CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 07-Feb-2024
Day Change Summary
Previous Current
06-Feb-2024 07-Feb-2024 Change Change % Previous Week
Open 1.1830 1.1800 -0.0030 -0.3% 1.1966
High 1.1855 1.1868 0.0013 0.1% 1.2055
Low 1.1810 1.1794 -0.0016 -0.1% 1.1900
Close 1.1855 1.1800 -0.0056 -0.5% 1.1913
Range 0.0045 0.0074 0.0029 63.3% 0.0155
ATR
Volume 3 1 -2 -66.7% 50
Daily Pivots for day following 07-Feb-2024
Classic Woodie Camarilla DeMark
R4 1.2041 1.1994 1.1840
R3 1.1967 1.1920 1.1820
R2 1.1894 1.1894 1.1813
R1 1.1847 1.1847 1.1806 1.1834
PP 1.1820 1.1820 1.1820 1.1814
S1 1.1773 1.1773 1.1793 1.1760
S2 1.1747 1.1747 1.1786
S3 1.1673 1.1700 1.1779
S4 1.1600 1.1626 1.1759
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 1.1794 0.0261 2.2% 0.0066 0.6% 2% False True 11
10 1.2055 1.1794 0.0261 2.2% 0.0052 0.4% 2% False True 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2180
2.618 1.2060
1.618 1.1986
1.000 1.1941
0.618 1.1913
HIGH 1.1868
0.618 1.1839
0.500 1.1831
0.382 1.1822
LOW 1.1794
0.618 1.1749
1.000 1.1721
1.618 1.1675
2.618 1.1602
4.250 1.1482
Fisher Pivots for day following 07-Feb-2024
Pivot 1 day 3 day
R1 1.1831 1.1842
PP 1.1820 1.1828
S1 1.1810 1.1814

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

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