CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 21-Dec-2023
Day Change Summary
Previous Current
20-Dec-2023 21-Dec-2023 Change Change % Previous Week
Open 1.1728 1.1698 -0.0030 -0.3% 1.1488
High 1.1735 1.1786 0.0051 0.4% 1.1702
Low 1.1669 1.1687 0.0018 0.2% 1.1468
Close 1.1700 1.1774 0.0074 0.6% 1.1606
Range 0.0067 0.0100 0.0033 49.6% 0.0234
ATR 0.0076 0.0078 0.0002 2.2% 0.0000
Volume 21,434 20,060 -1,374 -6.4% 138,743
Daily Pivots for day following 21-Dec-2023
Classic Woodie Camarilla DeMark
R4 1.2047 1.2010 1.1828
R3 1.1948 1.1910 1.1801
R2 1.1848 1.1848 1.1792
R1 1.1811 1.1811 1.1783 1.1830
PP 1.1749 1.1749 1.1749 1.1758
S1 1.1711 1.1711 1.1764 1.1730
S2 1.1649 1.1649 1.1755
S3 1.1550 1.1612 1.1746
S4 1.1450 1.1512 1.1719
Weekly Pivots for week ending 15-Dec-2023
Classic Woodie Camarilla DeMark
R4 1.2294 1.2184 1.1734
R3 1.2060 1.1950 1.1670
R2 1.1826 1.1826 1.1648
R1 1.1716 1.1716 1.1627 1.1771
PP 1.1592 1.1592 1.1592 1.1619
S1 1.1482 1.1482 1.1584 1.1537
S2 1.1358 1.1358 1.1563
S3 1.1124 1.1248 1.1541
S4 1.0890 1.1014 1.1477
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1786 1.1590 0.0196 1.7% 0.0084 0.7% 94% True False 21,670
10 1.1786 1.1459 0.0328 2.8% 0.0089 0.8% 96% True False 21,423
20 1.1786 1.1442 0.0344 2.9% 0.0082 0.7% 96% True False 11,061
40 1.1786 1.1150 0.0636 5.4% 0.0066 0.6% 98% True False 5,546
60 1.1786 1.1030 0.0756 6.4% 0.0058 0.5% 98% True False 3,701
80 1.1786 1.1030 0.0756 6.4% 0.0052 0.4% 98% True False 2,783
100 1.1786 1.1030 0.0756 6.4% 0.0049 0.4% 98% True False 2,227
120 1.1971 1.1030 0.0941 8.0% 0.0046 0.4% 79% False False 1,857
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2209
2.618 1.2046
1.618 1.1947
1.000 1.1886
0.618 1.1847
HIGH 1.1786
0.618 1.1748
0.500 1.1736
0.382 1.1725
LOW 1.1687
0.618 1.1625
1.000 1.1587
1.618 1.1526
2.618 1.1426
4.250 1.1264
Fisher Pivots for day following 21-Dec-2023
Pivot 1 day 3 day
R1 1.1761 1.1752
PP 1.1749 1.1731
S1 1.1736 1.1710

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

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