CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 06-Feb-2024
Day Change Summary
Previous Current
05-Feb-2024 06-Feb-2024 Change Change % Previous Week
Open 1.1890 1.1830 -0.0060 -0.5% 1.1966
High 1.1890 1.1855 -0.0035 -0.3% 1.2055
Low 1.1840 1.1810 -0.0030 -0.3% 1.1900
Close 1.1857 1.1855 -0.0002 0.0% 1.1913
Range 0.0050 0.0045 -0.0005 -10.0% 0.0155
ATR
Volume 10 3 -7 -70.0% 50
Daily Pivots for day following 06-Feb-2024
Classic Woodie Camarilla DeMark
R4 1.1975 1.1960 1.1880
R3 1.1930 1.1915 1.1867
R2 1.1885 1.1885 1.1863
R1 1.1870 1.1870 1.1859 1.1878
PP 1.1840 1.1840 1.1840 1.1844
S1 1.1825 1.1825 1.1851 1.1833
S2 1.1795 1.1795 1.1847
S3 1.1750 1.1780 1.1843
S4 1.1705 1.1735 1.1830
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 1.1810 0.0245 2.1% 0.0072 0.6% 18% False True 11
10 1.2055 1.1810 0.0245 2.1% 0.0045 0.4% 18% 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 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2046
2.618 1.1973
1.618 1.1928
1.000 1.1900
0.618 1.1883
HIGH 1.1855
0.618 1.1838
0.500 1.1833
0.382 1.1827
LOW 1.1810
0.618 1.1782
1.000 1.1765
1.618 1.1737
2.618 1.1692
4.250 1.1619
Fisher Pivots for day following 06-Feb-2024
Pivot 1 day 3 day
R1 1.1848 1.1932
PP 1.1840 1.1907
S1 1.1833 1.1881

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

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