CME Swiss Franc Future June 2024


Trading Metrics calculated at close of trading on 24-May-2024
Day Change Summary
Previous Current
23-May-2024 24-May-2024 Change Change % Previous Week
Open 1.0953 1.0966 0.0013 0.1% 1.1035
High 1.0985 1.0976 -0.0009 -0.1% 1.1050
Low 1.0949 1.0944 -0.0005 0.0% 1.0944
Close 1.0958 1.0962 0.0004 0.0% 1.0962
Range 0.0036 0.0032 -0.0004 -11.1% 0.0106
ATR 0.0060 0.0058 -0.0002 -3.4% 0.0000
Volume 34,793 24,454 -10,339 -29.7% 144,137
Daily Pivots for day following 24-May-2024
Classic Woodie Camarilla DeMark
R4 1.1057 1.1041 1.0980
R3 1.1025 1.1009 1.0971
R2 1.0993 1.0993 1.0968
R1 1.0977 1.0977 1.0965 1.0969
PP 1.0961 1.0961 1.0961 1.0957
S1 1.0945 1.0945 1.0959 1.0937
S2 1.0929 1.0929 1.0956
S3 1.0897 1.0913 1.0953
S4 1.0865 1.0881 1.0944
Weekly Pivots for week ending 24-May-2024
Classic Woodie Camarilla DeMark
R4 1.1303 1.1239 1.1020
R3 1.1197 1.1133 1.0991
R2 1.1091 1.1091 1.0981
R1 1.1027 1.1027 1.0972 1.1006
PP 1.0985 1.0985 1.0985 1.0975
S1 1.0921 1.0921 1.0952 1.0900
S2 1.0879 1.0879 1.0943
S3 1.0773 1.0815 1.0933
S4 1.0667 1.0709 1.0904
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1050 1.0944 0.0106 1.0% 0.0041 0.4% 17% False True 28,827
10 1.1163 1.0944 0.0219 2.0% 0.0053 0.5% 8% False True 28,922
20 1.1163 1.0900 0.0264 2.4% 0.0062 0.6% 24% False False 30,155
40 1.1202 1.0900 0.0302 2.8% 0.0065 0.6% 21% False False 28,680
60 1.1577 1.0900 0.0678 6.2% 0.0066 0.6% 9% False False 26,384
80 1.1855 1.0900 0.0956 8.7% 0.0064 0.6% 7% False False 19,805
100 1.2022 1.0900 0.1122 10.2% 0.0063 0.6% 6% False False 15,848
120 1.2197 1.0900 0.1297 11.8% 0.0063 0.6% 5% False False 13,214
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.1112
2.618 1.1060
1.618 1.1028
1.000 1.1008
0.618 1.0996
HIGH 1.0976
0.618 1.0964
0.500 1.0960
0.382 1.0956
LOW 1.0944
0.618 1.0924
1.000 1.0912
1.618 1.0892
2.618 1.0860
4.250 1.0808
Fisher Pivots for day following 24-May-2024
Pivot 1 day 3 day
R1 1.0961 1.0979
PP 1.0961 1.0974
S1 1.0960 1.0968

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

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