CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 10-Nov-2023
Day Change Summary
Previous Current
09-Nov-2023 10-Nov-2023 Change Change % Previous Week
Open 1.1441 1.1453 0.0012 0.1% 1.1526
High 1.1441 1.1478 0.0037 0.3% 1.1526
Low 1.1441 1.1435 -0.0006 -0.1% 1.1435
Close 1.1441 1.1453 0.0012 0.1% 1.1453
Range 0.0000 0.0043 0.0043 0.0091
ATR 0.0042 0.0042 0.0000 0.2% 0.0000
Volume
Daily Pivots for day following 10-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1584 1.1561 1.1476
R3 1.1541 1.1518 1.1464
R2 1.1498 1.1498 1.1460
R1 1.1475 1.1475 1.1456 1.1474
PP 1.1455 1.1455 1.1455 1.1454
S1 1.1432 1.1432 1.1449 1.1431
S2 1.1412 1.1412 1.1445
S3 1.1369 1.1389 1.1441
S4 1.1326 1.1346 1.1429
Weekly Pivots for week ending 10-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1744 1.1689 1.1503
R3 1.1653 1.1598 1.1478
R2 1.1562 1.1562 1.1469
R1 1.1507 1.1507 1.1461 1.1489
PP 1.1471 1.1471 1.1471 1.1462
S1 1.1416 1.1416 1.1444 1.1398
S2 1.1380 1.1380 1.1436
S3 1.1289 1.1325 1.1427
S4 1.1198 1.1234 1.1402
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1526 1.1435 0.0091 0.8% 0.0012 0.1% 20% False True 3
10 1.1528 1.1380 0.0149 1.3% 0.0021 0.2% 49% False False 1
20 1.1638 1.1380 0.0259 2.3% 0.0026 0.2% 28% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1660
2.618 1.1590
1.618 1.1547
1.000 1.1521
0.618 1.1504
HIGH 1.1478
0.618 1.1461
0.500 1.1456
0.382 1.1451
LOW 1.1435
0.618 1.1408
1.000 1.1392
1.618 1.1365
2.618 1.1322
4.250 1.1252
Fisher Pivots for day following 10-Nov-2023
Pivot 1 day 3 day
R1 1.1456 1.1463
PP 1.1455 1.1459
S1 1.1454 1.1456

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

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