CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 29-Jan-2024
Day Change Summary
Previous Current
26-Jan-2024 29-Jan-2024 Change Change % Previous Week
Open 1.1844 1.1865 0.0021 0.2% 1.1788
High 1.1876 1.1865 -0.0012 -0.1% 1.1876
Low 1.1790 1.1865 0.0075 0.6% 1.1757
Close 1.1844 1.1865 0.0021 0.2% 1.1844
Range 0.0087 0.0000 -0.0087 -100.0% 0.0119
ATR 0.0061 0.0058 -0.0003 -4.8% 0.0000
Volume
Daily Pivots for day following 29-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.1865 1.1865 1.1865
R3 1.1865 1.1865 1.1865
R2 1.1865 1.1865 1.1865
R1 1.1865 1.1865 1.1865 1.1865
PP 1.1865 1.1865 1.1865 1.1865
S1 1.1865 1.1865 1.1865 1.1865
S2 1.1865 1.1865 1.1865
S3 1.1865 1.1865 1.1865
S4 1.1865 1.1865 1.1865
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% 90% False False
10 1.1918 1.1757 0.0161 1.4% 0.0018 0.1% 67% False False 2
20 1.2267 1.1757 0.0510 4.3% 0.0033 0.3% 21% False False 1
40 1.2267 1.1688 0.0580 4.9% 0.0034 0.3% 31% False False
60 1.2267 1.1380 0.0888 7.5% 0.0028 0.2% 55% 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 False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1865
2.618 1.1865
1.618 1.1865
1.000 1.1865
0.618 1.1865
HIGH 1.1865
0.618 1.1865
0.500 1.1865
0.382 1.1865
LOW 1.1865
0.618 1.1865
1.000 1.1865
1.618 1.1865
2.618 1.1865
4.250 1.1865
Fisher Pivots for day following 29-Jan-2024
Pivot 1 day 3 day
R1 1.1865 1.1854
PP 1.1865 1.1843
S1 1.1865 1.1833

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

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