CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 07-Mar-2024
Day Change Summary
Previous Current
06-Mar-2024 07-Mar-2024 Change Change % Previous Week
Open 1.1680 1.1740 0.0060 0.5% 1.1717
High 1.1680 1.1740 0.0060 0.5% 1.1746
Low 1.1680 1.1740 0.0060 0.5% 1.1604
Close 1.1680 1.1740 0.0060 0.5% 1.1674
Range
ATR 0.0039 0.0041 0.0001 3.7% 0.0000
Volume
Daily Pivots for day following 07-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.1740 1.1740 1.1740
R3 1.1740 1.1740 1.1740
R2 1.1740 1.1740 1.1740
R1 1.1740 1.1740 1.1740 1.1740
PP 1.1740 1.1740 1.1740 1.1740
S1 1.1740 1.1740 1.1740 1.1740
S2 1.1740 1.1740 1.1740
S3 1.1740 1.1740 1.1740
S4 1.1740 1.1740 1.1740
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 1.1740 1.1604 0.0137 1.2% 0.0014 0.1% 100% True False 4
10 1.1746 1.1604 0.0143 1.2% 0.0008 0.1% 96% False False 2
20 1.1817 1.1604 0.0213 1.8% 0.0013 0.1% 64% 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 1.1740
2.618 1.1740
1.618 1.1740
1.000 1.1740
0.618 1.1740
HIGH 1.1740
0.618 1.1740
0.500 1.1740
0.382 1.1740
LOW 1.1740
0.618 1.1740
1.000 1.1740
1.618 1.1740
2.618 1.1740
4.250 1.1740
Fisher Pivots for day following 07-Mar-2024
Pivot 1 day 3 day
R1 1.1740 1.1728
PP 1.1740 1.1716
S1 1.1740 1.1704

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

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