CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 18-Mar-2024
Day Change Summary
Previous Current
15-Mar-2024 18-Mar-2024 Change Change % Previous Week
Open 1.1630 1.1620 -0.0010 -0.1% 1.1728
High 1.1667 1.1620 -0.0047 -0.4% 1.1729
Low 1.1630 1.1590 -0.0040 -0.3% 1.1630
Close 1.1646 1.1591 -0.0055 -0.5% 1.1646
Range 0.0037 0.0030 -0.0007 -18.9% 0.0100
ATR 0.0036 0.0038 0.0001 3.7% 0.0000
Volume 1 7 6 600.0% 12
Daily Pivots for day following 18-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.1690 1.1670 1.1607
R3 1.1660 1.1640 1.1599
R2 1.1630 1.1630 1.1596
R1 1.1610 1.1610 1.1593 1.1605
PP 1.1600 1.1600 1.1600 1.1598
S1 1.1580 1.1580 1.1588 1.1575
S2 1.1570 1.1570 1.1585
S3 1.1540 1.1550 1.1582
S4 1.1510 1.1520 1.1574
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 1.1590 0.0139 1.2% 0.0027 0.2% 0% False True 3
10 1.1768 1.1590 0.0178 1.5% 0.0016 0.1% 0% False True 1
20 1.1768 1.1590 0.0178 1.5% 0.0012 0.1% 0% False True 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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1748
2.618 1.1699
1.618 1.1669
1.000 1.1650
0.618 1.1639
HIGH 1.1620
0.618 1.1609
0.500 1.1605
0.382 1.1601
LOW 1.1590
0.618 1.1571
1.000 1.1560
1.618 1.1541
2.618 1.1511
4.250 1.1463
Fisher Pivots for day following 18-Mar-2024
Pivot 1 day 3 day
R1 1.1605 1.1651
PP 1.1600 1.1631
S1 1.1595 1.1611

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

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