CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 21-Mar-2024
Day Change Summary
Previous Current
20-Mar-2024 21-Mar-2024 Change Change % Previous Week
Open 1.1560 1.1540 -0.0020 -0.2% 1.1728
High 1.1611 1.1540 -0.0071 -0.6% 1.1729
Low 1.1550 1.1460 -0.0090 -0.8% 1.1630
Close 1.1611 1.1466 -0.0146 -1.3% 1.1646
Range 0.0061 0.0080 0.0019 31.1% 0.0100
ATR 0.0039 0.0047 0.0008 20.9% 0.0000
Volume 6 10 4 66.7% 12
Daily Pivots for day following 21-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.1729 1.1677 1.1510
R3 1.1649 1.1597 1.1488
R2 1.1569 1.1569 1.1480
R1 1.1517 1.1517 1.1473 1.1503
PP 1.1489 1.1489 1.1489 1.1481
S1 1.1437 1.1437 1.1458 1.1423
S2 1.1409 1.1409 1.1451
S3 1.1329 1.1357 1.1444
S4 1.1249 1.1277 1.1422
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 1.1667 1.1460 0.0207 1.8% 0.0046 0.4% 3% False True 6
10 1.1768 1.1460 0.0308 2.7% 0.0033 0.3% 2% False True 4
20 1.1768 1.1460 0.0308 2.7% 0.0020 0.2% 2% False True 3
40 1.2055 1.1460 0.0595 5.2% 0.0028 0.2% 1% False True 3
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 0.0003
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 1.1880
2.618 1.1749
1.618 1.1669
1.000 1.1620
0.618 1.1589
HIGH 1.1540
0.618 1.1509
0.500 1.1500
0.382 1.1491
LOW 1.1460
0.618 1.1411
1.000 1.1380
1.618 1.1331
2.618 1.1251
4.250 1.1120
Fisher Pivots for day following 21-Mar-2024
Pivot 1 day 3 day
R1 1.1500 1.1536
PP 1.1489 1.1512
S1 1.1477 1.1489

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

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