CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 25-Apr-2024
Day Change Summary
Previous Current
24-Apr-2024 25-Apr-2024 Change Change % Previous Week
Open 1.1131 1.1140 0.0009 0.1% 1.1120
High 1.1131 1.1140 0.0009 0.1% 1.1283
Low 1.1110 1.1100 -0.0010 -0.1% 1.1120
Close 1.1113 1.1139 0.0026 0.2% 1.1177
Range 0.0021 0.0040 0.0019 88.1% 0.0163
ATR 0.0050 0.0050 -0.0001 -1.5% 0.0000
Volume 22 23 1 4.5% 77
Daily Pivots for day following 25-Apr-2024
Classic Woodie Camarilla DeMark
R4 1.1245 1.1231 1.1160
R3 1.1205 1.1192 1.1149
R2 1.1166 1.1166 1.1146
R1 1.1152 1.1152 1.1142 1.1139
PP 1.1126 1.1126 1.1126 1.1120
S1 1.1113 1.1113 1.1135 1.1100
S2 1.1087 1.1087 1.1131
S3 1.1047 1.1073 1.1128
S4 1.1008 1.1034 1.1117
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 1.1100 0.0183 1.6% 0.0044 0.4% 21% False True 13
10 1.1283 1.1100 0.0183 1.6% 0.0039 0.4% 21% False True 16
20 1.1317 1.1100 0.0217 1.9% 0.0045 0.4% 18% False True 12
40 1.1680 1.1100 0.0580 5.2% 0.0039 0.4% 7% False True 16
60 1.1959 1.1100 0.0859 7.7% 0.0037 0.3% 4% False True 11
80 1.2124 1.1100 0.1024 9.2% 0.0035 0.3% 4% False True 9
100 1.2267 1.1100 0.1167 10.5% 0.0036 0.3% 3% False True 7
120 1.2267 1.1100 0.1167 10.5% 0.0032 0.3% 3% False True 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1307
2.618 1.1243
1.618 1.1203
1.000 1.1179
0.618 1.1164
HIGH 1.1140
0.618 1.1124
0.500 1.1120
0.382 1.1115
LOW 1.1100
0.618 1.1076
1.000 1.1061
1.618 1.1036
2.618 1.0997
4.250 1.0932
Fisher Pivots for day following 25-Apr-2024
Pivot 1 day 3 day
R1 1.1132 1.1136
PP 1.1126 1.1134
S1 1.1120 1.1131

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

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