CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 15-Apr-2024
Day Change Summary
Previous Current
12-Apr-2024 15-Apr-2024 Change Change % Previous Week
Open 1.1260 1.1240 -0.0020 -0.2% 1.1360
High 1.1260 1.1270 0.0010 0.1% 1.1383
Low 1.1251 1.1240 -0.0011 -0.1% 1.1250
Close 1.1260 1.1270 0.0010 0.1% 1.1260
Range 0.0009 0.0030 0.0021 233.3% 0.0133
ATR 0.0051 0.0049 -0.0001 -2.9% 0.0000
Volume 0 1 1 8
Daily Pivots for day following 15-Apr-2024
Classic Woodie Camarilla DeMark
R4 1.1350 1.1340 1.1287
R3 1.1320 1.1310 1.1278
R2 1.1290 1.1290 1.1276
R1 1.1280 1.1280 1.1273 1.1285
PP 1.1260 1.1260 1.1260 1.1263
S1 1.1250 1.1250 1.1267 1.1255
S2 1.1230 1.1230 1.1265
S3 1.1200 1.1220 1.1262
S4 1.1170 1.1190 1.1254
Weekly Pivots for week ending 12-Apr-2024
Classic Woodie Camarilla DeMark
R4 1.1695 1.1610 1.1333
R3 1.1563 1.1478 1.1296
R2 1.1430 1.1430 1.1284
R1 1.1345 1.1345 1.1272 1.1321
PP 1.1298 1.1298 1.1298 1.1286
S1 1.1213 1.1213 1.1248 1.1189
S2 1.1165 1.1165 1.1236
S3 1.1033 1.1080 1.1224
S4 1.0900 1.0948 1.1187
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1383 1.1240 0.0143 1.3% 0.0029 0.3% 21% False True 1
10 1.1428 1.1240 0.0188 1.7% 0.0031 0.3% 16% False True 1
20 1.1620 1.1240 0.0380 3.4% 0.0035 0.3% 8% False True 2
40 1.1768 1.1240 0.0528 4.7% 0.0023 0.2% 6% 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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1398
2.618 1.1349
1.618 1.1319
1.000 1.1300
0.618 1.1289
HIGH 1.1270
0.618 1.1259
0.500 1.1255
0.382 1.1251
LOW 1.1240
0.618 1.1221
1.000 1.1210
1.618 1.1191
2.618 1.1161
4.250 1.1113
Fisher Pivots for day following 15-Apr-2024
Pivot 1 day 3 day
R1 1.1265 1.1273
PP 1.1260 1.1272
S1 1.1255 1.1271

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

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