CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 14-Mar-2024
Day Change Summary
Previous Current
13-Mar-2024 14-Mar-2024 Change Change % Previous Week
Open 1.1723 1.1702 -0.0022 -0.2% 1.1652
High 1.1723 1.1711 -0.0012 -0.1% 1.1768
Low 1.1723 1.1646 -0.0078 -0.7% 1.1652
Close 1.1723 1.1646 -0.0078 -0.7% 1.1738
Range 0.0000 0.0066 0.0066 0.0116
ATR 0.0033 0.0036 0.0003 9.5% 0.0000
Volume 0 11 11 0
Daily Pivots for day following 14-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.1864 1.1820 1.1682
R3 1.1798 1.1755 1.1664
R2 1.1733 1.1733 1.1658
R1 1.1689 1.1689 1.1652 1.1678
PP 1.1667 1.1667 1.1667 1.1662
S1 1.1624 1.1624 1.1639 1.1613
S2 1.1602 1.1602 1.1633
S3 1.1536 1.1558 1.1627
S4 1.1471 1.1493 1.1609
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 1.1646 0.0122 1.0% 0.0019 0.2% 0% False True 2
10 1.1768 1.1604 0.0164 1.4% 0.0016 0.1% 26% False False 3
20 1.1768 1.1604 0.0164 1.4% 0.0015 0.1% 26% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.1989
2.618 1.1882
1.618 1.1817
1.000 1.1777
0.618 1.1751
HIGH 1.1711
0.618 1.1686
0.500 1.1678
0.382 1.1671
LOW 1.1646
0.618 1.1605
1.000 1.1580
1.618 1.1540
2.618 1.1474
4.250 1.1367
Fisher Pivots for day following 14-Mar-2024
Pivot 1 day 3 day
R1 1.1678 1.1687
PP 1.1667 1.1673
S1 1.1656 1.1659

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

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