CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 06-Mar-2024
Day Change Summary
Previous Current
05-Mar-2024 06-Mar-2024 Change Change % Previous Week
Open 1.1667 1.1680 0.0013 0.1% 1.1717
High 1.1667 1.1680 0.0013 0.1% 1.1746
Low 1.1667 1.1680 0.0013 0.1% 1.1604
Close 1.1667 1.1680 0.0013 0.1% 1.1674
Range
ATR 0.0041 0.0039 -0.0002 -4.9% 0.0000
Volume
Daily Pivots for day following 06-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.1680 1.1680 1.1680
R3 1.1680 1.1680 1.1680
R2 1.1680 1.1680 1.1680
R1 1.1680 1.1680 1.1680 1.1680
PP 1.1680 1.1680 1.1680 1.1680
S1 1.1680 1.1680 1.1680 1.1680
S2 1.1680 1.1680 1.1680
S3 1.1680 1.1680 1.1680
S4 1.1680 1.1680 1.1680
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 1.1680 1.1604 0.0077 0.7% 0.0014 0.1% 100% True False 5
10 1.1746 1.1604 0.0143 1.2% 0.0008 0.1% 54% False False 2
20 1.1868 1.1604 0.0264 2.3% 0.0017 0.1% 29% False False 2
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.1680
2.618 1.1680
1.618 1.1680
1.000 1.1680
0.618 1.1680
HIGH 1.1680
0.618 1.1680
0.500 1.1680
0.382 1.1680
LOW 1.1680
0.618 1.1680
1.000 1.1680
1.618 1.1680
2.618 1.1680
4.250 1.1680
Fisher Pivots for day following 06-Mar-2024
Pivot 1 day 3 day
R1 1.1680 1.1675
PP 1.1680 1.1671
S1 1.1680 1.1666

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

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