CME Swiss Franc Future June 2024


Trading Metrics calculated at close of trading on 06-Nov-2023
Day Change Summary
Previous Current
03-Nov-2023 06-Nov-2023 Change Change % Previous Week
Open 1.1408 1.1400 -0.0008 -0.1% 1.1376
High 1.1423 1.1400 -0.0023 -0.2% 1.1423
Low 1.1302 1.1400 0.0098 0.9% 1.1270
Close 1.1408 1.1400 -0.0008 -0.1% 1.1408
Range 0.0121 0.0000 -0.0121 -100.0% 0.0154
ATR 0.0056 0.0052 -0.0003 -6.1% 0.0000
Volume
Daily Pivots for day following 06-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1400 1.1400 1.1400
R3 1.1400 1.1400 1.1400
R2 1.1400 1.1400 1.1400
R1 1.1400 1.1400 1.1400 1.1400
PP 1.1400 1.1400 1.1400 1.1400
S1 1.1400 1.1400 1.1400 1.1400
S2 1.1400 1.1400 1.1400
S3 1.1400 1.1400 1.1400
S4 1.1400 1.1400 1.1400
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% 85% False False
10 1.1502 1.1270 0.0233 2.0% 0.0026 0.2% 56% False False
20 1.1529 1.1270 0.0260 2.3% 0.0032 0.3% 50% False False 1
40 1.1562 1.1145 0.0417 3.7% 0.0028 0.2% 61% False False 1
60 1.1810 1.1145 0.0666 5.8% 0.0030 0.3% 38% False False 1
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1400
2.618 1.1400
1.618 1.1400
1.000 1.1400
0.618 1.1400
HIGH 1.1400
0.618 1.1400
0.500 1.1400
0.382 1.1400
LOW 1.1400
0.618 1.1400
1.000 1.1400
1.618 1.1400
2.618 1.1400
4.250 1.1400
Fisher Pivots for day following 06-Nov-2023
Pivot 1 day 3 day
R1 1.1400 1.1388
PP 1.1400 1.1375
S1 1.1400 1.1363

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

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