CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 26-Apr-2024
Day Change Summary
Previous Current
25-Apr-2024 26-Apr-2024 Change Change % Previous Week
Open 1.1140 1.1139 -0.0001 0.0% 1.1164
High 1.1140 1.1170 0.0030 0.3% 1.1170
Low 1.1100 1.1110 0.0010 0.1% 1.1100
Close 1.1139 1.1127 -0.0012 -0.1% 1.1127
Range 0.0040 0.0060 0.0021 51.9% 0.0070
ATR 0.0050 0.0050 0.0001 1.5% 0.0000
Volume 23 16 -7 -30.4% 66
Daily Pivots for day following 26-Apr-2024
Classic Woodie Camarilla DeMark
R4 1.1315 1.1281 1.1160
R3 1.1255 1.1221 1.1143
R2 1.1195 1.1195 1.1138
R1 1.1161 1.1161 1.1132 1.1148
PP 1.1135 1.1135 1.1135 1.1129
S1 1.1101 1.1101 1.1121 1.1088
S2 1.1075 1.1075 1.1116
S3 1.1015 1.1041 1.1110
S4 1.0955 1.0981 1.1094
Weekly Pivots for week ending 26-Apr-2024
Classic Woodie Camarilla DeMark
R4 1.1341 1.1303 1.1165
R3 1.1271 1.1234 1.1146
R2 1.1202 1.1202 1.1139
R1 1.1164 1.1164 1.1133 1.1148
PP 1.1132 1.1132 1.1132 1.1124
S1 1.1095 1.1095 1.1120 1.1079
S2 1.1063 1.1063 1.1114
S3 1.0993 1.1025 1.1107
S4 1.0924 1.0956 1.1088
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1170 1.1100 0.0070 0.6% 0.0028 0.2% 38% True False 13
10 1.1283 1.1100 0.0183 1.6% 0.0040 0.4% 14% False False 14
20 1.1314 1.1100 0.0214 1.9% 0.0044 0.4% 12% False False 13
40 1.1680 1.1100 0.0580 5.2% 0.0041 0.4% 5% False False 17
60 1.1959 1.1100 0.0859 7.7% 0.0038 0.3% 3% False False 12
80 1.2124 1.1100 0.1024 9.2% 0.0035 0.3% 3% False False 9
100 1.2267 1.1100 0.1167 10.5% 0.0035 0.3% 2% False False 7
120 1.2267 1.1100 0.1167 10.5% 0.0033 0.3% 2% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1425
2.618 1.1327
1.618 1.1267
1.000 1.1230
0.618 1.1207
HIGH 1.1170
0.618 1.1147
0.500 1.1140
0.382 1.1132
LOW 1.1110
0.618 1.1072
1.000 1.1050
1.618 1.1012
2.618 1.0952
4.250 1.0855
Fisher Pivots for day following 26-Apr-2024
Pivot 1 day 3 day
R1 1.1140 1.1135
PP 1.1135 1.1132
S1 1.1131 1.1129

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

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