CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 26-Dec-2023
Day Change Summary
Previous Current
22-Dec-2023 26-Dec-2023 Change Change % Previous Week
Open 1.1992 1.2026 0.0035 0.3% 1.1841
High 1.2047 1.2025 -0.0023 -0.2% 1.2047
Low 1.1992 1.1977 -0.0015 -0.1% 1.1841
Close 1.1992 1.2026 0.0035 0.3% 1.1992
Range 0.0056 0.0048 -0.0008 -14.4% 0.0207
ATR 0.0055 0.0055 -0.0001 -1.0% 0.0000
Volume
Daily Pivots for day following 26-Dec-2023
Classic Woodie Camarilla DeMark
R4 1.2152 1.2136 1.2052
R3 1.2104 1.2089 1.2039
R2 1.2057 1.2057 1.2035
R1 1.2041 1.2041 1.2030 1.2050
PP 1.2009 1.2009 1.2009 1.2013
S1 1.1994 1.1994 1.2022 1.2002
S2 1.1962 1.1962 1.2017
S3 1.1914 1.1946 1.2013
S4 1.1867 1.1899 1.2000
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 1.1911 0.0137 1.1% 0.0021 0.2% 85% False False
10 1.2047 1.1761 0.0287 2.4% 0.0029 0.2% 93% False False
20 1.2047 1.1688 0.0360 3.0% 0.0027 0.2% 94% False False
40 1.2047 1.1380 0.0668 5.6% 0.0022 0.2% 97% False False
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2226
2.618 1.2149
1.618 1.2101
1.000 1.2072
0.618 1.2054
HIGH 1.2025
0.618 1.2006
0.500 1.2001
0.382 1.1995
LOW 1.1977
0.618 1.1948
1.000 1.1930
1.618 1.1900
2.618 1.1853
4.250 1.1775
Fisher Pivots for day following 26-Dec-2023
Pivot 1 day 3 day
R1 1.2018 1.2021
PP 1.2009 1.2017
S1 1.2001 1.2012

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

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