CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 31-Jan-2024
Day Change Summary
Previous Current
30-Jan-2024 31-Jan-2024 Change Change % Previous Week
Open 1.1880 1.1896 0.0016 0.1% 1.1788
High 1.1880 1.1896 0.0016 0.1% 1.1876
Low 1.1880 1.1896 0.0016 0.1% 1.1757
Close 1.1880 1.1896 0.0016 0.1% 1.1844
Range
ATR 0.0055 0.0052 -0.0003 -5.1% 0.0000
Volume
Daily Pivots for day following 31-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.1896 1.1896 1.1896
R3 1.1896 1.1896 1.1896
R2 1.1896 1.1896 1.1896
R1 1.1896 1.1896 1.1896 1.1896
PP 1.1896 1.1896 1.1896 1.1896
S1 1.1896 1.1896 1.1896 1.1896
S2 1.1896 1.1896 1.1896
S3 1.1896 1.1896 1.1896
S4 1.1896 1.1896 1.1896
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 1.1896 1.1790 0.0106 0.9% 0.0017 0.1% 100% True False
10 1.1896 1.1757 0.0139 1.2% 0.0011 0.1% 100% True False
20 1.2124 1.1757 0.0367 3.1% 0.0028 0.2% 38% False False 1
40 1.2267 1.1688 0.0580 4.9% 0.0032 0.3% 36% False False
60 1.2267 1.1411 0.0856 7.2% 0.0028 0.2% 57% 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 0.0005
Fibonacci Retracements and Extensions
4.250 1.1896
2.618 1.1896
1.618 1.1896
1.000 1.1896
0.618 1.1896
HIGH 1.1896
0.618 1.1896
0.500 1.1896
0.382 1.1896
LOW 1.1896
0.618 1.1896
1.000 1.1896
1.618 1.1896
2.618 1.1896
4.250 1.1896
Fisher Pivots for day following 31-Jan-2024
Pivot 1 day 3 day
R1 1.1896 1.1890
PP 1.1896 1.1885
S1 1.1896 1.1880

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

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