CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 15-Mar-2024
Day Change Summary
Previous Current
14-Mar-2024 15-Mar-2024 Change Change % Previous Week
Open 1.1702 1.1630 -0.0072 -0.6% 1.1728
High 1.1711 1.1667 -0.0045 -0.4% 1.1729
Low 1.1646 1.1630 -0.0016 -0.1% 1.1630
Close 1.1646 1.1646 0.0000 0.0% 1.1646
Range 0.0066 0.0037 -0.0029 -43.5% 0.0100
ATR 0.0036 0.0036 0.0000 0.1% 0.0000
Volume 11 1 -10 -90.9% 12
Daily Pivots for day following 15-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.1758 1.1739 1.1666
R3 1.1721 1.1702 1.1656
R2 1.1684 1.1684 1.1652
R1 1.1665 1.1665 1.1649 1.1675
PP 1.1647 1.1647 1.1647 1.1652
S1 1.1628 1.1628 1.1642 1.1638
S2 1.1610 1.1610 1.1639
S3 1.1573 1.1591 1.1635
S4 1.1536 1.1554 1.1625
Weekly Pivots for week ending 15-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.1967 1.1906 1.1700
R3 1.1867 1.1806 1.1673
R2 1.1768 1.1768 1.1664
R1 1.1707 1.1707 1.1655 1.1687
PP 1.1668 1.1668 1.1668 1.1658
S1 1.1607 1.1607 1.1636 1.1588
S2 1.1569 1.1569 1.1627
S3 1.1469 1.1508 1.1618
S4 1.1370 1.1408 1.1591
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1729 1.1630 0.0100 0.9% 0.0021 0.2% 16% False True 2
10 1.1768 1.1630 0.0138 1.2% 0.0013 0.1% 12% False True 1
20 1.1768 1.1604 0.0164 1.4% 0.0012 0.1% 26% 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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1824
2.618 1.1763
1.618 1.1726
1.000 1.1704
0.618 1.1689
HIGH 1.1667
0.618 1.1652
0.500 1.1648
0.382 1.1644
LOW 1.1630
0.618 1.1607
1.000 1.1593
1.618 1.1570
2.618 1.1533
4.250 1.1472
Fisher Pivots for day following 15-Mar-2024
Pivot 1 day 3 day
R1 1.1648 1.1676
PP 1.1647 1.1666
S1 1.1646 1.1656

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

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