CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 13-Nov-2023
Day Change Summary
Previous Current
10-Nov-2023 13-Nov-2023 Change Change % Previous Week
Open 1.1453 1.1467 0.0014 0.1% 1.1526
High 1.1478 1.1467 -0.0011 -0.1% 1.1526
Low 1.1435 1.1467 0.0032 0.3% 1.1435
Close 1.1453 1.1467 0.0014 0.1% 1.1453
Range 0.0043 0.0000 -0.0043 -100.0% 0.0091
ATR 0.0042 0.0040 -0.0002 -4.8% 0.0000
Volume
Daily Pivots for day following 13-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1467 1.1467 1.1467
R3 1.1467 1.1467 1.1467
R2 1.1467 1.1467 1.1467
R1 1.1467 1.1467 1.1467 1.1467
PP 1.1467 1.1467 1.1467 1.1467
S1 1.1467 1.1467 1.1467 1.1467
S2 1.1467 1.1467 1.1467
S3 1.1467 1.1467 1.1467
S4 1.1467 1.1467 1.1467
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 1.1491 1.1435 0.0056 0.5% 0.0009 0.1% 57% False False
10 1.1528 1.1380 0.0149 1.3% 0.0021 0.2% 59% False False 1
20 1.1638 1.1380 0.0259 2.3% 0.0023 0.2% 34% 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 1.1467
2.618 1.1467
1.618 1.1467
1.000 1.1467
0.618 1.1467
HIGH 1.1467
0.618 1.1467
0.500 1.1467
0.382 1.1467
LOW 1.1467
0.618 1.1467
1.000 1.1467
1.618 1.1467
2.618 1.1467
4.250 1.1467
Fisher Pivots for day following 13-Nov-2023
Pivot 1 day 3 day
R1 1.1467 1.1463
PP 1.1467 1.1460
S1 1.1467 1.1456

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

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