CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 05-Apr-2024
Day Change Summary
Previous Current
04-Apr-2024 05-Apr-2024 Change Change % Previous Week
Open 1.1392 1.1403 0.0011 0.1% 1.1368
High 1.1392 1.1428 0.0036 0.3% 1.1428
Low 1.1392 1.1351 -0.0042 -0.4% 1.1320
Close 1.1392 1.1403 0.0011 0.1% 1.1403
Range 0.0000 0.0077 0.0077 0.0108
ATR 0.0045 0.0047 0.0002 5.1% 0.0000
Volume
Daily Pivots for day following 05-Apr-2024
Classic Woodie Camarilla DeMark
R4 1.1625 1.1591 1.1445
R3 1.1548 1.1514 1.1424
R2 1.1471 1.1471 1.1417
R1 1.1437 1.1437 1.1410 1.1441
PP 1.1394 1.1394 1.1394 1.1396
S1 1.1360 1.1360 1.1395 1.1364
S2 1.1317 1.1317 1.1388
S3 1.1240 1.1283 1.1381
S4 1.1163 1.1206 1.1360
Weekly Pivots for week ending 05-Apr-2024
Classic Woodie Camarilla DeMark
R4 1.1706 1.1662 1.1462
R3 1.1598 1.1554 1.1432
R2 1.1491 1.1491 1.1422
R1 1.1447 1.1447 1.1412 1.1469
PP 1.1383 1.1383 1.1383 1.1394
S1 1.1339 1.1339 1.1393 1.1361
S2 1.1276 1.1276 1.1383
S3 1.1168 1.1232 1.1373
S4 1.1061 1.1124 1.1343
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1428 1.1320 0.0108 0.9% 0.0031 0.3% 77% True False
10 1.1478 1.1320 0.0158 1.4% 0.0034 0.3% 52% False False 1
20 1.1768 1.1320 0.0448 3.9% 0.0034 0.3% 18% False False 3
40 1.1817 1.1320 0.0497 4.4% 0.0023 0.2% 17% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1755
2.618 1.1629
1.618 1.1552
1.000 1.1505
0.618 1.1475
HIGH 1.1428
0.618 1.1398
0.500 1.1389
0.382 1.1380
LOW 1.1351
0.618 1.1303
1.000 1.1274
1.618 1.1226
2.618 1.1149
4.250 1.1023
Fisher Pivots for day following 05-Apr-2024
Pivot 1 day 3 day
R1 1.1398 1.1393
PP 1.1394 1.1383
S1 1.1389 1.1374

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

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