CME Swiss Franc Future June 2024


Trading Metrics calculated at close of trading on 20-Feb-2024
Day Change Summary
Previous Current
16-Feb-2024 20-Feb-2024 Change Change % Previous Week
Open 1.1503 1.1496 -0.0007 -0.1% 1.1572
High 1.1515 1.1509 -0.0007 -0.1% 1.1572
Low 1.1461 1.1468 0.0007 0.1% 1.1408
Close 1.1497 1.1486 -0.0011 -0.1% 1.1497
Range 0.0054 0.0041 -0.0014 -25.0% 0.0164
ATR 0.0070 0.0067 -0.0002 -3.0% 0.0000
Volume 31 24 -7 -22.6% 340
Daily Pivots for day following 20-Feb-2024
Classic Woodie Camarilla DeMark
R4 1.1609 1.1588 1.1508
R3 1.1568 1.1547 1.1497
R2 1.1528 1.1528 1.1493
R1 1.1507 1.1507 1.1489 1.1497
PP 1.1487 1.1487 1.1487 1.1483
S1 1.1466 1.1466 1.1482 1.1457
S2 1.1447 1.1447 1.1478
S3 1.1406 1.1426 1.1474
S4 1.1366 1.1385 1.1463
Weekly Pivots for week ending 16-Feb-2024
Classic Woodie Camarilla DeMark
R4 1.1984 1.1904 1.1587
R3 1.1820 1.1740 1.1542
R2 1.1656 1.1656 1.1527
R1 1.1576 1.1576 1.1512 1.1534
PP 1.1492 1.1492 1.1492 1.1471
S1 1.1412 1.1412 1.1481 1.1370
S2 1.1328 1.1328 1.1466
S3 1.1164 1.1248 1.1451
S4 1.1000 1.1084 1.1406
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1550 1.1408 0.0142 1.2% 0.0069 0.6% 55% False False 70
10 1.1657 1.1408 0.0249 2.2% 0.0054 0.5% 31% False False 47
20 1.1860 1.1408 0.0452 3.9% 0.0062 0.5% 17% False False 38
40 1.2197 1.1408 0.0789 6.9% 0.0063 0.6% 10% False False 30
60 1.2197 1.1408 0.0789 6.9% 0.0059 0.5% 10% False False 33
80 1.2197 1.1270 0.0927 8.1% 0.0048 0.4% 23% False False 24
100 1.2197 1.1145 0.1052 9.2% 0.0047 0.4% 32% False False 20
120 1.2197 1.1145 0.1052 9.2% 0.0041 0.4% 32% False False 17
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1681
2.618 1.1615
1.618 1.1574
1.000 1.1549
0.618 1.1534
HIGH 1.1509
0.618 1.1493
0.500 1.1488
0.382 1.1483
LOW 1.1468
0.618 1.1443
1.000 1.1428
1.618 1.1402
2.618 1.1362
4.250 1.1296
Fisher Pivots for day following 20-Feb-2024
Pivot 1 day 3 day
R1 1.1488 1.1483
PP 1.1487 1.1481
S1 1.1486 1.1479

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

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