CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 14-Dec-2023
Day Change Summary
Previous Current
13-Dec-2023 14-Dec-2023 Change Change % Previous Week
Open 1.1842 1.1872 0.0030 0.3% 1.1805
High 1.1842 1.1910 0.0068 0.6% 1.1805
Low 1.1842 1.1785 -0.0057 -0.5% 1.1688
Close 1.1842 1.1872 0.0030 0.3% 1.1703
Range 0.0000 0.0125 0.0125 0.0118
ATR 0.0047 0.0053 0.0006 11.7% 0.0000
Volume
Daily Pivots for day following 14-Dec-2023
Classic Woodie Camarilla DeMark
R4 1.2229 1.2175 1.1940
R3 1.2104 1.2050 1.1906
R2 1.1980 1.1980 1.1894
R1 1.1926 1.1926 1.1883 1.1934
PP 1.1855 1.1855 1.1855 1.1859
S1 1.1801 1.1801 1.1860 1.1809
S2 1.1731 1.1731 1.1849
S3 1.1606 1.1677 1.1837
S4 1.1482 1.1552 1.1803
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 1.1910 1.1688 0.0222 1.9% 0.0036 0.3% 83% True False
10 1.1910 1.1688 0.0222 1.9% 0.0038 0.3% 83% True False
20 1.1910 1.1614 0.0296 2.5% 0.0024 0.2% 87% True False
40 1.1910 1.1380 0.0530 4.5% 0.0022 0.2% 93% True False
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 0.0008
Widest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 1.2439
2.618 1.2235
1.618 1.2111
1.000 1.2034
0.618 1.1986
HIGH 1.1910
0.618 1.1862
0.500 1.1847
0.382 1.1833
LOW 1.1785
0.618 1.1708
1.000 1.1661
1.618 1.1584
2.618 1.1459
4.250 1.1256
Fisher Pivots for day following 14-Dec-2023
Pivot 1 day 3 day
R1 1.1863 1.1859
PP 1.1855 1.1847
S1 1.1847 1.1835

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

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