CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 28-Feb-2024
Day Change Summary
Previous Current
27-Feb-2024 28-Feb-2024 Change Change % Previous Week
Open 1.1730 1.1746 0.0017 0.1% 1.1708
High 1.1730 1.1746 0.0017 0.1% 1.1733
Low 1.1730 1.1734 0.0005 0.0% 1.1708
Close 1.1730 1.1734 0.0005 0.0% 1.1712
Range 0.0000 0.0012 0.0012 0.0025
ATR 0.0043 0.0041 -0.0002 -4.4% 0.0000
Volume 0 2 2 0
Daily Pivots for day following 28-Feb-2024
Classic Woodie Camarilla DeMark
R4 1.1774 1.1766 1.1741
R3 1.1762 1.1754 1.1737
R2 1.1750 1.1750 1.1736
R1 1.1742 1.1742 1.1735 1.1740
PP 1.1738 1.1738 1.1738 1.1737
S1 1.1730 1.1730 1.1733 1.1728
S2 1.1726 1.1726 1.1732
S3 1.1714 1.1718 1.1731
S4 1.1702 1.1706 1.1727
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 1.1746 1.1712 0.0035 0.3% 0.0002 0.0% 65% True False
10 1.1747 1.1634 0.0114 1.0% 0.0016 0.1% 89% False False
20 1.2055 1.1634 0.0421 3.6% 0.0032 0.3% 24% False False 3
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 0.0002
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1797
2.618 1.1777
1.618 1.1765
1.000 1.1758
0.618 1.1753
HIGH 1.1746
0.618 1.1741
0.500 1.1740
0.382 1.1739
LOW 1.1734
0.618 1.1727
1.000 1.1722
1.618 1.1715
2.618 1.1703
4.250 1.1683
Fisher Pivots for day following 28-Feb-2024
Pivot 1 day 3 day
R1 1.1740 1.1733
PP 1.1738 1.1732
S1 1.1736 1.1732

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

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