CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 19-Jan-2024
Day Change Summary
Previous Current
18-Jan-2024 19-Jan-2024 Change Change % Previous Week
Open 1.1780 1.1788 0.0008 0.1% 1.1918
High 1.1780 1.1801 0.0021 0.2% 1.1918
Low 1.1780 1.1775 -0.0006 0.0% 1.1775
Close 1.1780 1.1788 0.0008 0.1% 1.1788
Range 0.0000 0.0027 0.0027 0.0143
ATR 0.0065 0.0062 -0.0003 -4.2% 0.0000
Volume
Daily Pivots for day following 19-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.1867 1.1854 1.1802
R3 1.1841 1.1827 1.1795
R2 1.1814 1.1814 1.1792
R1 1.1801 1.1801 1.1790 1.1801
PP 1.1788 1.1788 1.1788 1.1788
S1 1.1774 1.1774 1.1785 1.1774
S2 1.1761 1.1761 1.1783
S3 1.1735 1.1748 1.1780
S4 1.1708 1.1721 1.1773
Weekly Pivots for week ending 19-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.2256 1.2165 1.1866
R3 1.2113 1.2022 1.1827
R2 1.1970 1.1970 1.1814
R1 1.1879 1.1879 1.1801 1.1853
PP 1.1827 1.1827 1.1827 1.1814
S1 1.1736 1.1736 1.1774 1.1710
S2 1.1684 1.1684 1.1761
S3 1.1541 1.1593 1.1748
S4 1.1398 1.1450 1.1709
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2039 1.1775 0.0264 2.2% 0.0027 0.2% 5% False True 4
10 1.2124 1.1775 0.0350 3.0% 0.0040 0.3% 4% False True 2
20 1.2267 1.1775 0.0493 4.2% 0.0042 0.4% 3% False True 1
40 1.2267 1.1668 0.0599 5.1% 0.0034 0.3% 20% False False
60 1.2267 1.1380 0.0888 7.5% 0.0028 0.2% 46% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
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 1.1914
2.618 1.1870
1.618 1.1844
1.000 1.1828
0.618 1.1817
HIGH 1.1801
0.618 1.1791
0.500 1.1788
0.382 1.1785
LOW 1.1775
0.618 1.1758
1.000 1.1748
1.618 1.1732
2.618 1.1705
4.250 1.1662
Fisher Pivots for day following 19-Jan-2024
Pivot 1 day 3 day
R1 1.1788 1.1827
PP 1.1788 1.1814
S1 1.1788 1.1801

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

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