CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 14-Feb-2024
Day Change Summary
Previous Current
13-Feb-2024 14-Feb-2024 Change Change % Previous Week
Open 1.1636 1.1662 0.0026 0.2% 1.1890
High 1.1636 1.1667 0.0031 0.3% 1.1890
Low 1.1662 1.1634 -0.0028 -0.2% 1.1779
Close 1.1636 1.1662 0.0026 0.2% 1.1784
Range -0.0026 0.0033 0.0059 -226.9% 0.0112
ATR 0.0061 0.0059 -0.0002 -3.3% 0.0000
Volume 14 0 -14 -100.0% 15
Daily Pivots for day following 14-Feb-2024
Classic Woodie Camarilla DeMark
R4 1.1753 1.1740 1.1680
R3 1.1720 1.1707 1.1671
R2 1.1687 1.1687 1.1668
R1 1.1674 1.1674 1.1665 1.1678
PP 1.1654 1.1654 1.1654 1.1656
S1 1.1641 1.1641 1.1658 1.1645
S2 1.1621 1.1621 1.1655
S3 1.1588 1.1608 1.1652
S4 1.1555 1.1575 1.1643
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 1.1817 1.1634 0.0183 1.6% 0.0014 0.1% 15% False True 3
10 1.2055 1.1634 0.0421 3.6% 0.0040 0.3% 7% False True 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0004
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1807
2.618 1.1753
1.618 1.1720
1.000 1.1700
0.618 1.1687
HIGH 1.1667
0.618 1.1654
0.500 1.1650
0.382 1.1646
LOW 1.1634
0.618 1.1613
1.000 1.1601
1.618 1.1580
2.618 1.1547
4.250 1.1493
Fisher Pivots for day following 14-Feb-2024
Pivot 1 day 3 day
R1 1.1658 1.1705
PP 1.1654 1.1691
S1 1.1650 1.1676

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

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