CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 13-Dec-2023
Day Change Summary
Previous Current
12-Dec-2023 13-Dec-2023 Change Change % Previous Week
Open 1.1761 1.1842 0.0081 0.7% 1.1805
High 1.1761 1.1842 0.0081 0.7% 1.1805
Low 1.1761 1.1842 0.0081 0.7% 1.1688
Close 1.1761 1.1842 0.0081 0.7% 1.1703
Range
ATR 0.0045 0.0047 0.0003 5.8% 0.0000
Volume
Daily Pivots for day following 13-Dec-2023
Classic Woodie Camarilla DeMark
R4 1.1842 1.1842 1.1842
R3 1.1842 1.1842 1.1842
R2 1.1842 1.1842 1.1842
R1 1.1842 1.1842 1.1842 1.1842
PP 1.1842 1.1842 1.1842 1.1842
S1 1.1842 1.1842 1.1842 1.1842
S2 1.1842 1.1842 1.1842
S3 1.1842 1.1842 1.1842
S4 1.1842 1.1842 1.1842
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 1.1842 1.1688 0.0154 1.3% 0.0023 0.2% 100% True False
10 1.1866 1.1688 0.0179 1.5% 0.0025 0.2% 86% False False
20 1.1866 1.1614 0.0252 2.1% 0.0018 0.2% 90% False False
40 1.1866 1.1380 0.0487 4.1% 0.0020 0.2% 95% False False 1
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 1.1842
2.618 1.1842
1.618 1.1842
1.000 1.1842
0.618 1.1842
HIGH 1.1842
0.618 1.1842
0.500 1.1842
0.382 1.1842
LOW 1.1842
0.618 1.1842
1.000 1.1842
1.618 1.1842
2.618 1.1842
4.250 1.1842
Fisher Pivots for day following 13-Dec-2023
Pivot 1 day 3 day
R1 1.1842 1.1816
PP 1.1842 1.1791
S1 1.1842 1.1766

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

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