CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 13-Feb-2024
Day Change Summary
Previous Current
12-Feb-2024 13-Feb-2024 Change Change % Previous Week
Open 1.1777 1.1636 -0.0142 -1.2% 1.1890
High 1.1777 1.1636 -0.0142 -1.2% 1.1890
Low 1.1777 1.1662 -0.0116 -1.0% 1.1779
Close 1.1777 1.1636 -0.0142 -1.2% 1.1784
Range 0.0000 -0.0026 -0.0026 0.0112
ATR 0.0055 0.0061 0.0006 11.2% 0.0000
Volume 0 14 14 15
Daily Pivots for day following 13-Feb-2024
Classic Woodie Camarilla DeMark
R4 1.1566 1.1575 1.1621
R3 1.1592 1.1601 1.1628
R2 1.1618 1.1618 1.1631
R1 1.1627 1.1627 1.1633 1.1623
PP 1.1644 1.1644 1.1644 1.1642
S1 1.1653 1.1653 1.1638 1.1649
S2 1.1670 1.1670 1.1640
S3 1.1696 1.1679 1.1643
S4 1.1722 1.1705 1.1650
Weekly Pivots for week ending 09-Feb-2024
Classic Woodie Camarilla DeMark
R4 1.2152 1.2080 1.1845
R3 1.2041 1.1968 1.1815
R2 1.1929 1.1929 1.1804
R1 1.1857 1.1857 1.1794 1.1837
PP 1.1818 1.1818 1.1818 1.1808
S1 1.1745 1.1745 1.1774 1.1726
S2 1.1706 1.1706 1.1764
S3 1.1595 1.1634 1.1753
S4 1.1483 1.1522 1.1723
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1868 1.1662 0.0206 1.8% 0.0022 0.2% -13% False True 3
10 1.2055 1.1662 0.0393 3.4% 0.0047 0.4% -7% False True 7
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 0.0004
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.1525
2.618 1.1567
1.618 1.1593
1.000 1.1610
0.618 1.1619
HIGH 1.1636
0.618 1.1645
0.500 1.1649
0.382 1.1652
LOW 1.1662
0.618 1.1678
1.000 1.1688
1.618 1.1704
2.618 1.1730
4.250 1.1772
Fisher Pivots for day following 13-Feb-2024
Pivot 1 day 3 day
R1 1.1649 1.1733
PP 1.1644 1.1700
S1 1.1640 1.1668

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

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