CME Swiss Franc Future September 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 1.1522 1.1493 -0.0029 -0.3% 1.1605
High 1.1522 1.1526 0.0004 0.0% 1.1632
Low 1.1522 1.1472 -0.0050 -0.4% 1.1472
Close 1.1522 1.1493 -0.0029 -0.3% 1.1493
Range 0.0000 0.0054 0.0054 0.0160
ATR
Volume
Daily Pivots for day following 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.1659 1.1630 1.1522
R3 1.1605 1.1576 1.1507
R2 1.1551 1.1551 1.1502
R1 1.1522 1.1522 1.1497 1.1520
PP 1.1497 1.1497 1.1497 1.1496
S1 1.1468 1.1468 1.1488 1.1466
S2 1.1443 1.1443 1.1483
S3 1.1389 1.1414 1.1478
S4 1.1335 1.1360 1.1463
Weekly Pivots for week ending 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.2012 1.1912 1.1581
R3 1.1852 1.1752 1.1537
R2 1.1692 1.1692 1.1522
R1 1.1592 1.1592 1.1507 1.1562
PP 1.1532 1.1532 1.1532 1.1517
S1 1.1432 1.1432 1.1478 1.1402
S2 1.1372 1.1372 1.1463
S3 1.1212 1.1272 1.1449
S4 1.1052 1.1112 1.1405
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1632 1.1472 0.0160 1.4% 0.0031 0.3% 13% False True 1
10 1.1638 1.1472 0.0167 1.4% 0.0030 0.3% 13% False True 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 0.0006
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.1755
2.618 1.1667
1.618 1.1613
1.000 1.1580
0.618 1.1559
HIGH 1.1526
0.618 1.1505
0.500 1.1499
0.382 1.1492
LOW 1.1472
0.618 1.1438
1.000 1.1418
1.618 1.1384
2.618 1.1330
4.250 1.1242
Fisher Pivots for day following 27-Oct-2023
Pivot 1 day 3 day
R1 1.1499 1.1542
PP 1.1497 1.1525
S1 1.1495 1.1509

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

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