CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 03-May-2024
Day Change Summary
Previous Current
02-May-2024 03-May-2024 Change Change % Previous Week
Open 1.1275 1.1350 0.0075 0.7% 1.1284
High 1.1275 1.1363 0.0088 0.8% 1.1363
Low 1.1275 1.1272 -0.0003 0.0% 1.1140
Close 1.1275 1.1337 0.0062 0.5% 1.1337
Range 0.0000 0.0091 0.0091 0.0223
ATR 0.0050 0.0053 0.0003 5.7% 0.0000
Volume 0 2 2 10
Daily Pivots for day following 03-May-2024
Classic Woodie Camarilla DeMark
R4 1.1597 1.1558 1.1387
R3 1.1506 1.1467 1.1362
R2 1.1415 1.1415 1.1353
R1 1.1376 1.1376 1.1345 1.1350
PP 1.1324 1.1324 1.1324 1.1311
S1 1.1285 1.1285 1.1328 1.1259
S2 1.1233 1.1233 1.1320
S3 1.1142 1.1194 1.1311
S4 1.1051 1.1103 1.1286
Weekly Pivots for week ending 03-May-2024
Classic Woodie Camarilla DeMark
R4 1.1949 1.1866 1.1459
R3 1.1726 1.1643 1.1398
R2 1.1503 1.1503 1.1377
R1 1.1420 1.1420 1.1357 1.1461
PP 1.1280 1.1280 1.1280 1.1301
S1 1.1197 1.1197 1.1316 1.1238
S2 1.1057 1.1057 1.1296
S3 1.0834 1.0974 1.1275
S4 1.0611 1.0751 1.1214
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1363 1.1140 0.0223 2.0% 0.0039 0.3% 88% True False 2
10 1.1363 1.1140 0.0223 2.0% 0.0027 0.2% 88% True False 1
20 1.1398 1.1140 0.0258 2.3% 0.0028 0.2% 76% False False 1
40 1.1768 1.1140 0.0628 5.5% 0.0031 0.3% 31% False False 2
60 1.1817 1.1140 0.0677 6.0% 0.0025 0.2% 29% 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 0.0005
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1750
2.618 1.1601
1.618 1.1510
1.000 1.1454
0.618 1.1419
HIGH 1.1363
0.618 1.1328
0.500 1.1318
0.382 1.1307
LOW 1.1272
0.618 1.1216
1.000 1.1181
1.618 1.1125
2.618 1.1034
4.250 1.0885
Fisher Pivots for day following 03-May-2024
Pivot 1 day 3 day
R1 1.1330 1.1308
PP 1.1324 1.1280
S1 1.1318 1.1252

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

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