CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 11-Apr-2024
Day Change Summary
Previous Current
10-Apr-2024 11-Apr-2024 Change Change % Previous Week
Open 1.1310 1.1250 -0.0060 -0.5% 1.1368
High 1.1310 1.1306 -0.0005 0.0% 1.1428
Low 1.1260 1.1250 -0.0010 -0.1% 1.1320
Close 1.1265 1.1306 0.0041 0.4% 1.1403
Range 0.0050 0.0056 0.0006 11.0% 0.0108
ATR 0.0050 0.0050 0.0000 0.8% 0.0000
Volume 6 1 -5 -83.3% 4
Daily Pivots for day following 11-Apr-2024
Classic Woodie Camarilla DeMark
R4 1.1454 1.1435 1.1336
R3 1.1398 1.1380 1.1321
R2 1.1343 1.1343 1.1316
R1 1.1324 1.1324 1.1311 1.1333
PP 1.1287 1.1287 1.1287 1.1292
S1 1.1269 1.1269 1.1300 1.1278
S2 1.1232 1.1232 1.1295
S3 1.1176 1.1213 1.1290
S4 1.1121 1.1158 1.1275
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 1.1250 0.0178 1.6% 0.0038 0.3% 31% False True 1
10 1.1430 1.1250 0.0180 1.6% 0.0035 0.3% 31% False True 1
20 1.1711 1.1250 0.0461 4.1% 0.0038 0.3% 12% False True 3
40 1.1768 1.1250 0.0518 4.6% 0.0025 0.2% 11% False True 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0005
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1541
2.618 1.1451
1.618 1.1395
1.000 1.1361
0.618 1.1340
HIGH 1.1306
0.618 1.1284
0.500 1.1278
0.382 1.1271
LOW 1.1250
0.618 1.1216
1.000 1.1195
1.618 1.1160
2.618 1.1105
4.250 1.1014
Fisher Pivots for day following 11-Apr-2024
Pivot 1 day 3 day
R1 1.1296 1.1316
PP 1.1287 1.1313
S1 1.1278 1.1309

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

View Archives - Comment on this page... - Back to Index of Symbols