CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 05-Mar-2024
Day Change Summary
Previous Current
04-Mar-2024 05-Mar-2024 Change Change % Previous Week
Open 1.1545 1.1557 0.0012 0.1% 1.1604
High 1.1545 1.1557 0.0012 0.1% 1.1627
Low 1.1540 1.1557 0.0017 0.1% 1.1493
Close 1.1540 1.1557 0.0017 0.1% 1.1565
Range 0.0005 0.0000 -0.0005 -100.0% 0.0134
ATR 0.0044 0.0042 -0.0002 -4.4% 0.0000
Volume 2 0 -2 -100.0% 2
Daily Pivots for day following 05-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.1557 1.1557 1.1557
R3 1.1557 1.1557 1.1557
R2 1.1557 1.1557 1.1557
R1 1.1557 1.1557 1.1557 1.1557
PP 1.1557 1.1557 1.1557 1.1557
S1 1.1557 1.1557 1.1557 1.1557
S2 1.1557 1.1557 1.1557
S3 1.1557 1.1557 1.1557
S4 1.1557 1.1557 1.1557
Weekly Pivots for week ending 01-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.1964 1.1898 1.1639
R3 1.1830 1.1764 1.1602
R2 1.1696 1.1696 1.1590
R1 1.1630 1.1630 1.1577 1.1596
PP 1.1562 1.1562 1.1562 1.1545
S1 1.1496 1.1496 1.1553 1.1462
S2 1.1428 1.1428 1.1540
S3 1.1294 1.1362 1.1528
S4 1.1160 1.1228 1.1491
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1627 1.1493 0.0134 1.2% 0.0017 0.1% 47% False False
10 1.1640 1.1493 0.0147 1.3% 0.0012 0.1% 43% False False
20 1.1754 1.1493 0.0261 2.3% 0.0026 0.2% 24% False False 1
40 1.2116 1.1493 0.0623 5.4% 0.0027 0.2% 10% False False 1
60 1.2267 1.1493 0.0774 6.7% 0.0033 0.3% 8% False False 1
80 1.2267 1.1435 0.0833 7.2% 0.0028 0.2% 15% False False
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1557
2.618 1.1557
1.618 1.1557
1.000 1.1557
0.618 1.1557
HIGH 1.1557
0.618 1.1557
0.500 1.1557
0.382 1.1557
LOW 1.1557
0.618 1.1557
1.000 1.1557
1.618 1.1557
2.618 1.1557
4.250 1.1557
Fisher Pivots for day following 05-Mar-2024
Pivot 1 day 3 day
R1 1.1557 1.1547
PP 1.1557 1.1538
S1 1.1557 1.1529

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

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