CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 25-Mar-2024
Day Change Summary
Previous Current
22-Mar-2024 25-Mar-2024 Change Change % Previous Week
Open 1.1330 1.1352 0.0022 0.2% 1.1520
High 1.1370 1.1352 -0.0018 -0.2% 1.1520
Low 1.1305 1.1342 0.0037 0.3% 1.1305
Close 1.1344 1.1342 -0.0002 0.0% 1.1344
Range 0.0065 0.0010 -0.0055 -84.5% 0.0215
ATR 0.0050 0.0047 -0.0003 -5.7% 0.0000
Volume 4 1 -3 -75.0% 53
Daily Pivots for day following 25-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.1375 1.1369 1.1348
R3 1.1365 1.1359 1.1345
R2 1.1355 1.1355 1.1344
R1 1.1349 1.1349 1.1343 1.1347
PP 1.1345 1.1345 1.1345 1.1345
S1 1.1339 1.1339 1.1341 1.1337
S2 1.1335 1.1335 1.1340
S3 1.1325 1.1329 1.1339
S4 1.1315 1.1319 1.1337
Weekly Pivots for week ending 22-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.2035 1.1904 1.1462
R3 1.1820 1.1689 1.1403
R2 1.1605 1.1605 1.1383
R1 1.1474 1.1474 1.1364 1.1432
PP 1.1390 1.1390 1.1390 1.1369
S1 1.1259 1.1259 1.1324 1.1217
S2 1.1175 1.1175 1.1305
S3 1.0960 1.1044 1.1285
S4 1.0745 1.0829 1.1226
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1500 1.1305 0.0195 1.7% 0.0051 0.4% 19% False False 9
10 1.1619 1.1305 0.0314 2.8% 0.0040 0.4% 12% False False 38
20 1.1680 1.1305 0.0375 3.3% 0.0030 0.3% 10% False False 20
40 1.1959 1.1305 0.0654 5.8% 0.0031 0.3% 6% False False 11
60 1.2267 1.1305 0.0962 8.5% 0.0032 0.3% 4% False False 7
80 1.2267 1.1305 0.0962 8.5% 0.0033 0.3% 4% False False 5
100 1.2267 1.1305 0.0962 8.5% 0.0029 0.3% 4% False False 4
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0006
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1395
2.618 1.1378
1.618 1.1368
1.000 1.1362
0.618 1.1358
HIGH 1.1352
0.618 1.1348
0.500 1.1347
0.382 1.1346
LOW 1.1342
0.618 1.1336
1.000 1.1332
1.618 1.1326
2.618 1.1316
4.250 1.1300
Fisher Pivots for day following 25-Mar-2024
Pivot 1 day 3 day
R1 1.1347 1.1368
PP 1.1345 1.1359
S1 1.1344 1.1351

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

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