CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 08-Feb-2024
Day Change Summary
Previous Current
07-Feb-2024 08-Feb-2024 Change Change % Previous Week
Open 1.1700 1.1695 -0.0006 0.0% 1.1865
High 1.1700 1.1695 -0.0006 0.0% 1.1959
Low 1.1698 1.1695 -0.0003 0.0% 1.1798
Close 1.1698 1.1695 -0.0003 0.0% 1.1810
Range 0.0003 0.0000 -0.0003 -100.0% 0.0161
ATR 0.0058 0.0054 -0.0004 -6.8% 0.0000
Volume 1 0 -1 -100.0% 14
Daily Pivots for day following 08-Feb-2024
Classic Woodie Camarilla DeMark
R4 1.1695 1.1695 1.1695
R3 1.1695 1.1695 1.1695
R2 1.1695 1.1695 1.1695
R1 1.1695 1.1695 1.1695 1.1695
PP 1.1695 1.1695 1.1695 1.1695
S1 1.1695 1.1695 1.1695 1.1695
S2 1.1695 1.1695 1.1695
S3 1.1695 1.1695 1.1695
S4 1.1695 1.1695 1.1695
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 1.1695 0.0265 2.3% 0.0051 0.4% 0% False True 4
10 1.1959 1.1695 0.0265 2.3% 0.0034 0.3% 0% False True 2
20 1.2039 1.1695 0.0344 2.9% 0.0024 0.2% 0% False True 2
40 1.2267 1.1695 0.0573 4.9% 0.0035 0.3% 0% False True 1
60 1.2267 1.1467 0.0801 6.8% 0.0029 0.2% 28% False False
80 1.2267 1.1380 0.0888 7.6% 0.0028 0.2% 35% False False 1
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1695
2.618 1.1695
1.618 1.1695
1.000 1.1695
0.618 1.1695
HIGH 1.1695
0.618 1.1695
0.500 1.1695
0.382 1.1695
LOW 1.1695
0.618 1.1695
1.000 1.1695
1.618 1.1695
2.618 1.1695
4.250 1.1695
Fisher Pivots for day following 08-Feb-2024
Pivot 1 day 3 day
R1 1.1695 1.1724
PP 1.1695 1.1714
S1 1.1695 1.1704

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

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