CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 02-Feb-2024
Day Change Summary
Previous Current
01-Feb-2024 02-Feb-2024 Change Change % Previous Week
Open 1.1930 1.1930 0.0000 0.0% 1.1865
High 1.1930 1.1959 0.0029 0.2% 1.1959
Low 1.1930 1.1798 -0.0132 -1.1% 1.1798
Close 1.1930 1.1810 -0.0121 -1.0% 1.1810
Range 0.0000 0.0161 0.0161 0.0161
ATR 0.0051 0.0059 0.0008 15.3% 0.0000
Volume 0 14 14 14
Daily Pivots for day following 02-Feb-2024
Classic Woodie Camarilla DeMark
R4 1.2339 1.2235 1.1898
R3 1.2178 1.2074 1.1854
R2 1.2017 1.2017 1.1839
R1 1.1913 1.1913 1.1824 1.1884
PP 1.1856 1.1856 1.1856 1.1841
S1 1.1752 1.1752 1.1795 1.1723
S2 1.1695 1.1695 1.1780
S3 1.1534 1.1591 1.1765
S4 1.1373 1.1430 1.1721
Weekly Pivots for week ending 02-Feb-2024
Classic Woodie Camarilla DeMark
R4 1.2339 1.2235 1.1898
R3 1.2178 1.2074 1.1854
R2 1.2017 1.2017 1.1839
R1 1.1913 1.1913 1.1824 1.1884
PP 1.1856 1.1856 1.1856 1.1841
S1 1.1752 1.1752 1.1795 1.1723
S2 1.1695 1.1695 1.1780
S3 1.1534 1.1591 1.1765
S4 1.1373 1.1430 1.1721
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1959 1.1798 0.0161 1.4% 0.0032 0.3% 7% True True 2
10 1.1959 1.1757 0.0202 1.7% 0.0025 0.2% 26% True False 1
20 1.2124 1.1757 0.0367 3.1% 0.0032 0.3% 14% False False 1
40 1.2267 1.1688 0.0580 4.9% 0.0036 0.3% 21% False False
60 1.2267 1.1435 0.0833 7.0% 0.0028 0.2% 45% 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 False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 1.2643
2.618 1.2380
1.618 1.2219
1.000 1.2120
0.618 1.2058
HIGH 1.1959
0.618 1.1897
0.500 1.1879
0.382 1.1860
LOW 1.1798
0.618 1.1699
1.000 1.1637
1.618 1.1538
2.618 1.1377
4.250 1.1114
Fisher Pivots for day following 02-Feb-2024
Pivot 1 day 3 day
R1 1.1879 1.1879
PP 1.1856 1.1856
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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