CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 20-Dec-2023
Day Change Summary
Previous Current
19-Dec-2023 20-Dec-2023 Change Change % Previous Week
Open 1.1942 1.1911 -0.0032 -0.3% 1.1729
High 1.1942 1.1911 -0.0032 -0.3% 1.1910
Low 1.1942 1.1911 -0.0032 -0.3% 1.1691
Close 1.1942 1.1911 -0.0032 -0.3% 1.1824
Range
ATR 0.0055 0.0053 -0.0002 -3.0% 0.0000
Volume
Daily Pivots for day following 20-Dec-2023
Classic Woodie Camarilla DeMark
R4 1.1911 1.1911 1.1911
R3 1.1911 1.1911 1.1911
R2 1.1911 1.1911 1.1911
R1 1.1911 1.1911 1.1911 1.1911
PP 1.1911 1.1911 1.1911 1.1911
S1 1.1911 1.1911 1.1911 1.1911
S2 1.1911 1.1911 1.1911
S3 1.1911 1.1911 1.1911
S4 1.1911 1.1911 1.1911
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% 80% False False
10 1.1942 1.1688 0.0255 2.1% 0.0031 0.3% 88% False False
20 1.1942 1.1668 0.0274 2.3% 0.0025 0.2% 89% False False
40 1.1942 1.1380 0.0563 4.7% 0.0022 0.2% 94% False 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 0.0006
Fibonacci Retracements and Extensions
4.250 1.1911
2.618 1.1911
1.618 1.1911
1.000 1.1911
0.618 1.1911
HIGH 1.1911
0.618 1.1911
0.500 1.1911
0.382 1.1911
LOW 1.1911
0.618 1.1911
1.000 1.1911
1.618 1.1911
2.618 1.1911
4.250 1.1911
Fisher Pivots for day following 20-Dec-2023
Pivot 1 day 3 day
R1 1.1911 1.1904
PP 1.1911 1.1898
S1 1.1911 1.1891

Download as Excel Spreadsheet

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

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