CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 17-Jan-2024
Day Change Summary
Previous Current
16-Jan-2024 17-Jan-2024 Change Change % Previous Week
Open 1.1918 1.1880 -0.0038 -0.3% 1.2061
High 1.1918 1.1880 -0.0038 -0.3% 1.2116
Low 1.1897 1.1839 -0.0059 -0.5% 1.1990
Close 1.1897 1.1839 -0.0059 -0.5% 1.2015
Range 0.0021 0.0042 0.0021 102.4% 0.0126
ATR 0.0066 0.0065 -0.0001 -0.8% 0.0000
Volume 13 10 -3 -23.1% 2
Daily Pivots for day following 17-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.1977 1.1949 1.1861
R3 1.1935 1.1908 1.1850
R2 1.1894 1.1894 1.1846
R1 1.1866 1.1866 1.1842 1.1859
PP 1.1852 1.1852 1.1852 1.1849
S1 1.1825 1.1825 1.1835 1.1818
S2 1.1811 1.1811 1.1831
S3 1.1769 1.1783 1.1827
S4 1.1728 1.1742 1.1816
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 1.2047 1.1839 0.0208 1.8% 0.0028 0.2% 0% False True 4
10 1.2124 1.1839 0.0286 2.4% 0.0045 0.4% 0% False True 2
20 1.2267 1.1839 0.0429 3.6% 0.0041 0.3% 0% False True 1
40 1.2267 1.1614 0.0653 5.5% 0.0034 0.3% 34% False False
60 1.2267 1.1380 0.0888 7.5% 0.0029 0.2% 52% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2056
2.618 1.1989
1.618 1.1947
1.000 1.1922
0.618 1.1906
HIGH 1.1880
0.618 1.1864
0.500 1.1859
0.382 1.1854
LOW 1.1839
0.618 1.1813
1.000 1.1797
1.618 1.1771
2.618 1.1730
4.250 1.1662
Fisher Pivots for day following 17-Jan-2024
Pivot 1 day 3 day
R1 1.1859 1.1939
PP 1.1852 1.1905
S1 1.1845 1.1872

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.