CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 19-Apr-2024
Day Change Summary
Previous Current
18-Apr-2024 19-Apr-2024 Change Change % Previous Week
Open 1.1272 1.1297 0.0025 0.2% 1.1240
High 1.1272 1.1398 0.0126 1.1% 1.1398
Low 1.1272 1.1266 -0.0006 0.0% 1.1240
Close 1.1272 1.1297 0.0025 0.2% 1.1297
Range 0.0000 0.0132 0.0132 0.0158
ATR 0.0043 0.0049 0.0006 14.9% 0.0000
Volume
Daily Pivots for day following 19-Apr-2024
Classic Woodie Camarilla DeMark
R4 1.1715 1.1637 1.1369
R3 1.1583 1.1506 1.1333
R2 1.1452 1.1452 1.1321
R1 1.1374 1.1374 1.1309 1.1362
PP 1.1320 1.1320 1.1320 1.1314
S1 1.1243 1.1243 1.1284 1.1231
S2 1.1189 1.1189 1.1272
S3 1.1057 1.1111 1.1260
S4 1.0926 1.0980 1.1224
Weekly Pivots for week ending 19-Apr-2024
Classic Woodie Camarilla DeMark
R4 1.1784 1.1698 1.1383
R3 1.1626 1.1540 1.1340
R2 1.1469 1.1469 1.1325
R1 1.1383 1.1383 1.1311 1.1426
PP 1.1311 1.1311 1.1311 1.1333
S1 1.1225 1.1225 1.1282 1.1268
S2 1.1154 1.1154 1.1268
S3 1.0996 1.1068 1.1253
S4 1.0839 1.0910 1.1210
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1398 1.1240 0.0158 1.4% 0.0034 0.3% 36% True False 2
10 1.1398 1.1240 0.0158 1.4% 0.0029 0.3% 36% True False 1
20 1.1478 1.1240 0.0238 2.1% 0.0032 0.3% 24% False False 1
40 1.1768 1.1240 0.0528 4.7% 0.0026 0.2% 11% False False 2
60 1.2055 1.1240 0.0815 7.2% 0.0029 0.3% 7% False False 3
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 0.0003
Widest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 1.1956
2.618 1.1742
1.618 1.1610
1.000 1.1529
0.618 1.1479
HIGH 1.1398
0.618 1.1347
0.500 1.1332
0.382 1.1316
LOW 1.1266
0.618 1.1185
1.000 1.1135
1.618 1.1053
2.618 1.0922
4.250 1.0707
Fisher Pivots for day following 19-Apr-2024
Pivot 1 day 3 day
R1 1.1332 1.1332
PP 1.1320 1.1320
S1 1.1308 1.1308

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

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