CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 22-Mar-2024
Day Change Summary
Previous Current
21-Mar-2024 22-Mar-2024 Change Change % Previous Week
Open 1.1540 1.1450 -0.0090 -0.8% 1.1620
High 1.1540 1.1478 -0.0062 -0.5% 1.1620
Low 1.1460 1.1418 -0.0043 -0.4% 1.1418
Close 1.1466 1.1455 -0.0011 -0.1% 1.1455
Range 0.0080 0.0061 -0.0020 -24.4% 0.0203
ATR 0.0047 0.0048 0.0001 2.1% 0.0000
Volume 10 4 -6 -60.0% 37
Daily Pivots for day following 22-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.1632 1.1604 1.1488
R3 1.1571 1.1543 1.1471
R2 1.1511 1.1511 1.1466
R1 1.1483 1.1483 1.1460 1.1497
PP 1.1450 1.1450 1.1450 1.1457
S1 1.1422 1.1422 1.1449 1.1436
S2 1.1390 1.1390 1.1443
S3 1.1329 1.1362 1.1438
S4 1.1269 1.1301 1.1421
Weekly Pivots for week ending 22-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.2105 1.1982 1.1566
R3 1.1902 1.1780 1.1510
R2 1.1700 1.1700 1.1492
R1 1.1577 1.1577 1.1473 1.1537
PP 1.1497 1.1497 1.1497 1.1477
S1 1.1375 1.1375 1.1436 1.1335
S2 1.1295 1.1295 1.1417
S3 1.1092 1.1172 1.1399
S4 1.0890 1.0970 1.1343
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1620 1.1418 0.0203 1.8% 0.0051 0.4% 18% False True 7
10 1.1729 1.1418 0.0312 2.7% 0.0036 0.3% 12% False True 4
20 1.1768 1.1418 0.0350 3.1% 0.0023 0.2% 11% False True 3
40 1.2055 1.1418 0.0637 5.6% 0.0029 0.3% 6% False True 3
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 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1735
2.618 1.1636
1.618 1.1576
1.000 1.1539
0.618 1.1515
HIGH 1.1478
0.618 1.1455
0.500 1.1448
0.382 1.1441
LOW 1.1418
0.618 1.1380
1.000 1.1357
1.618 1.1320
2.618 1.1259
4.250 1.1160
Fisher Pivots for day following 22-Mar-2024
Pivot 1 day 3 day
R1 1.1452 1.1514
PP 1.1450 1.1494
S1 1.1448 1.1474

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

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