CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 04-Dec-2023
Day Change Summary
Previous Current
01-Dec-2023 04-Dec-2023 Change Change % Previous Week
Open 1.1559 1.1638 0.0079 0.7% 1.1479
High 1.1654 1.1668 0.0014 0.1% 1.1654
Low 1.1537 1.1555 0.0018 0.2% 1.1470
Close 1.1637 1.1583 -0.0054 -0.5% 1.1637
Range 0.0117 0.0113 -0.0004 -3.4% 0.0184
ATR 0.0062 0.0066 0.0004 5.8% 0.0000
Volume 423 2,634 2,211 522.7% 1,486
Daily Pivots for day following 04-Dec-2023
Classic Woodie Camarilla DeMark
R4 1.1939 1.1874 1.1645
R3 1.1827 1.1761 1.1614
R2 1.1714 1.1714 1.1604
R1 1.1649 1.1649 1.1593 1.1625
PP 1.1602 1.1602 1.1602 1.1590
S1 1.1536 1.1536 1.1573 1.1513
S2 1.1489 1.1489 1.1562
S3 1.1377 1.1424 1.1552
S4 1.1264 1.1311 1.1521
Weekly Pivots for week ending 01-Dec-2023
Classic Woodie Camarilla DeMark
R4 1.2137 1.2070 1.1737
R3 1.1954 1.1887 1.1687
R2 1.1770 1.1770 1.1670
R1 1.1703 1.1703 1.1653 1.1737
PP 1.1587 1.1587 1.1587 1.1603
S1 1.1520 1.1520 1.1620 1.1553
S2 1.1403 1.1403 1.1603
S3 1.1220 1.1336 1.1586
S4 1.1036 1.1153 1.1536
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1668 1.1477 0.0191 1.6% 0.0096 0.8% 56% True False 794
10 1.1668 1.1417 0.0251 2.2% 0.0068 0.6% 66% True False 434
20 1.1668 1.1205 0.0463 4.0% 0.0057 0.5% 82% True False 234
40 1.1668 1.1150 0.0518 4.5% 0.0051 0.4% 84% True False 125
60 1.1668 1.1030 0.0638 5.5% 0.0047 0.4% 87% True False 94
80 1.1713 1.1030 0.0683 5.9% 0.0043 0.4% 81% False False 71
100 1.1971 1.1030 0.0941 8.1% 0.0041 0.4% 59% False False 58
120 1.1971 1.1030 0.0941 8.1% 0.0041 0.4% 59% False False 49
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2146
2.618 1.1962
1.618 1.1850
1.000 1.1780
0.618 1.1737
HIGH 1.1668
0.618 1.1625
0.500 1.1611
0.382 1.1598
LOW 1.1555
0.618 1.1485
1.000 1.1443
1.618 1.1373
2.618 1.1260
4.250 1.1077
Fisher Pivots for day following 04-Dec-2023
Pivot 1 day 3 day
R1 1.1611 1.1602
PP 1.1602 1.1596
S1 1.1592 1.1589

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

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