CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 16-Jan-2024
Day Change Summary
Previous Current
12-Jan-2024 16-Jan-2024 Change Change % Previous Week
Open 1.2015 1.1918 -0.0098 -0.8% 1.2061
High 1.2039 1.1918 -0.0121 -1.0% 1.2116
Low 1.1990 1.1897 -0.0093 -0.8% 1.1990
Close 1.2015 1.1897 -0.0118 -1.0% 1.2015
Range 0.0049 0.0021 -0.0028 -57.7% 0.0126
ATR 0.0062 0.0066 0.0004 6.5% 0.0000
Volume 0 13 13 2
Daily Pivots for day following 16-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.1965 1.1952 1.1908
R3 1.1945 1.1931 1.1903
R2 1.1924 1.1924 1.1901
R1 1.1911 1.1911 1.1899 1.1907
PP 1.1904 1.1904 1.1904 1.1902
S1 1.1890 1.1890 1.1895 1.1887
S2 1.1883 1.1883 1.1893
S3 1.1863 1.1870 1.1891
S4 1.1842 1.1849 1.1886
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 1.2065 1.1897 0.0168 1.4% 0.0027 0.2% 0% False True 2
10 1.2124 1.1897 0.0227 1.9% 0.0042 0.4% 0% False True 1
20 1.2267 1.1816 0.0452 3.8% 0.0042 0.4% 18% False False
40 1.2267 1.1614 0.0653 5.5% 0.0033 0.3% 43% False False
60 1.2267 1.1380 0.0888 7.5% 0.0029 0.2% 58% False False
Crabel Price Patterns
NR True
NR4 False
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2005
2.618 1.1971
1.618 1.1951
1.000 1.1938
0.618 1.1930
HIGH 1.1918
0.618 1.1910
0.500 1.1907
0.382 1.1905
LOW 1.1897
0.618 1.1884
1.000 1.1877
1.618 1.1864
2.618 1.1843
4.250 1.1810
Fisher Pivots for day following 16-Jan-2024
Pivot 1 day 3 day
R1 1.1907 1.1968
PP 1.1904 1.1944
S1 1.1900 1.1921

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

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