CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 02-Jan-2024
Day Change Summary
Previous Current
29-Dec-2023 02-Jan-2024 Change Change % Previous Week
Open 1.2188 1.2073 -0.0115 -0.9% 1.2026
High 1.2267 1.2073 -0.0194 -1.6% 1.2267
Low 1.2188 1.2064 -0.0124 -1.0% 1.1977
Close 1.2188 1.2073 -0.0115 -0.9% 1.2188
Range 0.0080 0.0010 -0.0070 -88.1% 0.0290
ATR 0.0063 0.0068 0.0004 6.9% 0.0000
Volume
Daily Pivots for day following 02-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.2098 1.2095 1.2078
R3 1.2089 1.2086 1.2076
R2 1.2079 1.2079 1.2075
R1 1.2076 1.2076 1.2074 1.2078
PP 1.2070 1.2070 1.2070 1.2071
S1 1.2067 1.2067 1.2072 1.2068
S2 1.2060 1.2060 1.2071
S3 1.2051 1.2057 1.2070
S4 1.2041 1.2048 1.2068
Weekly Pivots for week ending 29-Dec-2023
Classic Woodie Camarilla DeMark
R4 1.3014 1.2891 1.2347
R3 1.2724 1.2601 1.2267
R2 1.2434 1.2434 1.2241
R1 1.2311 1.2311 1.2214 1.2372
PP 1.2144 1.2144 1.2144 1.2175
S1 1.2021 1.2021 1.2161 1.2082
S2 1.1854 1.1854 1.2134
S3 1.1564 1.1731 1.2108
S4 1.1274 1.1441 1.2028
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2267 1.1977 0.0290 2.4% 0.0063 0.5% 33% False False
10 1.2267 1.1841 0.0427 3.5% 0.0037 0.3% 55% False False
20 1.2267 1.1688 0.0580 4.8% 0.0035 0.3% 67% False False
40 1.2267 1.1411 0.0856 7.1% 0.0027 0.2% 77% 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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2113
2.618 1.2098
1.618 1.2088
1.000 1.2083
0.618 1.2079
HIGH 1.2073
0.618 1.2069
0.500 1.2068
0.382 1.2067
LOW 1.2064
0.618 1.2058
1.000 1.2054
1.618 1.2048
2.618 1.2039
4.250 1.2023
Fisher Pivots for day following 02-Jan-2024
Pivot 1 day 3 day
R1 1.2071 1.2165
PP 1.2070 1.2135
S1 1.2068 1.2104

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

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