CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 09-Jul-2024
Day Change Summary
Previous Current
08-Jul-2024 09-Jul-2024 Change Change % Previous Week
Open 1.1259 1.1232 -0.0027 -0.2% 1.1234
High 1.1275 1.1241 -0.0034 -0.3% 1.1263
Low 1.1233 1.1215 -0.0019 -0.2% 1.1144
Close 1.1241 1.1229 -0.0012 -0.1% 1.1257
Range 0.0042 0.0027 -0.0015 -36.1% 0.0119
ATR 0.0063 0.0061 -0.0003 -4.2% 0.0000
Volume 19,318 17,811 -1,507 -7.8% 126,651
Daily Pivots for day following 09-Jul-2024
Classic Woodie Camarilla DeMark
R4 1.1308 1.1295 1.1244
R3 1.1281 1.1268 1.1236
R2 1.1255 1.1255 1.1234
R1 1.1242 1.1242 1.1231 1.1235
PP 1.1228 1.1228 1.1228 1.1225
S1 1.1215 1.1215 1.1227 1.1209
S2 1.1202 1.1202 1.1224
S3 1.1175 1.1189 1.1222
S4 1.1149 1.1162 1.1214
Weekly Pivots for week ending 05-Jul-2024
Classic Woodie Camarilla DeMark
R4 1.1577 1.1535 1.1322
R3 1.1458 1.1417 1.1289
R2 1.1340 1.1340 1.1278
R1 1.1298 1.1298 1.1267 1.1319
PP 1.1221 1.1221 1.1221 1.1231
S1 1.1180 1.1180 1.1246 1.1200
S2 1.1103 1.1103 1.1235
S3 1.0984 1.1061 1.1224
S4 1.0866 1.0943 1.1191
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1275 1.1144 0.0131 1.2% 0.0057 0.5% 65% False False 26,008
10 1.1331 1.1144 0.0187 1.7% 0.0054 0.5% 45% False False 26,584
20 1.1449 1.1144 0.0305 2.7% 0.0060 0.5% 28% False False 34,871
40 1.1449 1.1061 0.0388 3.5% 0.0061 0.5% 43% False False 17,907
60 1.1449 1.1020 0.0429 3.8% 0.0057 0.5% 49% False False 11,945
80 1.1611 1.1020 0.0591 5.3% 0.0055 0.5% 35% False False 8,961
100 1.1680 1.1020 0.0660 5.9% 0.0048 0.4% 32% False False 7,172
120 1.1959 1.1020 0.0939 8.4% 0.0045 0.4% 22% False False 5,977
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0012
Narrowest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 1.1354
2.618 1.1310
1.618 1.1284
1.000 1.1268
0.618 1.1257
HIGH 1.1241
0.618 1.1231
0.500 1.1228
0.382 1.1225
LOW 1.1215
0.618 1.1198
1.000 1.1188
1.618 1.1172
2.618 1.1145
4.250 1.1102
Fisher Pivots for day following 09-Jul-2024
Pivot 1 day 3 day
R1 1.1229 1.1225
PP 1.1228 1.1220
S1 1.1228 1.1216

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

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