CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 03-Apr-2024
Day Change Summary
Previous Current
02-Apr-2024 03-Apr-2024 Change Change % Previous Week
Open 1.1340 1.1320 -0.0020 -0.2% 1.1453
High 1.1340 1.1390 0.0050 0.4% 1.1453
Low 1.1330 1.1320 -0.0010 -0.1% 1.1350
Close 1.1333 1.1390 0.0058 0.5% 1.1410
Range 0.0010 0.0070 0.0060 600.0% 0.0103
ATR 0.0046 0.0048 0.0002 3.6% 0.0000
Volume 2 2 0 0.0% 7
Daily Pivots for day following 03-Apr-2024
Classic Woodie Camarilla DeMark
R4 1.1577 1.1553 1.1429
R3 1.1507 1.1483 1.1409
R2 1.1437 1.1437 1.1403
R1 1.1413 1.1413 1.1396 1.1425
PP 1.1367 1.1367 1.1367 1.1373
S1 1.1343 1.1343 1.1384 1.1355
S2 1.1297 1.1297 1.1377
S3 1.1227 1.1273 1.1371
S4 1.1157 1.1203 1.1352
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 1.1430 1.1320 0.0110 1.0% 0.0037 0.3% 64% False True 1
10 1.1611 1.1320 0.0291 2.6% 0.0041 0.4% 24% False True 3
20 1.1768 1.1320 0.0448 3.9% 0.0030 0.3% 16% False True 3
40 1.1868 1.1320 0.0548 4.8% 0.0024 0.2% 13% False True 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1688
2.618 1.1573
1.618 1.1503
1.000 1.1460
0.618 1.1433
HIGH 1.1390
0.618 1.1363
0.500 1.1355
0.382 1.1347
LOW 1.1320
0.618 1.1277
1.000 1.1250
1.618 1.1207
2.618 1.1137
4.250 1.1023
Fisher Pivots for day following 03-Apr-2024
Pivot 1 day 3 day
R1 1.1378 1.1378
PP 1.1367 1.1367
S1 1.1355 1.1355

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

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