CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 08-Nov-2023
Day Change Summary
Previous Current
07-Nov-2023 08-Nov-2023 Change Change % Previous Week
Open 1.1488 1.1491 0.0003 0.0% 1.1488
High 1.1488 1.1491 0.0003 0.0% 1.1528
Low 1.1488 1.1491 0.0003 0.0% 1.1380
Close 1.1488 1.1491 0.0003 0.0% 1.1515
Range
ATR 0.0044 0.0041 -0.0003 -6.7% 0.0000
Volume
Daily Pivots for day following 08-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1491 1.1491 1.1491
R3 1.1491 1.1491 1.1491
R2 1.1491 1.1491 1.1491
R1 1.1491 1.1491 1.1491 1.1491
PP 1.1491 1.1491 1.1491 1.1491
S1 1.1491 1.1491 1.1491 1.1491
S2 1.1491 1.1491 1.1491
S3 1.1491 1.1491 1.1491
S4 1.1491 1.1491 1.1491
Weekly Pivots for week ending 03-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1920 1.1866 1.1597
R3 1.1771 1.1717 1.1556
R2 1.1623 1.1623 1.1542
R1 1.1569 1.1569 1.1529 1.1596
PP 1.1474 1.1474 1.1474 1.1488
S1 1.1420 1.1420 1.1501 1.1447
S2 1.1326 1.1326 1.1488
S3 1.1177 1.1272 1.1474
S4 1.1029 1.1123 1.1433
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1528 1.1411 0.0117 1.0% 0.0027 0.2% 68% False False 3
10 1.1528 1.1380 0.0149 1.3% 0.0022 0.2% 75% False False 1
Crabel Price Patterns
NR False
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 0.0005
Fibonacci Retracements and Extensions
4.250 1.1491
2.618 1.1491
1.618 1.1491
1.000 1.1491
0.618 1.1491
HIGH 1.1491
0.618 1.1491
0.500 1.1491
0.382 1.1491
LOW 1.1491
0.618 1.1491
1.000 1.1491
1.618 1.1491
2.618 1.1491
4.250 1.1491
Fisher Pivots for day following 08-Nov-2023
Pivot 1 day 3 day
R1 1.1491 1.1507
PP 1.1491 1.1501
S1 1.1491 1.1496

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

View Archives - Comment on this page... - Back to Index of Symbols