CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 12-Jan-2024
Day Change Summary
Previous Current
11-Jan-2024 12-Jan-2024 Change Change % Previous Week
Open 1.2024 1.2015 -0.0009 -0.1% 1.2061
High 1.2024 1.2039 0.0015 0.1% 1.2116
Low 1.2024 1.1990 -0.0034 -0.3% 1.1990
Close 1.2024 1.2015 -0.0009 -0.1% 1.2015
Range 0.0000 0.0049 0.0049 0.0126
ATR 0.0063 0.0062 -0.0001 -1.6% 0.0000
Volume
Daily Pivots for day following 12-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.2160 1.2136 1.2042
R3 1.2112 1.2088 1.2028
R2 1.2063 1.2063 1.2024
R1 1.2039 1.2039 1.2019 1.2039
PP 1.2015 1.2015 1.2015 1.2015
S1 1.1991 1.1991 1.2011 1.1991
S2 1.1966 1.1966 1.2006
S3 1.1918 1.1942 1.2002
S4 1.1869 1.1894 1.1988
Weekly Pivots for week ending 12-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.2417 1.2341 1.2084
R3 1.2291 1.2216 1.2050
R2 1.2166 1.2166 1.2038
R1 1.2090 1.2090 1.2027 1.2065
PP 1.2040 1.2040 1.2040 1.2028
S1 1.1965 1.1965 1.2003 1.1940
S2 1.1915 1.1915 1.1992
S3 1.1789 1.1839 1.1980
S4 1.1664 1.1714 1.1946
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2116 1.1990 0.0126 1.0% 0.0038 0.3% 20% False True
10 1.2267 1.1990 0.0277 2.3% 0.0048 0.4% 9% False True
20 1.2267 1.1785 0.0482 4.0% 0.0048 0.4% 48% False False
40 1.2267 1.1614 0.0653 5.4% 0.0033 0.3% 61% False False
60 1.2267 1.1380 0.0888 7.4% 0.0029 0.2% 72% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2245
2.618 1.2165
1.618 1.2117
1.000 1.2087
0.618 1.2068
HIGH 1.2039
0.618 1.2020
0.500 1.2014
0.382 1.2009
LOW 1.1990
0.618 1.1960
1.000 1.1942
1.618 1.1912
2.618 1.1863
4.250 1.1784
Fisher Pivots for day following 12-Jan-2024
Pivot 1 day 3 day
R1 1.2015 1.2018
PP 1.2015 1.2017
S1 1.2014 1.2016

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

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