CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 10-Jan-2024
Day Change Summary
Previous Current
09-Jan-2024 10-Jan-2024 Change Change % Previous Week
Open 1.2065 1.2039 -0.0026 -0.2% 1.2073
High 1.2065 1.2047 -0.0018 -0.1% 1.2124
Low 1.2028 1.2018 -0.0010 -0.1% 1.1998
Close 1.2028 1.2039 0.0012 0.1% 1.2070
Range 0.0037 0.0029 -0.0008 -21.6% 0.0126
ATR 0.0069 0.0066 -0.0003 -4.2% 0.0000
Volume 1 0 -1 -100.0% 0
Daily Pivots for day following 10-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.2121 1.2109 1.2055
R3 1.2092 1.2080 1.2047
R2 1.2063 1.2063 1.2044
R1 1.2051 1.2051 1.2042 1.2054
PP 1.2034 1.2034 1.2034 1.2036
S1 1.2022 1.2022 1.2036 1.2025
S2 1.2005 1.2005 1.2034
S3 1.1976 1.1993 1.2031
S4 1.1947 1.1964 1.2023
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 1.2003 0.0121 1.0% 0.0052 0.4% 30% False False
10 1.2267 1.1998 0.0269 2.2% 0.0061 0.5% 15% False False
20 1.2267 1.1761 0.0507 4.2% 0.0045 0.4% 55% False False
40 1.2267 1.1467 0.0801 6.6% 0.0032 0.3% 72% False False
60 1.2267 1.1380 0.0888 7.4% 0.0030 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 False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2170
2.618 1.2122
1.618 1.2093
1.000 1.2076
0.618 1.2064
HIGH 1.2047
0.618 1.2035
0.500 1.2032
0.382 1.2029
LOW 1.2018
0.618 1.2000
1.000 1.1989
1.618 1.1971
2.618 1.1942
4.250 1.1894
Fisher Pivots for day following 10-Jan-2024
Pivot 1 day 3 day
R1 1.2037 1.2067
PP 1.2034 1.2057
S1 1.2032 1.2048

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

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