CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 24-Apr-2024
Day Change Summary
Previous Current
23-Apr-2024 24-Apr-2024 Change Change % Previous Week
Open 1.1163 1.1131 -0.0032 -0.3% 1.1120
High 1.1163 1.1131 -0.0032 -0.3% 1.1283
Low 1.1145 1.1110 -0.0035 -0.3% 1.1120
Close 1.1156 1.1113 -0.0043 -0.4% 1.1177
Range 0.0018 0.0021 0.0004 20.0% 0.0163
ATR 0.0051 0.0050 0.0000 -0.7% 0.0000
Volume 5 22 17 340.0% 77
Daily Pivots for day following 24-Apr-2024
Classic Woodie Camarilla DeMark
R4 1.1181 1.1168 1.1125
R3 1.1160 1.1147 1.1119
R2 1.1139 1.1139 1.1117
R1 1.1126 1.1126 1.1115 1.1122
PP 1.1118 1.1118 1.1118 1.1116
S1 1.1105 1.1105 1.1111 1.1101
S2 1.1097 1.1097 1.1109
S3 1.1076 1.1084 1.1107
S4 1.1055 1.1063 1.1101
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 1.1110 0.0173 1.6% 0.0044 0.4% 2% False True 12
10 1.1283 1.1110 0.0173 1.6% 0.0044 0.4% 2% False True 14
20 1.1317 1.1110 0.0207 1.9% 0.0045 0.4% 1% False True 11
40 1.1680 1.1110 0.0570 5.1% 0.0038 0.3% 1% False True 16
60 1.1959 1.1110 0.0849 7.6% 0.0036 0.3% 0% False True 11
80 1.2267 1.1110 0.1157 10.4% 0.0035 0.3% 0% False True 8
100 1.2267 1.1110 0.1157 10.4% 0.0035 0.3% 0% False True 7
120 1.2267 1.1110 0.1157 10.4% 0.0032 0.3% 0% False True 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1220
2.618 1.1186
1.618 1.1165
1.000 1.1152
0.618 1.1144
HIGH 1.1131
0.618 1.1123
0.500 1.1121
0.382 1.1118
LOW 1.1110
0.618 1.1097
1.000 1.1089
1.618 1.1076
2.618 1.1055
4.250 1.1021
Fisher Pivots for day following 24-Apr-2024
Pivot 1 day 3 day
R1 1.1121 1.1137
PP 1.1118 1.1129
S1 1.1116 1.1121

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

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