CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 05-Apr-2024
Day Change Summary
Previous Current
04-Apr-2024 05-Apr-2024 Change Change % Previous Week
Open 1.1276 1.1286 0.0010 0.1% 1.1253
High 1.1276 1.1314 0.0038 0.3% 1.1314
Low 1.1276 1.1228 -0.0048 -0.4% 1.1210
Close 1.1276 1.1286 0.0010 0.1% 1.1286
Range 0.0000 0.0086 0.0086 0.0104
ATR 0.0047 0.0050 0.0003 5.9% 0.0000
Volume 4 2 -2 -50.0% 16
Daily Pivots for day following 05-Apr-2024
Classic Woodie Camarilla DeMark
R4 1.1532 1.1494 1.1333
R3 1.1447 1.1409 1.1309
R2 1.1361 1.1361 1.1301
R1 1.1323 1.1323 1.1293 1.1328
PP 1.1276 1.1276 1.1276 1.1278
S1 1.1238 1.1238 1.1278 1.1243
S2 1.1190 1.1190 1.1270
S3 1.1105 1.1152 1.1262
S4 1.1019 1.1067 1.1238
Weekly Pivots for week ending 05-Apr-2024
Classic Woodie Camarilla DeMark
R4 1.1580 1.1536 1.1342
R3 1.1477 1.1433 1.1314
R2 1.1373 1.1373 1.1304
R1 1.1329 1.1329 1.1295 1.1351
PP 1.1270 1.1270 1.1270 1.1281
S1 1.1226 1.1226 1.1276 1.1248
S2 1.1166 1.1166 1.1267
S3 1.1063 1.1122 1.1257
S4 1.0959 1.1019 1.1229
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1314 1.1210 0.0104 0.9% 0.0034 0.3% 73% True False 3
10 1.1370 1.1210 0.0160 1.4% 0.0038 0.3% 47% False False 3
20 1.1680 1.1210 0.0470 4.2% 0.0040 0.4% 16% False False 21
40 1.1706 1.1210 0.0496 4.4% 0.0032 0.3% 15% False False 11
60 1.2047 1.1210 0.0837 7.4% 0.0030 0.3% 9% False False 8
80 1.2267 1.1210 0.1057 9.4% 0.0034 0.3% 7% False False 6
100 1.2267 1.1210 0.1057 9.4% 0.0031 0.3% 7% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1677
2.618 1.1537
1.618 1.1452
1.000 1.1399
0.618 1.1366
HIGH 1.1314
0.618 1.1281
0.500 1.1271
0.382 1.1261
LOW 1.1228
0.618 1.1175
1.000 1.1143
1.618 1.1090
2.618 1.1004
4.250 1.0865
Fisher Pivots for day following 05-Apr-2024
Pivot 1 day 3 day
R1 1.1281 1.1278
PP 1.1276 1.1270
S1 1.1271 1.1262

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

View Archives - Comment on this page... - Back to Index of Symbols