CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 08-Jan-2024
Day Change Summary
Previous Current
05-Jan-2024 08-Jan-2024 Change Change % Previous Week
Open 1.2070 1.2061 -0.0009 -0.1% 1.2073
High 1.2124 1.2116 -0.0009 -0.1% 1.2124
Low 1.2003 1.2041 0.0038 0.3% 1.1998
Close 1.2070 1.2106 0.0036 0.3% 1.2070
Range 0.0121 0.0075 -0.0046 -38.0% 0.0126
ATR 0.0068 0.0069 0.0000 0.7% 0.0000
Volume 0 1 1 0
Daily Pivots for day following 08-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.2312 1.2284 1.2147
R3 1.2237 1.2209 1.2126
R2 1.2162 1.2162 1.2119
R1 1.2134 1.2134 1.2112 1.2148
PP 1.2087 1.2087 1.2087 1.2094
S1 1.2059 1.2059 1.2099 1.2073
S2 1.2012 1.2012 1.2092
S3 1.1937 1.1984 1.2085
S4 1.1862 1.1909 1.2064
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 1.2124 1.1998 0.0126 1.0% 0.0057 0.5% 85% False False
10 1.2267 1.1977 0.0290 2.4% 0.0065 0.5% 44% False False
20 1.2267 1.1688 0.0580 4.8% 0.0045 0.4% 72% False False
40 1.2267 1.1435 0.0833 6.9% 0.0031 0.3% 81% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2434
2.618 1.2312
1.618 1.2237
1.000 1.2191
0.618 1.2162
HIGH 1.2116
0.618 1.2087
0.500 1.2078
0.382 1.2069
LOW 1.2041
0.618 1.1994
1.000 1.1966
1.618 1.1919
2.618 1.1844
4.250 1.1722
Fisher Pivots for day following 08-Jan-2024
Pivot 1 day 3 day
R1 1.2096 1.2092
PP 1.2087 1.2078
S1 1.2078 1.2064

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

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