CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 01-Dec-2023
Day Change Summary
Previous Current
30-Nov-2023 01-Dec-2023 Change Change % Previous Week
Open 1.1775 1.1853 0.0079 0.7% 1.1723
High 1.1775 1.1866 0.0092 0.8% 1.1866
Low 1.1775 1.1762 -0.0013 -0.1% 1.1723
Close 1.1775 1.1853 0.0079 0.7% 1.1853
Range 0.0000 0.0105 0.0105 0.0144
ATR 0.0037 0.0042 0.0005 13.0% 0.0000
Volume
Daily Pivots for day following 01-Dec-2023
Classic Woodie Camarilla DeMark
R4 1.2140 1.2101 1.1910
R3 1.2036 1.1997 1.1882
R2 1.1931 1.1931 1.1872
R1 1.1892 1.1892 1.1863 1.1905
PP 1.1827 1.1827 1.1827 1.1833
S1 1.1788 1.1788 1.1843 1.1801
S2 1.1722 1.1722 1.1834
S3 1.1618 1.1683 1.1824
S4 1.1513 1.1579 1.1796
Weekly Pivots for week ending 01-Dec-2023
Classic Woodie Camarilla DeMark
R4 1.2244 1.2192 1.1932
R3 1.2101 1.2049 1.1892
R2 1.1957 1.1957 1.1879
R1 1.1905 1.1905 1.1866 1.1931
PP 1.1814 1.1814 1.1814 1.1827
S1 1.1762 1.1762 1.1840 1.1788
S2 1.1670 1.1670 1.1827
S3 1.1527 1.1618 1.1814
S4 1.1383 1.1475 1.1774
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1866 1.1723 0.0144 1.2% 0.0021 0.2% 91% True False
10 1.1866 1.1614 0.0252 2.1% 0.0020 0.2% 95% True False
20 1.1866 1.1411 0.0455 3.8% 0.0019 0.2% 97% True False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1.2310
2.618 1.2140
1.618 1.2035
1.000 1.1971
0.618 1.1931
HIGH 1.1866
0.618 1.1826
0.500 1.1814
0.382 1.1801
LOW 1.1762
0.618 1.1697
1.000 1.1657
1.618 1.1592
2.618 1.1488
4.250 1.1317
Fisher Pivots for day following 01-Dec-2023
Pivot 1 day 3 day
R1 1.1840 1.1840
PP 1.1827 1.1827
S1 1.1814 1.1814

Download as Excel Spreadsheet

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

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