CME Swiss Franc Future June 2024


Trading Metrics calculated at close of trading on 16-Apr-2024
Day Change Summary
Previous Current
15-Apr-2024 16-Apr-2024 Change Change % Previous Week
Open 1.1026 1.1049 0.0023 0.2% 1.1175
High 1.1050 1.1053 0.0003 0.0% 1.1182
Low 1.1005 1.1016 0.0012 0.1% 1.1013
Close 1.1035 1.1039 0.0004 0.0% 1.1027
Range 0.0046 0.0037 -0.0009 -19.8% 0.0169
ATR 0.0072 0.0070 -0.0003 -3.5% 0.0000
Volume 26,917 26,670 -247 -0.9% 146,444
Daily Pivots for day following 16-Apr-2024
Classic Woodie Camarilla DeMark
R4 1.1145 1.1129 1.1059
R3 1.1109 1.1092 1.1049
R2 1.1072 1.1072 1.1046
R1 1.1056 1.1056 1.1042 1.1046
PP 1.1036 1.1036 1.1036 1.1031
S1 1.1019 1.1019 1.1036 1.1009
S2 1.0999 1.0999 1.1032
S3 1.0963 1.0983 1.1029
S4 1.0926 1.0946 1.1019
Weekly Pivots for week ending 12-Apr-2024
Classic Woodie Camarilla DeMark
R4 1.1579 1.1471 1.1119
R3 1.1411 1.1303 1.1073
R2 1.1242 1.1242 1.1057
R1 1.1134 1.1134 1.1042 1.1104
PP 1.1074 1.1074 1.1074 1.1059
S1 1.0966 1.0966 1.1011 1.0936
S2 1.0905 1.0905 1.0996
S3 1.0737 1.0797 1.0980
S4 1.0568 1.0629 1.0934
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1166 1.1005 0.0161 1.5% 0.0076 0.7% 21% False False 31,639
10 1.1202 1.1005 0.0197 1.8% 0.0075 0.7% 18% False False 28,696
20 1.1419 1.1005 0.0414 3.8% 0.0074 0.7% 8% False False 28,786
40 1.1577 1.1005 0.0573 5.2% 0.0064 0.6% 6% False False 19,225
60 1.1860 1.1005 0.0856 7.7% 0.0063 0.6% 4% False False 12,829
80 1.2197 1.1005 0.1192 10.8% 0.0064 0.6% 3% False False 9,627
100 1.2197 1.1005 0.1192 10.8% 0.0061 0.5% 3% False False 7,709
120 1.2197 1.1005 0.1192 10.8% 0.0053 0.5% 3% False False 6,424
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 1.1208
2.618 1.1148
1.618 1.1112
1.000 1.1089
0.618 1.1075
HIGH 1.1053
0.618 1.1039
0.500 1.1034
0.382 1.1030
LOW 1.1016
0.618 1.0993
1.000 1.0980
1.618 1.0957
2.618 1.0920
4.250 1.0861
Fisher Pivots for day following 16-Apr-2024
Pivot 1 day 3 day
R1 1.1037 1.1040
PP 1.1036 1.1040
S1 1.1034 1.1039

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

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