CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 17-Nov-2023
Day Change Summary
Previous Current
16-Nov-2023 17-Nov-2023 Change Change % Previous Week
Open 1.1620 1.1659 0.0039 0.3% 1.1467
High 1.1620 1.1658 0.0038 0.3% 1.1658
Low 1.1620 1.1614 -0.0006 -0.1% 1.1467
Close 1.1620 1.1659 0.0039 0.3% 1.1659
Range 0.0000 0.0044 0.0044 0.0191
ATR 0.0044 0.0044 0.0000 0.0% 0.0000
Volume
Daily Pivots for day following 17-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1774 1.1760 1.1683
R3 1.1731 1.1717 1.1671
R2 1.1687 1.1687 1.1667
R1 1.1673 1.1673 1.1663 1.1681
PP 1.1644 1.1644 1.1644 1.1647
S1 1.1630 1.1630 1.1655 1.1637
S2 1.1600 1.1600 1.1651
S3 1.1557 1.1586 1.1647
S4 1.1513 1.1543 1.1635
Weekly Pivots for week ending 17-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.2167 1.2104 1.1764
R3 1.1976 1.1913 1.1712
R2 1.1785 1.1785 1.1694
R1 1.1722 1.1722 1.1677 1.1754
PP 1.1594 1.1594 1.1594 1.1610
S1 1.1531 1.1531 1.1641 1.1563
S2 1.1403 1.1403 1.1624
S3 1.1212 1.1340 1.1606
S4 1.1021 1.1149 1.1554
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1658 1.1467 0.0191 1.6% 0.0011 0.1% 101% True False
10 1.1658 1.1435 0.0223 1.9% 0.0011 0.1% 101% True False 1
20 1.1658 1.1380 0.0278 2.4% 0.0021 0.2% 101% True False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1842
2.618 1.1771
1.618 1.1728
1.000 1.1701
0.618 1.1684
HIGH 1.1658
0.618 1.1641
0.500 1.1636
0.382 1.1631
LOW 1.1614
0.618 1.1587
1.000 1.1571
1.618 1.1544
2.618 1.1500
4.250 1.1429
Fisher Pivots for day following 17-Nov-2023
Pivot 1 day 3 day
R1 1.1651 1.1651
PP 1.1644 1.1644
S1 1.1636 1.1636

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

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