CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 17-Jun-2024
Day Change Summary
Previous Current
14-Jun-2024 17-Jun-2024 Change Change % Previous Week
Open 1.1314 1.1358 0.0044 0.4% 1.1274
High 1.1364 1.1361 -0.0003 0.0% 1.1368
Low 1.1296 1.1313 0.0018 0.2% 1.1244
Close 1.1354 1.1356 0.0002 0.0% 1.1354
Range 0.0068 0.0048 -0.0020 -29.4% 0.0124
ATR 0.0065 0.0064 -0.0001 -1.9% 0.0000
Volume 39,843 24,587 -15,256 -38.3% 242,227
Daily Pivots for day following 17-Jun-2024
Classic Woodie Camarilla DeMark
R4 1.1487 1.1469 1.1382
R3 1.1439 1.1421 1.1369
R2 1.1391 1.1391 1.1364
R1 1.1373 1.1373 1.1360 1.1358
PP 1.1343 1.1343 1.1343 1.1336
S1 1.1325 1.1325 1.1351 1.1310
S2 1.1295 1.1295 1.1347
S3 1.1247 1.1277 1.1342
S4 1.1199 1.1229 1.1329
Weekly Pivots for week ending 14-Jun-2024
Classic Woodie Camarilla DeMark
R4 1.1694 1.1648 1.1422
R3 1.1570 1.1524 1.1388
R2 1.1446 1.1446 1.1376
R1 1.1400 1.1400 1.1365 1.1423
PP 1.1322 1.1322 1.1322 1.1333
S1 1.1276 1.1276 1.1342 1.1299
S2 1.1198 1.1198 1.1331
S3 1.1074 1.1152 1.1319
S4 1.0950 1.1028 1.1285
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1368 1.1244 0.0124 1.1% 0.0063 0.6% 90% False False 49,637
10 1.1389 1.1244 0.0145 1.3% 0.0070 0.6% 77% False False 27,761
20 1.1389 1.1061 0.0328 2.9% 0.0064 0.6% 90% False False 14,243
40 1.1389 1.1020 0.0369 3.2% 0.0057 0.5% 91% False False 7,150
60 1.1389 1.1020 0.0369 3.2% 0.0054 0.5% 91% False False 4,770
80 1.1680 1.1020 0.0660 5.8% 0.0047 0.4% 51% False False 3,582
100 1.1959 1.1020 0.0939 8.3% 0.0045 0.4% 36% False False 2,866
120 1.2267 1.1020 0.1247 11.0% 0.0044 0.4% 27% False False 2,389
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1565
2.618 1.1487
1.618 1.1439
1.000 1.1409
0.618 1.1391
HIGH 1.1361
0.618 1.1343
0.500 1.1337
0.382 1.1331
LOW 1.1313
0.618 1.1283
1.000 1.1265
1.618 1.1235
2.618 1.1187
4.250 1.1109
Fisher Pivots for day following 17-Jun-2024
Pivot 1 day 3 day
R1 1.1349 1.1343
PP 1.1343 1.1330
S1 1.1337 1.1317

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

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