CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 18-Jan-2024
Day Change Summary
Previous Current
17-Jan-2024 18-Jan-2024 Change Change % Previous Week
Open 1.1880 1.1780 -0.0100 -0.8% 1.2061
High 1.1880 1.1780 -0.0100 -0.8% 1.2116
Low 1.1839 1.1780 -0.0059 -0.5% 1.1990
Close 1.1839 1.1780 -0.0059 -0.5% 1.2015
Range 0.0042 0.0000 -0.0042 -100.0% 0.0126
ATR 0.0065 0.0065 0.0000 -0.7% 0.0000
Volume 10 0 -10 -100.0% 2
Daily Pivots for day following 18-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.1780 1.1780 1.1780
R3 1.1780 1.1780 1.1780
R2 1.1780 1.1780 1.1780
R1 1.1780 1.1780 1.1780 1.1780
PP 1.1780 1.1780 1.1780 1.1780
S1 1.1780 1.1780 1.1780 1.1780
S2 1.1780 1.1780 1.1780
S3 1.1780 1.1780 1.1780
S4 1.1780 1.1780 1.1780
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 1.2039 1.1780 0.0259 2.2% 0.0022 0.2% 0% False True 4
10 1.2124 1.1780 0.0344 2.9% 0.0037 0.3% 0% False True 2
20 1.2267 1.1780 0.0487 4.1% 0.0041 0.3% 0% False True 1
40 1.2267 1.1668 0.0599 5.1% 0.0033 0.3% 19% False False
60 1.2267 1.1380 0.0888 7.5% 0.0029 0.2% 45% 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 0.0011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1780
2.618 1.1780
1.618 1.1780
1.000 1.1780
0.618 1.1780
HIGH 1.1780
0.618 1.1780
0.500 1.1780
0.382 1.1780
LOW 1.1780
0.618 1.1780
1.000 1.1780
1.618 1.1780
2.618 1.1780
4.250 1.1780
Fisher Pivots for day following 18-Jan-2024
Pivot 1 day 3 day
R1 1.1780 1.1849
PP 1.1780 1.1826
S1 1.1780 1.1803

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

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