CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 23-Feb-2024
Day Change Summary
Previous Current
22-Feb-2024 23-Feb-2024 Change Change % Previous Week
Open 1.1640 1.1599 -0.0042 -0.4% 1.1615
High 1.1640 1.1599 -0.0042 -0.4% 1.1640
Low 1.1601 1.1599 -0.0003 0.0% 1.1597
Close 1.1601 1.1599 -0.0003 0.0% 1.1599
Range 0.0039 0.0000 -0.0039 -100.0% 0.0043
ATR 0.0052 0.0048 -0.0004 -6.8% 0.0000
Volume 2 0 -2 -100.0% 8
Daily Pivots for day following 23-Feb-2024
Classic Woodie Camarilla DeMark
R4 1.1599 1.1599 1.1599
R3 1.1599 1.1599 1.1599
R2 1.1599 1.1599 1.1599
R1 1.1599 1.1599 1.1599 1.1599
PP 1.1599 1.1599 1.1599 1.1599
S1 1.1599 1.1599 1.1599 1.1599
S2 1.1599 1.1599 1.1599
S3 1.1599 1.1599 1.1599
S4 1.1599 1.1599 1.1599
Weekly Pivots for week ending 23-Feb-2024
Classic Woodie Camarilla DeMark
R4 1.1741 1.1713 1.1622
R3 1.1698 1.1670 1.1610
R2 1.1655 1.1655 1.1606
R1 1.1627 1.1627 1.1602 1.1619
PP 1.1612 1.1612 1.1612 1.1608
S1 1.1584 1.1584 1.1595 1.1576
S2 1.1569 1.1569 1.1591
S3 1.1526 1.1541 1.1587
S4 1.1483 1.1498 1.1575
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1640 1.1580 0.0061 0.5% 0.0023 0.2% 31% False False 1
10 1.1706 1.1524 0.0183 1.6% 0.0038 0.3% 41% False False 1
20 1.1959 1.1524 0.0436 3.8% 0.0036 0.3% 17% False False 2
40 1.2267 1.1524 0.0744 6.4% 0.0037 0.3% 10% False False 1
60 1.2267 1.1524 0.0744 6.4% 0.0034 0.3% 10% False False 1
80 1.2267 1.1380 0.0888 7.7% 0.0029 0.3% 25% False False 1
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1599
2.618 1.1599
1.618 1.1599
1.000 1.1599
0.618 1.1599
HIGH 1.1599
0.618 1.1599
0.500 1.1599
0.382 1.1599
LOW 1.1599
0.618 1.1599
1.000 1.1599
1.618 1.1599
2.618 1.1599
4.250 1.1599
Fisher Pivots for day following 23-Feb-2024
Pivot 1 day 3 day
R1 1.1599 1.1619
PP 1.1599 1.1612
S1 1.1599 1.1605

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

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