CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 01-Apr-2024
Day Change Summary
Previous Current
28-Mar-2024 01-Apr-2024 Change Change % Previous Week
Open 1.1298 1.1253 -0.0045 -0.4% 1.1352
High 1.1317 1.1253 -0.0064 -0.6% 1.1352
Low 1.1241 1.1253 0.0013 0.1% 1.1235
Close 1.1295 1.1253 -0.0042 -0.4% 1.1295
Range 0.0077 0.0000 -0.0077 -100.0% 0.0117
ATR 0.0051 0.0050 -0.0001 -1.2% 0.0000
Volume 5 4 -1 -20.0% 17
Daily Pivots for day following 01-Apr-2024
Classic Woodie Camarilla DeMark
R4 1.1253 1.1253 1.1253
R3 1.1253 1.1253 1.1253
R2 1.1253 1.1253 1.1253
R1 1.1253 1.1253 1.1253 1.1253
PP 1.1253 1.1253 1.1253 1.1253
S1 1.1253 1.1253 1.1253 1.1253
S2 1.1253 1.1253 1.1253
S3 1.1253 1.1253 1.1253
S4 1.1253 1.1253 1.1253
Weekly Pivots for week ending 29-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.1645 1.1587 1.1359
R3 1.1528 1.1470 1.1327
R2 1.1411 1.1411 1.1316
R1 1.1353 1.1353 1.1306 1.1324
PP 1.1294 1.1294 1.1294 1.1279
S1 1.1236 1.1236 1.1284 1.1207
S2 1.1177 1.1177 1.1274
S3 1.1060 1.1119 1.1263
S4 1.0943 1.1002 1.1231
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1352 1.1235 0.0117 1.0% 0.0029 0.3% 15% False False 4
10 1.1520 1.1235 0.0285 2.5% 0.0043 0.4% 6% False False 7
20 1.1680 1.1235 0.0445 4.0% 0.0033 0.3% 4% False False 21
40 1.1959 1.1235 0.0724 6.4% 0.0035 0.3% 2% False False 11
60 1.2124 1.1235 0.0889 7.9% 0.0031 0.3% 2% False False 8
80 1.2267 1.1235 0.1032 9.2% 0.0033 0.3% 2% False False 6
100 1.2267 1.1235 0.1032 9.2% 0.0029 0.3% 2% False False 5
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 12 trading days
Fibonacci Retracements and Extensions
4.250 1.1253
2.618 1.1253
1.618 1.1253
1.000 1.1253
0.618 1.1253
HIGH 1.1253
0.618 1.1253
0.500 1.1253
0.382 1.1253
LOW 1.1253
0.618 1.1253
1.000 1.1253
1.618 1.1253
2.618 1.1253
4.250 1.1253
Fisher Pivots for day following 01-Apr-2024
Pivot 1 day 3 day
R1 1.1253 1.1276
PP 1.1253 1.1268
S1 1.1253 1.1261

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

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