000 0.0031 0.0031 0.0162
ATR 0.0054 0.0052 -0.0002 -3.0% 0.0000
Volume
Daily Pivots for day following 01-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1377 1.1360 1.1299
R3 1.1346 1.1329 1.1290
R2 1.1315 1.1315 1.1287
R1 1.1298 1.1298 1.1284 1.1297
PP 1.1284 1.1284 1.1284 1.1283
S1 1.1267 1.1267 1.1279 1.1266
S2 1.1253 1.1253 1.1276
S3 1.1222 1.1236 1.1273
S4 1.1191 1.1205 1.1264
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 1.1416 1.1270 0.0146 1.3% 0.0017 0.2% 8% False True
10 1.1529 1.1270 0.0260 2.3% 0.0023 0.2% 5% False True
20 1.1529 1.1216 0.0314 2.8% 0.0038 0.3% 21% False False 1
40 1.1585 1.1145 0.0440 3.9% 0.0027 0.2% 31% False False 1
60 1.1880 1.1145 0.0736 6.5% 0.0030 0.3% 19% False False 1
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 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1432
2.618 1.1382
1.618 1.1351
1.000 1.1332
0.618 1.1320
HIGH 1.1301
0.618 1.1289
0.500 1.1285
0.382 1.1281
LOW 1.1270
0.618 1.1250
1.000 1.1239
1.618 1.1219
2.618 1.1188
4.250 1.1138
Fisher Pivots for day following 01-Nov-2023
Pivot 1 day 3 day
R1 1.1285 1.1323
PP 1.1284 1.1309
S1 1.1283 1.1295

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

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