CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 22-Nov-2023
Day Change Summary
Previous Current
21-Nov-2023 22-Nov-2023 Change Change % Previous Week
Open 1.1681 1.1693 0.0012 0.1% 1.1467
High 1.1681 1.1693 0.0012 0.1% 1.1658
Low 1.1681 1.1679 -0.0002 0.0% 1.1467
Close 1.1681 1.1679 -0.0002 0.0% 1.1659
Range 0.0000 0.0014 0.0014 0.0191
ATR 0.0039 0.0037 -0.0002 -4.6% 0.0000
Volume 0 1 1 1
Daily Pivots for day following 22-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1726 1.1716 1.1687
R3 1.1712 1.1702 1.1683
R2 1.1698 1.1698 1.1682
R1 1.1688 1.1688 1.1680 1.1686
PP 1.1684 1.1684 1.1684 1.1683
S1 1.1674 1.1674 1.1678 1.1672
S2 1.1670 1.1670 1.1676
S3 1.1656 1.1660 1.1675
S4 1.1642 1.1646 1.1671
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 1.1693 1.1614 0.0079 0.7% 0.0012 0.1% 82% True False
10 1.1693 1.1435 0.0259 2.2% 0.0011 0.1% 95% True False
20 1.1693 1.1380 0.0314 2.7% 0.0017 0.1% 96% True False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1753
2.618 1.1730
1.618 1.1716
1.000 1.1707
0.618 1.1702
HIGH 1.1693
0.618 1.1688
0.500 1.1686
0.382 1.1684
LOW 1.1679
0.618 1.1670
1.000 1.1665
1.618 1.1656
2.618 1.1642
4.250 1.1620
Fisher Pivots for day following 22-Nov-2023
Pivot 1 day 3 day
R1 1.1686 1.1684
PP 1.1684 1.1682
S1 1.1681 1.1681

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

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