CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 11-Mar-2024
Day Change Summary
Previous Current
08-Mar-2024 11-Mar-2024 Change Change % Previous Week
Open 1.1738 1.1728 -0.0010 -0.1% 1.1652
High 1.1768 1.1728 -0.0040 -0.3% 1.1768
Low 1.1737 1.1728 -0.0009 -0.1% 1.1652
Close 1.1738 1.1728 -0.0010 -0.1% 1.1738
Range 0.0031 0.0000 -0.0031 -100.0% 0.0116
ATR 0.0040 0.0038 -0.0002 -5.5% 0.0000
Volume
Daily Pivots for day following 11-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.1728 1.1728 1.1728
R3 1.1728 1.1728 1.1728
R2 1.1728 1.1728 1.1728
R1 1.1728 1.1728 1.1728 1.1728
PP 1.1728 1.1728 1.1728 1.1728
S1 1.1728 1.1728 1.1728 1.1728
S2 1.1728 1.1728 1.1728
S3 1.1728 1.1728 1.1728
S4 1.1728 1.1728 1.1728
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 1.1667 0.0101 0.9% 0.0006 0.1% 61% False False
10 1.1768 1.1604 0.0164 1.4% 0.0011 0.1% 76% False False 2
20 1.1777 1.1604 0.0174 1.5% 0.0012 0.1% 72% False False 2
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1728
2.618 1.1728
1.618 1.1728
1.000 1.1728
0.618 1.1728
HIGH 1.1728
0.618 1.1728
0.500 1.1728
0.382 1.1728
LOW 1.1728
0.618 1.1728
1.000 1.1728
1.618 1.1728
2.618 1.1728
4.250 1.1728
Fisher Pivots for day following 11-Mar-2024
Pivot 1 day 3 day
R1 1.1728 1.1748
PP 1.1728 1.1741
S1 1.1728 1.1735

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

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