CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 29-Nov-2023
Day Change Summary
Previous Current
28-Nov-2023 29-Nov-2023 Change Change % Previous Week
Open 1.1752 1.1811 0.0059 0.5% 1.1674
High 1.1752 1.1811 0.0059 0.5% 1.1707
Low 1.1752 1.1811 0.0059 0.5% 1.1668
Close 1.1752 1.1811 0.0059 0.5% 1.1707
Range
ATR 0.0035 0.0037 0.0002 4.7% 0.0000
Volume
Daily Pivots for day following 29-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1811 1.1811 1.1811
R3 1.1811 1.1811 1.1811
R2 1.1811 1.1811 1.1811
R1 1.1811 1.1811 1.1811 1.1811
PP 1.1811 1.1811 1.1811 1.1811
S1 1.1811 1.1811 1.1811 1.1811
S2 1.1811 1.1811 1.1811
S3 1.1811 1.1811 1.1811
S4 1.1811 1.1811 1.1811
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 1.1811 1.1668 0.0143 1.2% 0.0011 0.1% 100% True False 1
10 1.1811 1.1614 0.0197 1.7% 0.0011 0.1% 100% True False
20 1.1811 1.1380 0.0432 3.7% 0.0016 0.1% 100% True False 1
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 1.1811
2.618 1.1811
1.618 1.1811
1.000 1.1811
0.618 1.1811
HIGH 1.1811
0.618 1.1811
0.500 1.1811
0.382 1.1811
LOW 1.1811
0.618 1.1811
1.000 1.1811
1.618 1.1811
2.618 1.1811
4.250 1.1811
Fisher Pivots for day following 29-Nov-2023
Pivot 1 day 3 day
R1 1.1811 1.1796
PP 1.1811 1.1782
S1 1.1811 1.1767

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

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