CME Swiss Franc Future June 2024


Trading Metrics calculated at close of trading on 03-Nov-2023
Day Change Summary
Previous Current
02-Nov-2023 03-Nov-2023 Change Change % Previous Week
Open 1.1316 1.1408 0.0093 0.8% 1.1376
High 1.1316 1.1423 0.0108 1.0% 1.1423
Low 1.1316 1.1302 -0.0014 -0.1% 1.1270
Close 1.1316 1.1408 0.0093 0.8% 1.1408
Range 0.0000 0.0121 0.0121 0.0154
ATR 0.0051 0.0056 0.0005 9.9% 0.0000
Volume
Daily Pivots for day following 03-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1741 1.1695 1.1475
R3 1.1620 1.1574 1.1441
R2 1.1499 1.1499 1.1430
R1 1.1453 1.1453 1.1419 1.1469
PP 1.1378 1.1378 1.1378 1.1385
S1 1.1332 1.1332 1.1397 1.1348
S2 1.1257 1.1257 1.1386
S3 1.1136 1.1211 1.1375
S4 1.1015 1.1090 1.1341
Weekly Pivots for week ending 03-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1827 1.1771 1.1492
R3 1.1674 1.1618 1.1450
R2 1.1520 1.1520 1.1436
R1 1.1464 1.1464 1.1422 1.1492
PP 1.1367 1.1367 1.1367 1.1381
S1 1.1311 1.1311 1.1394 1.1339
S2 1.1213 1.1213 1.1380
S3 1.1060 1.1157 1.1366
S4 1.0906 1.1004 1.1324
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1423 1.1270 0.0154 1.3% 0.0030 0.3% 90% True False
10 1.1524 1.1270 0.0254 2.2% 0.0031 0.3% 55% False False
20 1.1529 1.1270 0.0260 2.3% 0.0036 0.3% 53% False False 1
40 1.1568 1.1145 0.0424 3.7% 0.0028 0.2% 62% False False 1
60 1.1820 1.1145 0.0675 5.9% 0.0030 0.3% 39% 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 0.0004
Widest range in 79 trading days
Fibonacci Retracements and Extensions
4.250 1.1937
2.618 1.1740
1.618 1.1619
1.000 1.1544
0.618 1.1498
HIGH 1.1423
0.618 1.1377
0.500 1.1363
0.382 1.1348
LOW 1.1302
0.618 1.1227
1.000 1.1181
1.618 1.1106
2.618 1.0985
4.250 1.0788
Fisher Pivots for day following 03-Nov-2023
Pivot 1 day 3 day
R1 1.1393 1.1387
PP 1.1378 1.1367
S1 1.1363 1.1346

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

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