CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 12-Mar-2024
Day Change Summary
Previous Current
11-Mar-2024 12-Mar-2024 Change Change % Previous Week
Open 1.1656 1.1619 -0.0038 -0.3% 1.1545
High 1.1656 1.1619 -0.0038 -0.3% 1.1680
Low 1.1618 1.1619 0.0001 0.0% 1.1540
Close 1.1618 1.1619 0.0001 0.0% 1.1629
Range 0.0039 0.0000 -0.0039 -100.0% 0.0140
ATR 0.0042 0.0039 -0.0003 -7.1% 0.0000
Volume 2 330 328 16,400.0% 18
Daily Pivots for day following 12-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.1619 1.1619 1.1619
R3 1.1619 1.1619 1.1619
R2 1.1619 1.1619 1.1619
R1 1.1619 1.1619 1.1619 1.1619
PP 1.1619 1.1619 1.1619 1.1619
S1 1.1619 1.1619 1.1619 1.1619
S2 1.1619 1.1619 1.1619
S3 1.1619 1.1619 1.1619
S4 1.1619 1.1619 1.1619
Weekly Pivots for week ending 08-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.2036 1.1973 1.1706
R3 1.1896 1.1833 1.1668
R2 1.1756 1.1756 1.1655
R1 1.1693 1.1693 1.1642 1.1725
PP 1.1616 1.1616 1.1616 1.1632
S1 1.1553 1.1553 1.1616 1.1585
S2 1.1476 1.1476 1.1603
S3 1.1336 1.1413 1.1591
S4 1.1196 1.1273 1.1552
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1680 1.1571 0.0110 0.9% 0.0024 0.2% 44% False False 69
10 1.1680 1.1493 0.0187 1.6% 0.0020 0.2% 67% False False 35
20 1.1680 1.1493 0.0187 1.6% 0.0026 0.2% 67% False False 18
40 1.1959 1.1493 0.0466 4.0% 0.0025 0.2% 27% False False 10
60 1.2267 1.1493 0.0774 6.7% 0.0033 0.3% 16% False False 6
80 1.2267 1.1493 0.0774 6.7% 0.0029 0.3% 16% False False 5
100 1.2267 1.1380 0.0888 7.6% 0.0028 0.2% 27% False False 4
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1619
2.618 1.1619
1.618 1.1619
1.000 1.1619
0.618 1.1619
HIGH 1.1619
0.618 1.1619
0.500 1.1619
0.382 1.1619
LOW 1.1619
0.618 1.1619
1.000 1.1619
1.618 1.1619
2.618 1.1619
4.250 1.1619
Fisher Pivots for day following 12-Mar-2024
Pivot 1 day 3 day
R1 1.1619 1.1649
PP 1.1619 1.1639
S1 1.1619 1.1629

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

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