CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 26-Feb-2024
Day Change Summary
Previous Current
23-Feb-2024 26-Feb-2024 Change Change % Previous Week
Open 1.1599 1.1604 0.0005 0.0% 1.1615
High 1.1599 1.1604 0.0005 0.0% 1.1640
Low 1.1599 1.1604 0.0005 0.0% 1.1597
Close 1.1599 1.1604 0.0005 0.0% 1.1599
Range
ATR 0.0048 0.0045 -0.0003 -6.4% 0.0000
Volume
Daily Pivots for day following 26-Feb-2024
Classic Woodie Camarilla DeMark
R4 1.1604 1.1604 1.1604
R3 1.1604 1.1604 1.1604
R2 1.1604 1.1604 1.1604
R1 1.1604 1.1604 1.1604 1.1604
PP 1.1604 1.1604 1.1604 1.1604
S1 1.1604 1.1604 1.1604 1.1604
S2 1.1604 1.1604 1.1604
S3 1.1604 1.1604 1.1604
S4 1.1604 1.1604 1.1604
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 1.1597 0.0043 0.4% 0.0014 0.1% 15% False False 1
10 1.1704 1.1524 0.0180 1.6% 0.0035 0.3% 44% False False 1
20 1.1959 1.1524 0.0436 3.8% 0.0032 0.3% 18% False False 2
40 1.2267 1.1524 0.0744 6.4% 0.0032 0.3% 11% False False 1
60 1.2267 1.1524 0.0744 6.4% 0.0034 0.3% 11% False False 1
80 1.2267 1.1380 0.0888 7.6% 0.0029 0.3% 25% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0004
Fibonacci Retracements and Extensions
4.250 1.1604
2.618 1.1604
1.618 1.1604
1.000 1.1604
0.618 1.1604
HIGH 1.1604
0.618 1.1604
0.500 1.1604
0.382 1.1604
LOW 1.1604
0.618 1.1604
1.000 1.1604
1.618 1.1604
2.618 1.1604
4.250 1.1604
Fisher Pivots for day following 26-Feb-2024
Pivot 1 day 3 day
R1 1.1604 1.1619
PP 1.1604 1.1614
S1 1.1604 1.1609

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

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