CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 04-Apr-2024
Day Change Summary
Previous Current
03-Apr-2024 04-Apr-2024 Change Change % Previous Week
Open 1.1211 1.1276 0.0065 0.6% 1.1352
High 1.1276 1.1276 0.0000 0.0% 1.1352
Low 1.1211 1.1276 0.0065 0.6% 1.1235
Close 1.1276 1.1276 0.0000 0.0% 1.1295
Range 0.0065 0.0000 -0.0065 -100.0% 0.0117
ATR 0.0051 0.0047 -0.0004 -7.1% 0.0000
Volume 3 4 1 33.3% 17
Daily Pivots for day following 04-Apr-2024
Classic Woodie Camarilla DeMark
R4 1.1276 1.1276 1.1276
R3 1.1276 1.1276 1.1276
R2 1.1276 1.1276 1.1276
R1 1.1276 1.1276 1.1276 1.1276
PP 1.1276 1.1276 1.1276 1.1276
S1 1.1276 1.1276 1.1276 1.1276
S2 1.1276 1.1276 1.1276
S3 1.1276 1.1276 1.1276
S4 1.1276 1.1276 1.1276
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 1.1317 1.1210 0.0107 0.9% 0.0032 0.3% 61% False False 3
10 1.1430 1.1210 0.0220 2.0% 0.0038 0.3% 30% False False 6
20 1.1680 1.1210 0.0470 4.2% 0.0037 0.3% 14% False False 21
40 1.1706 1.1210 0.0496 4.4% 0.0030 0.3% 13% False False 11
60 1.2065 1.1210 0.0855 7.6% 0.0029 0.3% 8% False False 8
80 1.2267 1.1210 0.1057 9.4% 0.0033 0.3% 6% False False 6
100 1.2267 1.1210 0.1057 9.4% 0.0030 0.3% 6% False False 5
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1276
2.618 1.1276
1.618 1.1276
1.000 1.1276
0.618 1.1276
HIGH 1.1276
0.618 1.1276
0.500 1.1276
0.382 1.1276
LOW 1.1276
0.618 1.1276
1.000 1.1276
1.618 1.1276
2.618 1.1276
4.250 1.1276
Fisher Pivots for day following 04-Apr-2024
Pivot 1 day 3 day
R1 1.1276 1.1265
PP 1.1276 1.1254
S1 1.1276 1.1243

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

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