CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 16-Apr-2024
Day Change Summary
Previous Current
15-Apr-2024 16-Apr-2024 Change Change % Previous Week
Open 1.1120 1.1141 0.0021 0.2% 1.1232
High 1.1151 1.1156 0.0005 0.0% 1.1288
Low 1.1120 1.1141 0.0021 0.2% 1.1130
Close 1.1151 1.1156 0.0005 0.0% 1.1142
Range 0.0031 0.0015 -0.0016 -51.6% 0.0158
ATR 0.0055 0.0052 -0.0003 -5.2% 0.0000
Volume 11 5 -6 -54.5% 102
Daily Pivots for day following 16-Apr-2024
Classic Woodie Camarilla DeMark
R4 1.1196 1.1191 1.1164
R3 1.1181 1.1176 1.1160
R2 1.1166 1.1166 1.1158
R1 1.1161 1.1161 1.1157 1.1163
PP 1.1151 1.1151 1.1151 1.1152
S1 1.1146 1.1146 1.1154 1.1148
S2 1.1136 1.1136 1.1153
S3 1.1121 1.1131 1.1151
S4 1.1106 1.1116 1.1147
Weekly Pivots for week ending 12-Apr-2024
Classic Woodie Camarilla DeMark
R4 1.1661 1.1559 1.1229
R3 1.1503 1.1401 1.1185
R2 1.1345 1.1345 1.1171
R1 1.1243 1.1243 1.1156 1.1215
PP 1.1187 1.1187 1.1187 1.1173
S1 1.1085 1.1085 1.1128 1.1057
S2 1.1029 1.1029 1.1113
S3 1.0871 1.0927 1.1099
S4 1.0713 1.0769 1.1055
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1264 1.1120 0.0144 1.3% 0.0062 0.6% 25% False False 14
10 1.1314 1.1120 0.0194 1.7% 0.0052 0.5% 18% False False 12
20 1.1500 1.1120 0.0380 3.4% 0.0046 0.4% 9% False False 9
40 1.1680 1.1120 0.0560 5.0% 0.0034 0.3% 6% False False 14
60 1.1959 1.1120 0.0839 7.5% 0.0033 0.3% 4% False False 9
80 1.2267 1.1120 0.1147 10.3% 0.0036 0.3% 3% False False 7
100 1.2267 1.1120 0.1147 10.3% 0.0034 0.3% 3% False False 6
120 1.2267 1.1120 0.1147 10.3% 0.0031 0.3% 3% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1219
2.618 1.1195
1.618 1.1180
1.000 1.1171
0.618 1.1165
HIGH 1.1156
0.618 1.1150
0.500 1.1148
0.382 1.1146
LOW 1.1141
0.618 1.1131
1.000 1.1126
1.618 1.1116
2.618 1.1101
4.250 1.1077
Fisher Pivots for day following 16-Apr-2024
Pivot 1 day 3 day
R1 1.1153 1.1155
PP 1.1151 1.1155
S1 1.1148 1.1155

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

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