CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 20-Nov-2023
Day Change Summary
Previous Current
17-Nov-2023 20-Nov-2023 Change Change % Previous Week
Open 1.1659 1.1674 0.0015 0.1% 1.1467
High 1.1658 1.1674 0.0017 0.1% 1.1658
Low 1.1614 1.1674 0.0060 0.5% 1.1467
Close 1.1659 1.1674 0.0015 0.1% 1.1659
Range 0.0044 0.0000 -0.0044 -100.0% 0.0191
ATR 0.0044 0.0042 -0.0002 -4.7% 0.0000
Volume
Daily Pivots for day following 20-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1674 1.1674 1.1674
R3 1.1674 1.1674 1.1674
R2 1.1674 1.1674 1.1674
R1 1.1674 1.1674 1.1674 1.1674
PP 1.1674 1.1674 1.1674 1.1674
S1 1.1674 1.1674 1.1674 1.1674
S2 1.1674 1.1674 1.1674
S3 1.1674 1.1674 1.1674
S4 1.1674 1.1674 1.1674
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 1.1674 1.1614 0.0060 0.5% 0.0011 0.1% 100% True False
10 1.1674 1.1435 0.0240 2.1% 0.0010 0.1% 100% True False
20 1.1674 1.1380 0.0295 2.5% 0.0018 0.2% 100% True False
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1674
2.618 1.1674
1.618 1.1674
1.000 1.1674
0.618 1.1674
HIGH 1.1674
0.618 1.1674
0.500 1.1674
0.382 1.1674
LOW 1.1674
0.618 1.1674
1.000 1.1674
1.618 1.1674
2.618 1.1674
4.250 1.1674
Fisher Pivots for day following 20-Nov-2023
Pivot 1 day 3 day
R1 1.1674 1.1664
PP 1.1674 1.1654
S1 1.1674 1.1644

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

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