CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 28-Feb-2024
Day Change Summary
Previous Current
27-Feb-2024 28-Feb-2024 Change Change % Previous Week
Open 1.1617 1.1627 0.0010 0.1% 1.1615
High 1.1617 1.1627 0.0010 0.1% 1.1640
Low 1.1617 1.1622 0.0005 0.0% 1.1597
Close 1.1617 1.1622 0.0005 0.0% 1.1599
Range 0.0000 0.0006 0.0006 0.0043
ATR 0.0043 0.0041 -0.0002 -5.5% 0.0000
Volume 0 1 1 8
Daily Pivots for day following 28-Feb-2024
Classic Woodie Camarilla DeMark
R4 1.1640 1.1636 1.1625
R3 1.1634 1.1631 1.1623
R2 1.1629 1.1629 1.1623
R1 1.1625 1.1625 1.1622 1.1624
PP 1.1623 1.1623 1.1623 1.1623
S1 1.1620 1.1620 1.1621 1.1619
S2 1.1618 1.1618 1.1620
S3 1.1612 1.1614 1.1620
S4 1.1607 1.1609 1.1618
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 1.1599 0.0042 0.4% 0.0009 0.1% 55% False False
10 1.1641 1.1524 0.0117 1.0% 0.0020 0.2% 84% False False 1
20 1.1959 1.1524 0.0436 3.7% 0.0032 0.3% 23% False False 2
40 1.2124 1.1524 0.0601 5.2% 0.0030 0.3% 16% False False 1
60 1.2267 1.1524 0.0744 6.4% 0.0034 0.3% 13% False False 1
80 1.2267 1.1411 0.0856 7.4% 0.0029 0.2% 25% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1650
2.618 1.1641
1.618 1.1636
1.000 1.1633
0.618 1.1630
HIGH 1.1627
0.618 1.1625
0.500 1.1624
0.382 1.1624
LOW 1.1622
0.618 1.1618
1.000 1.1616
1.618 1.1613
2.618 1.1607
4.250 1.1598
Fisher Pivots for day following 28-Feb-2024
Pivot 1 day 3 day
R1 1.1624 1.1619
PP 1.1623 1.1617
S1 1.1622 1.1615

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

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