CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 01-Apr-2024
Day Change Summary
Previous Current
28-Mar-2024 01-Apr-2024 Change Change % Previous Week
Open 1.1410 1.1368 -0.0042 -0.4% 1.1453
High 1.1430 1.1368 -0.0062 -0.5% 1.1453
Low 1.1355 1.1368 0.0013 0.1% 1.1350
Close 1.1410 1.1368 -0.0042 -0.4% 1.1410
Range 0.0075 0.0000 -0.0075 -100.0% 0.0103
ATR 0.0047 0.0047 0.0000 -0.8% 0.0000
Volume
Daily Pivots for day following 01-Apr-2024
Classic Woodie Camarilla DeMark
R4 1.1368 1.1368 1.1368
R3 1.1368 1.1368 1.1368
R2 1.1368 1.1368 1.1368
R1 1.1368 1.1368 1.1368 1.1368
PP 1.1368 1.1368 1.1368 1.1368
S1 1.1368 1.1368 1.1368 1.1368
S2 1.1368 1.1368 1.1368
S3 1.1368 1.1368 1.1368
S4 1.1368 1.1368 1.1368
Weekly Pivots for week ending 29-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.1713 1.1664 1.1466
R3 1.1610 1.1561 1.1438
R2 1.1507 1.1507 1.1428
R1 1.1458 1.1458 1.1419 1.1431
PP 1.1404 1.1404 1.1404 1.1391
S1 1.1355 1.1355 1.1400 1.1328
S2 1.1301 1.1301 1.1391
S3 1.1198 1.1252 1.1381
S4 1.1095 1.1149 1.1353
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1453 1.1350 0.0103 0.9% 0.0025 0.2% 17% False False 1
10 1.1620 1.1350 0.0270 2.4% 0.0038 0.3% 6% False False 4
20 1.1768 1.1350 0.0418 3.7% 0.0026 0.2% 4% False False 2
40 1.2055 1.1350 0.0705 6.2% 0.0028 0.2% 2% False False 3
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0007
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1368
2.618 1.1368
1.618 1.1368
1.000 1.1368
0.618 1.1368
HIGH 1.1368
0.618 1.1368
0.500 1.1368
0.382 1.1368
LOW 1.1368
0.618 1.1368
1.000 1.1368
1.618 1.1368
2.618 1.1368
4.250 1.1368
Fisher Pivots for day following 01-Apr-2024
Pivot 1 day 3 day
R1 1.1368 1.1390
PP 1.1368 1.1382
S1 1.1368 1.1375

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

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