CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 04-Dec-2023
Day Change Summary
Previous Current
01-Dec-2023 04-Dec-2023 Change Change % Previous Week
Open 1.1853 1.1805 -0.0048 -0.4% 1.1723
High 1.1866 1.1805 -0.0061 -0.5% 1.1866
Low 1.1762 1.1805 0.0044 0.4% 1.1723
Close 1.1853 1.1805 -0.0048 -0.4% 1.1853
Range 0.0105 0.0000 -0.0105 -100.0% 0.0144
ATR 0.0042 0.0042 0.0000 1.0% 0.0000
Volume
Daily Pivots for day following 04-Dec-2023
Classic Woodie Camarilla DeMark
R4 1.1805 1.1805 1.1805
R3 1.1805 1.1805 1.1805
R2 1.1805 1.1805 1.1805
R1 1.1805 1.1805 1.1805 1.1805
PP 1.1805 1.1805 1.1805 1.1805
S1 1.1805 1.1805 1.1805 1.1805
S2 1.1805 1.1805 1.1805
S3 1.1805 1.1805 1.1805
S4 1.1805 1.1805 1.1805
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 1.1752 0.0114 1.0% 0.0021 0.2% 46% False False
10 1.1866 1.1668 0.0198 1.7% 0.0016 0.1% 69% False False
20 1.1866 1.1435 0.0432 3.7% 0.0014 0.1% 86% False False 1
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1805
2.618 1.1805
1.618 1.1805
1.000 1.1805
0.618 1.1805
HIGH 1.1805
0.618 1.1805
0.500 1.1805
0.382 1.1805
LOW 1.1805
0.618 1.1805
1.000 1.1805
1.618 1.1805
2.618 1.1805
4.250 1.1805
Fisher Pivots for day following 04-Dec-2023
Pivot 1 day 3 day
R1 1.1805 1.1814
PP 1.1805 1.1811
S1 1.1805 1.1808

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

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