CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 08-Mar-2024
Day Change Summary
Previous Current
07-Mar-2024 08-Mar-2024 Change Change % Previous Week
Open 1.1740 1.1738 -0.0003 0.0% 1.1652
High 1.1740 1.1768 0.0028 0.2% 1.1768
Low 1.1740 1.1737 -0.0004 0.0% 1.1652
Close 1.1740 1.1738 -0.0003 0.0% 1.1738
Range 0.0000 0.0031 0.0031 0.0116
ATR 0.0041 0.0040 -0.0001 -1.7% 0.0000
Volume
Daily Pivots for day following 08-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.1840 1.1820 1.1755
R3 1.1809 1.1789 1.1746
R2 1.1778 1.1778 1.1743
R1 1.1758 1.1758 1.1740 1.1753
PP 1.1747 1.1747 1.1747 1.1745
S1 1.1727 1.1727 1.1735 1.1722
S2 1.1716 1.1716 1.1732
S3 1.1685 1.1696 1.1729
S4 1.1654 1.1665 1.1720
Weekly Pivots for week ending 08-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.2067 1.2018 1.1801
R3 1.1951 1.1902 1.1769
R2 1.1835 1.1835 1.1759
R1 1.1786 1.1786 1.1748 1.1811
PP 1.1719 1.1719 1.1719 1.1731
S1 1.1670 1.1670 1.1727 1.1695
S2 1.1603 1.1603 1.1716
S3 1.1487 1.1554 1.1706
S4 1.1371 1.1438 1.1674
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1768 1.1652 0.0116 1.0% 0.0006 0.1% 74% True False
10 1.1768 1.1604 0.0164 1.4% 0.0011 0.1% 82% True False 2
20 1.1804 1.1604 0.0201 1.7% 0.0013 0.1% 67% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1899
2.618 1.1849
1.618 1.1818
1.000 1.1799
0.618 1.1787
HIGH 1.1768
0.618 1.1756
0.500 1.1752
0.382 1.1748
LOW 1.1737
0.618 1.1717
1.000 1.1706
1.618 1.1686
2.618 1.1655
4.250 1.1605
Fisher Pivots for day following 08-Mar-2024
Pivot 1 day 3 day
R1 1.1752 1.1733
PP 1.1747 1.1728
S1 1.1742 1.1724

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

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