CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 19-Apr-2024
Day Change Summary
Previous Current
18-Apr-2024 19-Apr-2024 Change Change % Previous Week
Open 1.1177 1.1219 0.0043 0.4% 1.1120
High 1.1193 1.1283 0.0091 0.8% 1.1283
Low 1.1152 1.1140 -0.0012 -0.1% 1.1120
Close 1.1152 1.1177 0.0025 0.2% 1.1177
Range 0.0041 0.0143 0.0103 253.1% 0.0163
ATR 0.0050 0.0056 0.0007 13.4% 0.0000
Volume 15 18 3 20.0% 77
Daily Pivots for day following 19-Apr-2024
Classic Woodie Camarilla DeMark
R4 1.1629 1.1546 1.1256
R3 1.1486 1.1403 1.1216
R2 1.1343 1.1343 1.1203
R1 1.1260 1.1260 1.1190 1.1230
PP 1.1200 1.1200 1.1200 1.1185
S1 1.1117 1.1117 1.1164 1.1087
S2 1.1057 1.1057 1.1151
S3 1.0914 1.0974 1.1138
S4 1.0771 1.0831 1.1098
Weekly Pivots for week ending 19-Apr-2024
Classic Woodie Camarilla DeMark
R4 1.1682 1.1593 1.1267
R3 1.1519 1.1430 1.1222
R2 1.1356 1.1356 1.1207
R1 1.1267 1.1267 1.1192 1.1312
PP 1.1193 1.1193 1.1193 1.1216
S1 1.1104 1.1104 1.1162 1.1149
S2 1.1030 1.1030 1.1147
S3 1.0867 1.0941 1.1132
S4 1.0704 1.0778 1.1087
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1283 1.1120 0.0163 1.5% 0.0052 0.5% 35% True False 15
10 1.1288 1.1120 0.0168 1.5% 0.0058 0.5% 34% False False 17
20 1.1370 1.1120 0.0250 2.2% 0.0048 0.4% 23% False False 10
40 1.1680 1.1120 0.0560 5.0% 0.0037 0.3% 10% False False 15
60 1.1959 1.1120 0.0839 7.5% 0.0037 0.3% 7% False False 11
80 1.2267 1.1120 0.1147 10.3% 0.0038 0.3% 5% False False 8
100 1.2267 1.1120 0.1147 10.3% 0.0035 0.3% 5% False False 6
120 1.2267 1.1120 0.1147 10.3% 0.0032 0.3% 5% 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 0.0010
Widest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 1.1891
2.618 1.1657
1.618 1.1514
1.000 1.1426
0.618 1.1371
HIGH 1.1283
0.618 1.1228
0.500 1.1212
0.382 1.1195
LOW 1.1140
0.618 1.1052
1.000 1.0997
1.618 1.0909
2.618 1.0766
4.250 1.0532
Fisher Pivots for day following 19-Apr-2024
Pivot 1 day 3 day
R1 1.1212 1.1212
PP 1.1200 1.1200
S1 1.1189 1.1189

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

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