CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 22-Apr-2024
Day Change Summary
Previous Current
19-Apr-2024 22-Apr-2024 Change Change % Previous Week
Open 1.1219 1.1164 -0.0056 -0.5% 1.1120
High 1.1283 1.1164 -0.0120 -1.1% 1.1283
Low 1.1140 1.1164 0.0024 0.2% 1.1120
Close 1.1177 1.1164 -0.0014 -0.1% 1.1177
Range 0.0143 0.0000 -0.0143 -100.0% 0.0163
ATR 0.0056 0.0053 -0.0003 -5.4% 0.0000
Volume 18 0 -18 -100.0% 77
Daily Pivots for day following 22-Apr-2024
Classic Woodie Camarilla DeMark
R4 1.1164 1.1164 1.1164
R3 1.1164 1.1164 1.1164
R2 1.1164 1.1164 1.1164
R1 1.1164 1.1164 1.1164 1.1164
PP 1.1164 1.1164 1.1164 1.1164
S1 1.1164 1.1164 1.1164 1.1164
S2 1.1164 1.1164 1.1164
S3 1.1164 1.1164 1.1164
S4 1.1164 1.1164 1.1164
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 1.1140 0.0143 1.3% 0.0045 0.4% 16% False False 13
10 1.1288 1.1120 0.0168 1.5% 0.0056 0.5% 26% False False 17
20 1.1352 1.1120 0.0232 2.1% 0.0045 0.4% 19% False False 10
40 1.1680 1.1120 0.0560 5.0% 0.0037 0.3% 8% False False 15
60 1.1959 1.1120 0.0839 7.5% 0.0037 0.3% 5% False False 11
80 1.2267 1.1120 0.1147 10.3% 0.0037 0.3% 4% False False 8
100 1.2267 1.1120 0.1147 10.3% 0.0035 0.3% 4% False False 6
120 1.2267 1.1120 0.1147 10.3% 0.0032 0.3% 4% 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 0.0010
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.1164
2.618 1.1164
1.618 1.1164
1.000 1.1164
0.618 1.1164
HIGH 1.1164
0.618 1.1164
0.500 1.1164
0.382 1.1164
LOW 1.1164
0.618 1.1164
1.000 1.1164
1.618 1.1164
2.618 1.1164
4.250 1.1164
Fisher Pivots for day following 22-Apr-2024
Pivot 1 day 3 day
R1 1.1164 1.1212
PP 1.1164 1.1196
S1 1.1164 1.1180

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

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