CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 20-Feb-2024
Day Change Summary
Previous Current
16-Feb-2024 20-Feb-2024 Change Change % Previous Week
Open 1.1721 1.1708 -0.0013 -0.1% 1.1777
High 1.1721 1.1708 -0.0013 -0.1% 1.1777
Low 1.1691 1.1708 0.0017 0.1% 1.1634
Close 1.1721 1.1708 -0.0013 -0.1% 1.1721
Range 0.0030 0.0000 -0.0030 -100.0% 0.0144
ATR 0.0060 0.0057 -0.0003 -5.6% 0.0000
Volume
Daily Pivots for day following 20-Feb-2024
Classic Woodie Camarilla DeMark
R4 1.1708 1.1708 1.1708
R3 1.1708 1.1708 1.1708
R2 1.1708 1.1708 1.1708
R1 1.1708 1.1708 1.1708 1.1708
PP 1.1708 1.1708 1.1708 1.1708
S1 1.1708 1.1708 1.1708 1.1708
S2 1.1708 1.1708 1.1708
S3 1.1708 1.1708 1.1708
S4 1.1708 1.1708 1.1708
Weekly Pivots for week ending 16-Feb-2024
Classic Woodie Camarilla DeMark
R4 1.2141 1.2075 1.1800
R3 1.1998 1.1931 1.1760
R2 1.1854 1.1854 1.1747
R1 1.1788 1.1788 1.1734 1.1749
PP 1.1711 1.1711 1.1711 1.1691
S1 1.1644 1.1644 1.1708 1.1606
S2 1.1567 1.1567 1.1695
S3 1.1424 1.1501 1.1682
S4 1.1280 1.1357 1.1642
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1747 1.1634 0.0114 1.0% 0.0025 0.2% 66% False False 3
10 1.1868 1.1634 0.0234 2.0% 0.0030 0.3% 32% False False 2
20 1.2055 1.1634 0.0421 3.6% 0.0035 0.3% 18% False False 4
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1708
2.618 1.1708
1.618 1.1708
1.000 1.1708
0.618 1.1708
HIGH 1.1708
0.618 1.1708
0.500 1.1708
0.382 1.1708
LOW 1.1708
0.618 1.1708
1.000 1.1708
1.618 1.1708
2.618 1.1708
4.250 1.1708
Fisher Pivots for day following 20-Feb-2024
Pivot 1 day 3 day
R1 1.1708 1.1707
PP 1.1708 1.1705
S1 1.1708 1.1704

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

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