CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 05-Jan-2024
Day Change Summary
Previous Current
04-Jan-2024 05-Jan-2024 Change Change % Previous Week
Open 1.2051 1.2070 0.0019 0.2% 1.2073
High 1.2051 1.2124 0.0073 0.6% 1.2124
Low 1.2051 1.2003 -0.0048 -0.4% 1.1998
Close 1.2051 1.2070 0.0019 0.2% 1.2070
Range 0.0000 0.0121 0.0121 0.0126
ATR 0.0064 0.0068 0.0004 6.4% 0.0000
Volume
Daily Pivots for day following 05-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.2429 1.2370 1.2136
R3 1.2308 1.2249 1.2103
R2 1.2187 1.2187 1.2092
R1 1.2128 1.2128 1.2081 1.2130
PP 1.2066 1.2066 1.2066 1.2067
S1 1.2007 1.2007 1.2058 1.2009
S2 1.1945 1.1945 1.2047
S3 1.1824 1.1886 1.2036
S4 1.1703 1.1765 1.2003
Weekly Pivots for week ending 05-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.2442 1.2382 1.2139
R3 1.2316 1.2256 1.2104
R2 1.2190 1.2190 1.2093
R1 1.2130 1.2130 1.2081 1.2097
PP 1.2064 1.2064 1.2064 1.2047
S1 1.2004 1.2004 1.2058 1.1971
S2 1.1938 1.1938 1.2046
S3 1.1812 1.1878 1.2035
S4 1.1686 1.1752 1.2000
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% 0.0058 0.5% 27% False False
10 1.2267 1.1977 0.0290 2.4% 0.0057 0.5% 32% False False
20 1.2267 1.1688 0.0580 4.8% 0.0044 0.4% 66% False False
40 1.2267 1.1435 0.0833 6.9% 0.0029 0.2% 76% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2638
2.618 1.2441
1.618 1.2320
1.000 1.2245
0.618 1.2199
HIGH 1.2124
0.618 1.2078
0.500 1.2064
0.382 1.2049
LOW 1.2003
0.618 1.1928
1.000 1.1882
1.618 1.1807
2.618 1.1686
4.250 1.1489
Fisher Pivots for day following 05-Jan-2024
Pivot 1 day 3 day
R1 1.2068 1.2067
PP 1.2066 1.2064
S1 1.2064 1.2061

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

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