CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 05-Feb-2024
Day Change Summary
Previous Current
02-Feb-2024 05-Feb-2024 Change Change % Previous Week
Open 1.2030 1.1890 -0.0140 -1.2% 1.1966
High 1.2055 1.1890 -0.0165 -1.4% 1.2055
Low 1.1900 1.1840 -0.0060 -0.5% 1.1900
Close 1.1913 1.1857 -0.0056 -0.5% 1.1913
Range 0.0155 0.0050 -0.0105 -67.7% 0.0155
ATR
Volume 41 10 -31 -75.6% 50
Daily Pivots for day following 05-Feb-2024
Classic Woodie Camarilla DeMark
R4 1.2012 1.1984 1.1884
R3 1.1962 1.1934 1.1870
R2 1.1912 1.1912 1.1866
R1 1.1884 1.1884 1.1861 1.1873
PP 1.1862 1.1862 1.1862 1.1857
S1 1.1834 1.1834 1.1852 1.1823
S2 1.1812 1.1812 1.1847
S3 1.1762 1.1784 1.1843
S4 1.1712 1.1734 1.1829
Weekly Pivots for week ending 02-Feb-2024
Classic Woodie Camarilla DeMark
R4 1.2421 1.2322 1.1998
R3 1.2266 1.2167 1.1955
R2 1.2111 1.2111 1.1941
R1 1.2012 1.2012 1.1927 1.1984
PP 1.1956 1.1956 1.1956 1.1942
S1 1.1857 1.1857 1.1898 1.1829
S2 1.1801 1.1801 1.1884
S3 1.1646 1.1702 1.1870
S4 1.1491 1.1547 1.1827
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2055 1.1840 0.0215 1.8% 0.0063 0.5% 8% False True 12
10 1.2055 1.1840 0.0215 1.8% 0.0040 0.3% 8% False True 6
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2103
2.618 1.2021
1.618 1.1971
1.000 1.1940
0.618 1.1921
HIGH 1.1890
0.618 1.1871
0.500 1.1865
0.382 1.1859
LOW 1.1840
0.618 1.1809
1.000 1.1790
1.618 1.1759
2.618 1.1709
4.250 1.1628
Fisher Pivots for day following 05-Feb-2024
Pivot 1 day 3 day
R1 1.1865 1.1947
PP 1.1862 1.1917
S1 1.1859 1.1887

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

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