CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 02-Nov-2023
Day Change Summary
Previous Current
01-Nov-2023 02-Nov-2023 Change Change % Previous Week
Open 1.1391 1.1425 0.0034 0.3% 1.1605
High 1.1411 1.1425 0.0015 0.1% 1.1632
Low 1.1380 1.1425 0.0046 0.4% 1.1472
Close 1.1391 1.1425 0.0034 0.3% 1.1493
Range 0.0031 0.0000 -0.0031 -100.0% 0.0160
ATR 0.0044 0.0043 -0.0001 -1.6% 0.0000
Volume
Daily Pivots for day following 02-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1425 1.1425 1.1425
R3 1.1425 1.1425 1.1425
R2 1.1425 1.1425 1.1425
R1 1.1425 1.1425 1.1425 1.1425
PP 1.1425 1.1425 1.1425 1.1425
S1 1.1425 1.1425 1.1425 1.1425
S2 1.1425 1.1425 1.1425
S3 1.1425 1.1425 1.1425
S4 1.1425 1.1425 1.1425
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 1.1526 1.1380 0.0146 1.3% 0.0017 0.1% 31% False False
10 1.1638 1.1380 0.0259 2.3% 0.0022 0.2% 18% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1425
2.618 1.1425
1.618 1.1425
1.000 1.1425
0.618 1.1425
HIGH 1.1425
0.618 1.1425
0.500 1.1425
0.382 1.1425
LOW 1.1425
0.618 1.1425
1.000 1.1425
1.618 1.1425
2.618 1.1425
4.250 1.1425
Fisher Pivots for day following 02-Nov-2023
Pivot 1 day 3 day
R1 1.1425 1.1417
PP 1.1425 1.1410
S1 1.1425 1.1402

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

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