CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 21-Nov-2023
Day Change Summary
Previous Current
20-Nov-2023 21-Nov-2023 Change Change % Previous Week
Open 1.1674 1.1681 0.0007 0.1% 1.1467
High 1.1674 1.1681 0.0007 0.1% 1.1658
Low 1.1674 1.1681 0.0007 0.1% 1.1467
Close 1.1674 1.1681 0.0007 0.1% 1.1659
Range
ATR 0.0042 0.0039 -0.0002 -5.9% 0.0000
Volume
Daily Pivots for day following 21-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1681 1.1681 1.1681
R3 1.1681 1.1681 1.1681
R2 1.1681 1.1681 1.1681
R1 1.1681 1.1681 1.1681 1.1681
PP 1.1681 1.1681 1.1681 1.1681
S1 1.1681 1.1681 1.1681 1.1681
S2 1.1681 1.1681 1.1681
S3 1.1681 1.1681 1.1681
S4 1.1681 1.1681 1.1681
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 1.1681 1.1614 0.0067 0.6% 0.0011 0.1% 100% True False
10 1.1681 1.1435 0.0247 2.1% 0.0010 0.1% 100% True False
20 1.1681 1.1380 0.0302 2.6% 0.0018 0.2% 100% True False
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 0.0002
Fibonacci Retracements and Extensions
4.250 1.1681
2.618 1.1681
1.618 1.1681
1.000 1.1681
0.618 1.1681
HIGH 1.1681
0.618 1.1681
0.500 1.1681
0.382 1.1681
LOW 1.1681
0.618 1.1681
1.000 1.1681
1.618 1.1681
2.618 1.1681
4.250 1.1681
Fisher Pivots for day following 21-Nov-2023
Pivot 1 day 3 day
R1 1.1681 1.1670
PP 1.1681 1.1659
S1 1.1681 1.1648

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

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