CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 21-Feb-2024
Day Change Summary
Previous Current
20-Feb-2024 21-Feb-2024 Change Change % Previous Week
Open 1.1708 1.1733 0.0025 0.2% 1.1777
High 1.1708 1.1733 0.0025 0.2% 1.1777
Low 1.1708 1.1733 0.0025 0.2% 1.1634
Close 1.1708 1.1733 0.0025 0.2% 1.1721
Range
ATR 0.0057 0.0054 -0.0002 -4.1% 0.0000
Volume
Daily Pivots for day following 21-Feb-2024
Classic Woodie Camarilla DeMark
R4 1.1733 1.1733 1.1733
R3 1.1733 1.1733 1.1733
R2 1.1733 1.1733 1.1733
R1 1.1733 1.1733 1.1733 1.1733
PP 1.1733 1.1733 1.1733 1.1733
S1 1.1733 1.1733 1.1733 1.1733
S2 1.1733 1.1733 1.1733
S3 1.1733 1.1733 1.1733
S4 1.1733 1.1733 1.1733
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% 0.0030 0.3% 87% False False
10 1.1868 1.1634 0.0234 2.0% 0.0026 0.2% 42% False False 1
20 1.2055 1.1634 0.0421 3.6% 0.0035 0.3% 24% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 0.0001
Fibonacci Retracements and Extensions
4.250 1.1733
2.618 1.1733
1.618 1.1733
1.000 1.1733
0.618 1.1733
HIGH 1.1733
0.618 1.1733
0.500 1.1733
0.382 1.1733
LOW 1.1733
0.618 1.1733
1.000 1.1733
1.618 1.1733
2.618 1.1733
4.250 1.1733
Fisher Pivots for day following 21-Feb-2024
Pivot 1 day 3 day
R1 1.1733 1.1726
PP 1.1733 1.1719
S1 1.1733 1.1712

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

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