CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 19-Dec-2023
Day Change Summary
Previous Current
18-Dec-2023 19-Dec-2023 Change Change % Previous Week
Open 1.1841 1.1942 0.0102 0.9% 1.1729
High 1.1841 1.1942 0.0102 0.9% 1.1910
Low 1.1841 1.1942 0.0102 0.9% 1.1691
Close 1.1841 1.1942 0.0102 0.9% 1.1824
Range
ATR 0.0051 0.0055 0.0004 7.1% 0.0000
Volume
Daily Pivots for day following 19-Dec-2023
Classic Woodie Camarilla DeMark
R4 1.1942 1.1942 1.1942
R3 1.1942 1.1942 1.1942
R2 1.1942 1.1942 1.1942
R1 1.1942 1.1942 1.1942 1.1942
PP 1.1942 1.1942 1.1942 1.1942
S1 1.1942 1.1942 1.1942 1.1942
S2 1.1942 1.1942 1.1942
S3 1.1942 1.1942 1.1942
S4 1.1942 1.1942 1.1942
Weekly Pivots for week ending 15-Dec-2023
Classic Woodie Camarilla DeMark
R4 1.2464 1.2362 1.1944
R3 1.2245 1.2144 1.1884
R2 1.2027 1.2027 1.1864
R1 1.1925 1.1925 1.1844 1.1976
PP 1.1808 1.1808 1.1808 1.1833
S1 1.1707 1.1707 1.1803 1.1757
S2 1.1590 1.1590 1.1783
S3 1.1371 1.1488 1.1763
S4 1.1153 1.1270 1.1703
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1942 1.1785 0.0157 1.3% 0.0038 0.3% 100% True False
10 1.1942 1.1688 0.0255 2.1% 0.0034 0.3% 100% True False
20 1.1942 1.1668 0.0274 2.3% 0.0025 0.2% 100% True False
40 1.1942 1.1380 0.0563 4.7% 0.0022 0.2% 100% True False
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 0.0007
Fibonacci Retracements and Extensions
4.250 1.1942
2.618 1.1942
1.618 1.1942
1.000 1.1942
0.618 1.1942
HIGH 1.1942
0.618 1.1942
0.500 1.1942
0.382 1.1942
LOW 1.1942
0.618 1.1942
1.000 1.1942
1.618 1.1942
2.618 1.1942
4.250 1.1942
Fisher Pivots for day following 19-Dec-2023
Pivot 1 day 3 day
R1 1.1942 1.1921
PP 1.1942 1.1900
S1 1.1942 1.1879

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

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