CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 22-Jan-2024
Day Change Summary
Previous Current
19-Jan-2024 22-Jan-2024 Change Change % Previous Week
Open 1.1788 1.1788 0.0001 0.0% 1.1918
High 1.1801 1.1788 -0.0013 -0.1% 1.1918
Low 1.1775 1.1788 0.0014 0.1% 1.1775
Close 1.1788 1.1788 0.0001 0.0% 1.1788
Range 0.0027 0.0000 -0.0027 -100.0% 0.0143
ATR 0.0062 0.0058 -0.0004 -7.1% 0.0000
Volume
Daily Pivots for day following 22-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.1788 1.1788 1.1788
R3 1.1788 1.1788 1.1788
R2 1.1788 1.1788 1.1788
R1 1.1788 1.1788 1.1788 1.1788
PP 1.1788 1.1788 1.1788 1.1788
S1 1.1788 1.1788 1.1788 1.1788
S2 1.1788 1.1788 1.1788
S3 1.1788 1.1788 1.1788
S4 1.1788 1.1788 1.1788
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 1.1918 1.1775 0.0143 1.2% 0.0018 0.2% 9% False False 4
10 1.2116 1.1775 0.0341 2.9% 0.0028 0.2% 4% False False 2
20 1.2267 1.1775 0.0493 4.2% 0.0042 0.4% 3% False False 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 True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1788
2.618 1.1788
1.618 1.1788
1.000 1.1788
0.618 1.1788
HIGH 1.1788
0.618 1.1788
0.500 1.1788
0.382 1.1788
LOW 1.1788
0.618 1.1788
1.000 1.1788
1.618 1.1788
2.618 1.1788
4.250 1.1788
Fisher Pivots for day following 22-Jan-2024
Pivot 1 day 3 day
R1 1.1788 1.1788
PP 1.1788 1.1788
S1 1.1788 1.1788

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

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