CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 16-Nov-2023
Day Change Summary
Previous Current
15-Nov-2023 16-Nov-2023 Change Change % Previous Week
Open 1.1642 1.1620 -0.0022 -0.2% 1.1526
High 1.1642 1.1620 -0.0022 -0.2% 1.1526
Low 1.1632 1.1620 -0.0012 -0.1% 1.1435
Close 1.1632 1.1620 -0.0012 -0.1% 1.1453
Range 0.0010 0.0000 -0.0010 -100.0% 0.0091
ATR 0.0046 0.0044 -0.0002 -5.4% 0.0000
Volume 1 0 -1 -100.0% 18
Daily Pivots for day following 16-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1620 1.1620 1.1620
R3 1.1620 1.1620 1.1620
R2 1.1620 1.1620 1.1620
R1 1.1620 1.1620 1.1620 1.1620
PP 1.1620 1.1620 1.1620 1.1620
S1 1.1620 1.1620 1.1620 1.1620
S2 1.1620 1.1620 1.1620
S3 1.1620 1.1620 1.1620
S4 1.1620 1.1620 1.1620
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 1.1642 1.1435 0.0207 1.8% 0.0011 0.1% 90% False False
10 1.1642 1.1411 0.0231 2.0% 0.0019 0.2% 91% False False 1
20 1.1642 1.1380 0.0262 2.3% 0.0020 0.2% 92% False False 1
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1620
2.618 1.1620
1.618 1.1620
1.000 1.1620
0.618 1.1620
HIGH 1.1620
0.618 1.1620
0.500 1.1620
0.382 1.1620
LOW 1.1620
0.618 1.1620
1.000 1.1620
1.618 1.1620
2.618 1.1620
4.250 1.1620
Fisher Pivots for day following 16-Nov-2023
Pivot 1 day 3 day
R1 1.1620 1.1631
PP 1.1620 1.1627
S1 1.1620 1.1624

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

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