CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 25-Mar-2024
Day Change Summary
Previous Current
22-Mar-2024 25-Mar-2024 Change Change % Previous Week
Open 1.1450 1.1453 0.0003 0.0% 1.1620
High 1.1478 1.1453 -0.0025 -0.2% 1.1620
Low 1.1418 1.1453 0.0036 0.3% 1.1418
Close 1.1455 1.1453 -0.0002 0.0% 1.1455
Range 0.0061 0.0000 -0.0061 -100.0% 0.0203
ATR 0.0048 0.0044 -0.0003 -6.9% 0.0000
Volume 4 0 -4 -100.0% 37
Daily Pivots for day following 25-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.1453 1.1453 1.1453
R3 1.1453 1.1453 1.1453
R2 1.1453 1.1453 1.1453
R1 1.1453 1.1453 1.1453 1.1453
PP 1.1453 1.1453 1.1453 1.1453
S1 1.1453 1.1453 1.1453 1.1453
S2 1.1453 1.1453 1.1453
S3 1.1453 1.1453 1.1453
S4 1.1453 1.1453 1.1453
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 1.1611 1.1418 0.0194 1.7% 0.0045 0.4% 18% False False 6
10 1.1729 1.1418 0.0312 2.7% 0.0036 0.3% 11% False False 4
20 1.1768 1.1418 0.0350 3.1% 0.0023 0.2% 10% False False 3
40 1.2055 1.1418 0.0637 5.6% 0.0027 0.2% 6% False False 3
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1453
2.618 1.1453
1.618 1.1453
1.000 1.1453
0.618 1.1453
HIGH 1.1453
0.618 1.1453
0.500 1.1453
0.382 1.1453
LOW 1.1453
0.618 1.1453
1.000 1.1453
1.618 1.1453
2.618 1.1453
4.250 1.1453
Fisher Pivots for day following 25-Mar-2024
Pivot 1 day 3 day
R1 1.1453 1.1479
PP 1.1453 1.1470
S1 1.1453 1.1462

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

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