CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 05-Feb-2024
Day Change Summary
Previous Current
02-Feb-2024 05-Feb-2024 Change Change % Previous Week
Open 1.1930 1.1790 -0.0140 -1.2% 1.1865
High 1.1959 1.1790 -0.0169 -1.4% 1.1959
Low 1.1798 1.1740 -0.0058 -0.5% 1.1798
Close 1.1810 1.1754 -0.0056 -0.5% 1.1810
Range 0.0161 0.0050 -0.0111 -68.9% 0.0161
ATR 0.0059 0.0060 0.0001 1.3% 0.0000
Volume 14 6 -8 -57.1% 14
Daily Pivots for day following 05-Feb-2024
Classic Woodie Camarilla DeMark
R4 1.1911 1.1883 1.1782
R3 1.1861 1.1833 1.1768
R2 1.1811 1.1811 1.1763
R1 1.1783 1.1783 1.1759 1.1772
PP 1.1761 1.1761 1.1761 1.1756
S1 1.1733 1.1733 1.1749 1.1722
S2 1.1711 1.1711 1.1745
S3 1.1661 1.1683 1.1740
S4 1.1611 1.1633 1.1727
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 1.1740 0.0219 1.9% 0.0042 0.4% 6% False True 4
10 1.1959 1.1740 0.0219 1.9% 0.0030 0.3% 6% False True 2
20 1.2116 1.1740 0.0376 3.2% 0.0029 0.2% 4% False True 2
40 1.2267 1.1688 0.0580 4.9% 0.0036 0.3% 11% False False 1
60 1.2267 1.1435 0.0833 7.1% 0.0029 0.2% 38% False False
Crabel Price Patterns
NR True
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2003
2.618 1.1921
1.618 1.1871
1.000 1.1840
0.618 1.1821
HIGH 1.1790
0.618 1.1771
0.500 1.1765
0.382 1.1759
LOW 1.1740
0.618 1.1709
1.000 1.1690
1.618 1.1659
2.618 1.1609
4.250 1.1528
Fisher Pivots for day following 05-Feb-2024
Pivot 1 day 3 day
R1 1.1765 1.1850
PP 1.1761 1.1818
S1 1.1758 1.1786

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

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