CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 04-Mar-2024
Day Change Summary
Previous Current
01-Mar-2024 04-Mar-2024 Change Change % Previous Week
Open 1.1674 1.1652 -0.0022 -0.2% 1.1717
High 1.1672 1.1652 -0.0020 -0.2% 1.1746
Low 1.1604 1.1652 0.0048 0.4% 1.1604
Close 1.1674 1.1652 -0.0022 -0.2% 1.1674
Range 0.0068 0.0000 -0.0068 -100.0% 0.0143
ATR 0.0045 0.0043 -0.0002 -3.7% 0.0000
Volume 21 0 -21 -100.0% 29
Daily Pivots for day following 04-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.1652 1.1652 1.1652
R3 1.1652 1.1652 1.1652
R2 1.1652 1.1652 1.1652
R1 1.1652 1.1652 1.1652 1.1652
PP 1.1652 1.1652 1.1652 1.1652
S1 1.1652 1.1652 1.1652 1.1652
S2 1.1652 1.1652 1.1652
S3 1.1652 1.1652 1.1652
S4 1.1652 1.1652 1.1652
Weekly Pivots for week ending 01-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.2102 1.2030 1.1752
R3 1.1959 1.1888 1.1713
R2 1.1817 1.1817 1.1700
R1 1.1745 1.1745 1.1687 1.1710
PP 1.1674 1.1674 1.1674 1.1657
S1 1.1603 1.1603 1.1660 1.1567
S2 1.1532 1.1532 1.1647
S3 1.1389 1.1460 1.1634
S4 1.1247 1.1318 1.1595
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1746 1.1604 0.0143 1.2% 0.0016 0.1% 34% False False 5
10 1.1746 1.1604 0.0143 1.2% 0.0008 0.1% 34% False False 2
20 1.1890 1.1604 0.0287 2.5% 0.0022 0.2% 17% False False 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1652
2.618 1.1652
1.618 1.1652
1.000 1.1652
0.618 1.1652
HIGH 1.1652
0.618 1.1652
0.500 1.1652
0.382 1.1652
LOW 1.1652
0.618 1.1652
1.000 1.1652
1.618 1.1652
2.618 1.1652
4.250 1.1652
Fisher Pivots for day following 04-Mar-2024
Pivot 1 day 3 day
R1 1.1652 1.1647
PP 1.1652 1.1642
S1 1.1652 1.1638

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

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