CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 24-Nov-2023
Day Change Summary
Previous Current
22-Nov-2023 24-Nov-2023 Change Change % Previous Week
Open 1.1693 1.1686 -0.0007 -0.1% 1.1674
High 1.1693 1.1707 0.0014 0.1% 1.1707
Low 1.1679 1.1668 -0.0011 -0.1% 1.1668
Close 1.1679 1.1707 0.0028 0.2% 1.1707
Range 0.0014 0.0039 0.0025 175.0% 0.0039
ATR 0.0037 0.0037 0.0000 0.2% 0.0000
Volume 1 5 4 400.0% 6
Daily Pivots for day following 24-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1809 1.1796 1.1728
R3 1.1771 1.1758 1.1717
R2 1.1732 1.1732 1.1714
R1 1.1719 1.1719 1.1710 1.1726
PP 1.1694 1.1694 1.1694 1.1697
S1 1.1681 1.1681 1.1703 1.1687
S2 1.1655 1.1655 1.1699
S3 1.1617 1.1642 1.1696
S4 1.1578 1.1604 1.1685
Weekly Pivots for week ending 24-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1809 1.1796 1.1728
R3 1.1771 1.1758 1.1717
R2 1.1732 1.1732 1.1714
R1 1.1719 1.1719 1.1710 1.1726
PP 1.1694 1.1694 1.1694 1.1697
S1 1.1681 1.1681 1.1703 1.1687
S2 1.1655 1.1655 1.1699
S3 1.1617 1.1642 1.1696
S4 1.1578 1.1604 1.1685
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1707 1.1614 0.0093 0.8% 0.0019 0.2% 100% True False 1
10 1.1707 1.1435 0.0272 2.3% 0.0015 0.1% 100% True False
20 1.1707 1.1380 0.0327 2.8% 0.0018 0.2% 100% True False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1870
2.618 1.1807
1.618 1.1769
1.000 1.1745
0.618 1.1730
HIGH 1.1707
0.618 1.1692
0.500 1.1687
0.382 1.1683
LOW 1.1668
0.618 1.1644
1.000 1.1630
1.618 1.1606
2.618 1.1567
4.250 1.1504
Fisher Pivots for day following 24-Nov-2023
Pivot 1 day 3 day
R1 1.1700 1.1700
PP 1.1694 1.1694
S1 1.1687 1.1687

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

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