CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 15-Feb-2024
Day Change Summary
Previous Current
14-Feb-2024 15-Feb-2024 Change Change % Previous Week
Open 1.1662 1.1734 0.0073 0.6% 1.1890
High 1.1667 1.1747 0.0081 0.7% 1.1890
Low 1.1634 1.1661 0.0027 0.2% 1.1779
Close 1.1662 1.1734 0.0073 0.6% 1.1784
Range 0.0033 0.0087 0.0054 162.1% 0.0112
ATR 0.0059 0.0061 0.0002 3.3% 0.0000
Volume 0 1 1 15
Daily Pivots for day following 15-Feb-2024
Classic Woodie Camarilla DeMark
R4 1.1973 1.1940 1.1782
R3 1.1887 1.1854 1.1758
R2 1.1800 1.1800 1.1750
R1 1.1767 1.1767 1.1742 1.1777
PP 1.1714 1.1714 1.1714 1.1719
S1 1.1681 1.1681 1.1726 1.1691
S2 1.1627 1.1627 1.1718
S3 1.1541 1.1594 1.1710
S4 1.1454 1.1508 1.1686
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 1.1804 1.1634 0.0171 1.5% 0.0024 0.2% 59% False False 3
10 1.2055 1.1634 0.0421 3.6% 0.0048 0.4% 24% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.2115
2.618 1.1973
1.618 1.1887
1.000 1.1834
0.618 1.1800
HIGH 1.1747
0.618 1.1714
0.500 1.1704
0.382 1.1694
LOW 1.1661
0.618 1.1607
1.000 1.1574
1.618 1.1521
2.618 1.1434
4.250 1.1293
Fisher Pivots for day following 15-Feb-2024
Pivot 1 day 3 day
R1 1.1724 1.1719
PP 1.1714 1.1705
S1 1.1704 1.1690

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

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