CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 08-Dec-2023
Day Change Summary
Previous Current
07-Dec-2023 08-Dec-2023 Change Change % Previous Week
Open 1.1780 1.1703 -0.0078 -0.7% 1.1805
High 1.1795 1.1703 -0.0093 -0.8% 1.1805
Low 1.1733 1.1688 -0.0045 -0.4% 1.1688
Close 1.1780 1.1703 -0.0078 -0.7% 1.1703
Range 0.0063 0.0015 -0.0048 -76.0% 0.0118
ATR 0.0043 0.0046 0.0004 8.4% 0.0000
Volume
Daily Pivots for day following 08-Dec-2023
Classic Woodie Camarilla DeMark
R4 1.1743 1.1738 1.1711
R3 1.1728 1.1723 1.1707
R2 1.1713 1.1713 1.1705
R1 1.1708 1.1708 1.1704 1.1710
PP 1.1698 1.1698 1.1698 1.1699
S1 1.1693 1.1693 1.1701 1.1695
S2 1.1683 1.1683 1.1700
S3 1.1668 1.1678 1.1698
S4 1.1653 1.1663 1.1694
Weekly Pivots for week ending 08-Dec-2023
Classic Woodie Camarilla DeMark
R4 1.2084 1.2011 1.1767
R3 1.1967 1.1893 1.1735
R2 1.1849 1.1849 1.1724
R1 1.1776 1.1776 1.1713 1.1754
PP 1.1732 1.1732 1.1732 1.1721
S1 1.1658 1.1658 1.1692 1.1636
S2 1.1614 1.1614 1.1681
S3 1.1497 1.1541 1.1670
S4 1.1379 1.1423 1.1638
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1805 1.1688 0.0118 1.0% 0.0022 0.2% 13% False True
10 1.1866 1.1688 0.0179 1.5% 0.0021 0.2% 8% False True
20 1.1866 1.1435 0.0432 3.7% 0.0018 0.2% 62% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1766
2.618 1.1742
1.618 1.1727
1.000 1.1718
0.618 1.1712
HIGH 1.1703
0.618 1.1697
0.500 1.1695
0.382 1.1693
LOW 1.1688
0.618 1.1678
1.000 1.1673
1.618 1.1663
2.618 1.1648
4.250 1.1624
Fisher Pivots for day following 08-Dec-2023
Pivot 1 day 3 day
R1 1.1700 1.1744
PP 1.1698 1.1730
S1 1.1695 1.1716

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

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