CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 27-Feb-2024
Day Change Summary
Previous Current
26-Feb-2024 27-Feb-2024 Change Change % Previous Week
Open 1.1717 1.1730 0.0013 0.1% 1.1708
High 1.1717 1.1730 0.0013 0.1% 1.1733
Low 1.1717 1.1730 0.0013 0.1% 1.1708
Close 1.1717 1.1730 0.0013 0.1% 1.1712
Range
ATR 0.0045 0.0043 -0.0002 -5.2% 0.0000
Volume
Daily Pivots for day following 27-Feb-2024
Classic Woodie Camarilla DeMark
R4 1.1730 1.1730 1.1730
R3 1.1730 1.1730 1.1730
R2 1.1730 1.1730 1.1730
R1 1.1730 1.1730 1.1730 1.1730
PP 1.1730 1.1730 1.1730 1.1730
S1 1.1730 1.1730 1.1730 1.1730
S2 1.1730 1.1730 1.1730
S3 1.1730 1.1730 1.1730
S4 1.1730 1.1730 1.1730
Weekly Pivots for week ending 23-Feb-2024
Classic Woodie Camarilla DeMark
R4 1.1791 1.1776 1.1725
R3 1.1766 1.1751 1.1718
R2 1.1742 1.1742 1.1716
R1 1.1727 1.1727 1.1714 1.1734
PP 1.1717 1.1717 1.1717 1.1721
S1 1.1702 1.1702 1.1709 1.1710
S2 1.1693 1.1693 1.1707
S3 1.1668 1.1678 1.1705
S4 1.1644 1.1653 1.1698
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1733 1.1712 0.0021 0.2% 0.0000 0.0% 86% False False
10 1.1747 1.1634 0.0114 1.0% 0.0012 0.1% 85% False False 1
20 1.2055 1.1634 0.0421 3.6% 0.0031 0.3% 23% 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 1.1730
2.618 1.1730
1.618 1.1730
1.000 1.1730
0.618 1.1730
HIGH 1.1730
0.618 1.1730
0.500 1.1730
0.382 1.1730
LOW 1.1730
0.618 1.1730
1.000 1.1730
1.618 1.1730
2.618 1.1730
4.250 1.1730
Fisher Pivots for day following 27-Feb-2024
Pivot 1 day 3 day
R1 1.1730 1.1727
PP 1.1730 1.1724
S1 1.1730 1.1721

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

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