CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 14-Nov-2023
Day Change Summary
Previous Current
13-Nov-2023 14-Nov-2023 Change Change % Previous Week
Open 1.1467 1.1625 0.0158 1.4% 1.1526
High 1.1467 1.1625 0.0158 1.4% 1.1526
Low 1.1467 1.1625 0.0158 1.4% 1.1435
Close 1.1467 1.1625 0.0158 1.4% 1.1453
Range
ATR 0.0040 0.0048 0.0008 21.1% 0.0000
Volume
Daily Pivots for day following 14-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1625 1.1625 1.1625
R3 1.1625 1.1625 1.1625
R2 1.1625 1.1625 1.1625
R1 1.1625 1.1625 1.1625 1.1625
PP 1.1625 1.1625 1.1625 1.1625
S1 1.1625 1.1625 1.1625 1.1625
S2 1.1625 1.1625 1.1625
S3 1.1625 1.1625 1.1625
S4 1.1625 1.1625 1.1625
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 1.1625 1.1435 0.0190 1.6% 0.0009 0.1% 100% True False
10 1.1625 1.1380 0.0245 2.1% 0.0021 0.2% 100% True False 1
20 1.1638 1.1380 0.0259 2.2% 0.0023 0.2% 95% 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 0.0004
Fibonacci Retracements and Extensions
4.250 1.1625
2.618 1.1625
1.618 1.1625
1.000 1.1625
0.618 1.1625
HIGH 1.1625
0.618 1.1625
0.500 1.1625
0.382 1.1625
LOW 1.1625
0.618 1.1625
1.000 1.1625
1.618 1.1625
2.618 1.1625
4.250 1.1625
Fisher Pivots for day following 14-Nov-2023
Pivot 1 day 3 day
R1 1.1625 1.1593
PP 1.1625 1.1561
S1 1.1625 1.1530

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

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