CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 04-Jan-2024
Day Change Summary
Previous Current
03-Jan-2024 04-Jan-2024 Change Change % Previous Week
Open 1.2059 1.2051 -0.0008 -0.1% 1.2026
High 1.2078 1.2051 -0.0027 -0.2% 1.2267
Low 1.1998 1.2051 0.0053 0.4% 1.1977
Close 1.2059 1.2051 -0.0008 -0.1% 1.2188
Range 0.0080 0.0000 -0.0080 -100.0% 0.0290
ATR 0.0068 0.0064 -0.0004 -6.4% 0.0000
Volume
Daily Pivots for day following 04-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.2051 1.2051 1.2051
R3 1.2051 1.2051 1.2051
R2 1.2051 1.2051 1.2051
R1 1.2051 1.2051 1.2051 1.2051
PP 1.2051 1.2051 1.2051 1.2051
S1 1.2051 1.2051 1.2051 1.2051
S2 1.2051 1.2051 1.2051
S3 1.2051 1.2051 1.2051
S4 1.2051 1.2051 1.2051
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 1.1998 0.0269 2.2% 0.0034 0.3% 20% False False
10 1.2267 1.1911 0.0357 3.0% 0.0045 0.4% 39% False False
20 1.2267 1.1688 0.0580 4.8% 0.0039 0.3% 63% False False
40 1.2267 1.1435 0.0833 6.9% 0.0026 0.2% 74% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2051
2.618 1.2051
1.618 1.2051
1.000 1.2051
0.618 1.2051
HIGH 1.2051
0.618 1.2051
0.500 1.2051
0.382 1.2051
LOW 1.2051
0.618 1.2051
1.000 1.2051
1.618 1.2051
2.618 1.2051
4.250 1.2051
Fisher Pivots for day following 04-Jan-2024
Pivot 1 day 3 day
R1 1.2051 1.2047
PP 1.2051 1.2042
S1 1.2051 1.2038

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

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