CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 24-Jan-2024
Day Change Summary
Previous Current
23-Jan-2024 24-Jan-2024 Change Change % Previous Week
Open 1.1757 1.1860 0.0103 0.9% 1.1918
High 1.1757 1.1860 0.0103 0.9% 1.1918
Low 1.1757 1.1860 0.0103 0.9% 1.1775
Close 1.1757 1.1860 0.0103 0.9% 1.1788
Range
ATR 0.0056 0.0059 0.0003 6.0% 0.0000
Volume
Daily Pivots for day following 24-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.1860 1.1860 1.1860
R3 1.1860 1.1860 1.1860
R2 1.1860 1.1860 1.1860
R1 1.1860 1.1860 1.1860 1.1860
PP 1.1860 1.1860 1.1860 1.1860
S1 1.1860 1.1860 1.1860 1.1860
S2 1.1860 1.1860 1.1860
S3 1.1860 1.1860 1.1860
S4 1.1860 1.1860 1.1860
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 1.1860 1.1757 0.0103 0.9% 0.0005 0.0% 100% True False
10 1.2047 1.1757 0.0290 2.4% 0.0017 0.1% 35% False False 2
20 1.2267 1.1757 0.0510 4.3% 0.0040 0.3% 20% False False 1
40 1.2267 1.1688 0.0580 4.9% 0.0032 0.3% 30% False False
60 1.2267 1.1380 0.0888 7.5% 0.0028 0.2% 54% False False
Crabel Price Patterns
NR False
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 0.0004
Fibonacci Retracements and Extensions
4.250 1.1860
2.618 1.1860
1.618 1.1860
1.000 1.1860
0.618 1.1860
HIGH 1.1860
0.618 1.1860
0.500 1.1860
0.382 1.1860
LOW 1.1860
0.618 1.1860
1.000 1.1860
1.618 1.1860
2.618 1.1860
4.250 1.1860
Fisher Pivots for day following 24-Jan-2024
Pivot 1 day 3 day
R1 1.1860 1.1842
PP 1.1860 1.1825
S1 1.1860 1.1808

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

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