CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 07-Feb-2024
Day Change Summary
Previous Current
06-Feb-2024 07-Feb-2024 Change Change % Previous Week
Open 1.1730 1.1700 -0.0030 -0.3% 1.1865
High 1.1754 1.1700 -0.0054 -0.5% 1.1959
Low 1.1710 1.1698 -0.0013 -0.1% 1.1798
Close 1.1754 1.1698 -0.0056 -0.5% 1.1810
Range 0.0044 0.0003 -0.0041 -94.3% 0.0161
ATR 0.0059 0.0058 0.0000 -0.3% 0.0000
Volume 3 1 -2 -66.7% 14
Daily Pivots for day following 07-Feb-2024
Classic Woodie Camarilla DeMark
R4 1.1706 1.1704 1.1699
R3 1.1703 1.1702 1.1698
R2 1.1701 1.1701 1.1698
R1 1.1699 1.1699 1.1698 1.1699
PP 1.1698 1.1698 1.1698 1.1698
S1 1.1697 1.1697 1.1697 1.1696
S2 1.1696 1.1696 1.1697
S3 1.1693 1.1694 1.1697
S4 1.1691 1.1692 1.1696
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 1.1698 0.0262 2.2% 0.0051 0.4% 0% False True 4
10 1.1959 1.1698 0.0262 2.2% 0.0034 0.3% 0% False True 2
20 1.2047 1.1698 0.0349 3.0% 0.0025 0.2% 0% False True 2
40 1.2267 1.1691 0.0576 4.9% 0.0036 0.3% 1% False False 1
60 1.2267 1.1435 0.0833 7.1% 0.0030 0.3% 32% False False
Crabel Price Patterns
NR True
NR4 True
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 0.0008
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1711
2.618 1.1707
1.618 1.1704
1.000 1.1703
0.618 1.1702
HIGH 1.1700
0.618 1.1699
0.500 1.1699
0.382 1.1698
LOW 1.1698
0.618 1.1696
1.000 1.1695
1.618 1.1693
2.618 1.1691
4.250 1.1687
Fisher Pivots for day following 07-Feb-2024
Pivot 1 day 3 day
R1 1.1699 1.1744
PP 1.1698 1.1728
S1 1.1698 1.1713

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

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