CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 22-Dec-2023
Day Change Summary
Previous Current
21-Dec-2023 22-Dec-2023 Change Change % Previous Week
Open 1.1981 1.1992 0.0011 0.1% 1.1841
High 1.1981 1.2047 0.0067 0.6% 1.2047
Low 1.1981 1.1992 0.0011 0.1% 1.1841
Close 1.1981 1.1992 0.0011 0.1% 1.1992
Range 0.0000 0.0056 0.0056 0.0207
ATR 0.0054 0.0055 0.0001 1.6% 0.0000
Volume
Daily Pivots for day following 22-Dec-2023
Classic Woodie Camarilla DeMark
R4 1.2177 1.2140 1.2022
R3 1.2121 1.2084 1.2007
R2 1.2066 1.2066 1.2002
R1 1.2029 1.2029 1.1997 1.2019
PP 1.2010 1.2010 1.2010 1.2005
S1 1.1973 1.1973 1.1986 1.1964
S2 1.1955 1.1955 1.1981
S3 1.1899 1.1918 1.1976
S4 1.1844 1.1862 1.1961
Weekly Pivots for week ending 22-Dec-2023
Classic Woodie Camarilla DeMark
R4 1.2579 1.2492 1.2105
R3 1.2373 1.2285 1.2048
R2 1.2166 1.2166 1.2029
R1 1.2079 1.2079 1.2010 1.2123
PP 1.1960 1.1960 1.1960 1.1982
S1 1.1872 1.1872 1.1973 1.1916
S2 1.1753 1.1753 1.1954
S3 1.1547 1.1666 1.1935
S4 1.1340 1.1459 1.1878
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2047 1.1841 0.0207 1.7% 0.0011 0.1% 73% True False
10 1.2047 1.1691 0.0356 3.0% 0.0029 0.2% 84% True False
20 1.2047 1.1688 0.0360 3.0% 0.0025 0.2% 85% True False
40 1.2047 1.1380 0.0668 5.6% 0.0022 0.2% 92% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2283
2.618 1.2192
1.618 1.2137
1.000 1.2103
0.618 1.2081
HIGH 1.2047
0.618 1.2026
0.500 1.2019
0.382 1.2013
LOW 1.1992
0.618 1.1957
1.000 1.1936
1.618 1.1902
2.618 1.1846
4.250 1.1756
Fisher Pivots for day following 22-Dec-2023
Pivot 1 day 3 day
R1 1.2019 1.1987
PP 1.2010 1.1983
S1 1.2001 1.1979

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

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