CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 26-Jan-2024
Day Change Summary
Previous Current
25-Jan-2024 26-Jan-2024 Change Change % Previous Week
Open 1.1798 1.1844 0.0047 0.4% 1.1788
High 1.1798 1.1876 0.0079 0.7% 1.1876
Low 1.1798 1.1790 -0.0008 -0.1% 1.1757
Close 1.1798 1.1844 0.0047 0.4% 1.1844
Range 0.0000 0.0087 0.0087 0.0119
ATR 0.0059 0.0061 0.0002 3.3% 0.0000
Volume
Daily Pivots for day following 26-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.2096 1.2057 1.1892
R3 1.2010 1.1970 1.1868
R2 1.1923 1.1923 1.1860
R1 1.1884 1.1884 1.1852 1.1887
PP 1.1837 1.1837 1.1837 1.1838
S1 1.1797 1.1797 1.1836 1.1801
S2 1.1750 1.1750 1.1828
S3 1.1664 1.1711 1.1820
S4 1.1577 1.1624 1.1796
Weekly Pivots for week ending 26-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.2183 1.2132 1.1909
R3 1.2064 1.2013 1.1877
R2 1.1945 1.1945 1.1866
R1 1.1894 1.1894 1.1855 1.1920
PP 1.1826 1.1826 1.1826 1.1838
S1 1.1775 1.1775 1.1833 1.1801
S2 1.1707 1.1707 1.1822
S3 1.1588 1.1656 1.1811
S4 1.1469 1.1537 1.1779
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1876 1.1757 0.0119 1.0% 0.0017 0.1% 73% True False
10 1.2039 1.1757 0.0282 2.4% 0.0022 0.2% 31% False False 2
20 1.2267 1.1757 0.0510 4.3% 0.0033 0.3% 17% False False 1
40 1.2267 1.1688 0.0580 4.9% 0.0034 0.3% 27% False False
60 1.2267 1.1380 0.0888 7.5% 0.0028 0.2% 52% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.2244
2.618 1.2102
1.618 1.2016
1.000 1.1963
0.618 1.1929
HIGH 1.1876
0.618 1.1843
0.500 1.1833
0.382 1.1823
LOW 1.1790
0.618 1.1736
1.000 1.1703
1.618 1.1650
2.618 1.1563
4.250 1.1422
Fisher Pivots for day following 26-Jan-2024
Pivot 1 day 3 day
R1 1.1840 1.1840
PP 1.1837 1.1837
S1 1.1833 1.1833

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

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