CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 06-May-2024
Day Change Summary
Previous Current
03-May-2024 06-May-2024 Change Change % Previous Week
Open 1.1350 1.1340 -0.0010 -0.1% 1.1284
High 1.1363 1.1340 -0.0023 -0.2% 1.1363
Low 1.1272 1.1322 0.0050 0.4% 1.1140
Close 1.1337 1.1324 -0.0013 -0.1% 1.1337
Range 0.0091 0.0018 -0.0073 -80.2% 0.0223
ATR 0.0053 0.0051 -0.0003 -4.7% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 06-May-2024
Classic Woodie Camarilla DeMark
R4 1.1383 1.1371 1.1334
R3 1.1365 1.1353 1.1329
R2 1.1347 1.1347 1.1327
R1 1.1335 1.1335 1.1326 1.1332
PP 1.1329 1.1329 1.1329 1.1327
S1 1.1317 1.1317 1.1322 1.1314
S2 1.1311 1.1311 1.1321
S3 1.1293 1.1299 1.1319
S4 1.1275 1.1281 1.1314
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% 0.0043 0.4% 83% False False 2
10 1.1363 1.1140 0.0223 2.0% 0.0029 0.3% 83% False False 1
20 1.1398 1.1140 0.0258 2.3% 0.0029 0.3% 71% False False 1
40 1.1729 1.1140 0.0589 5.2% 0.0031 0.3% 31% False False 2
60 1.1804 1.1140 0.0664 5.9% 0.0025 0.2% 28% False False 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1417
2.618 1.1387
1.618 1.1369
1.000 1.1358
0.618 1.1351
HIGH 1.1340
0.618 1.1333
0.500 1.1331
0.382 1.1329
LOW 1.1322
0.618 1.1311
1.000 1.1304
1.618 1.1293
2.618 1.1275
4.250 1.1246
Fisher Pivots for day following 06-May-2024
Pivot 1 day 3 day
R1 1.1331 1.1322
PP 1.1329 1.1320
S1 1.1326 1.1318

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

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