CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 08-May-2024
Day Change Summary
Previous Current
07-May-2024 08-May-2024 Change Change % Previous Week
Open 1.1300 1.1292 -0.0008 -0.1% 1.1284
High 1.1300 1.1292 -0.0008 -0.1% 1.1363
Low 1.1282 1.1292 0.0011 0.1% 1.1140
Close 1.1282 1.1292 0.0011 0.1% 1.1337
Range 0.0018 0.0000 -0.0018 -100.0% 0.0223
ATR 0.0050 0.0047 -0.0003 -5.7% 0.0000
Volume 3 0 -3 -100.0% 10
Daily Pivots for day following 08-May-2024
Classic Woodie Camarilla DeMark
R4 1.1292 1.1292 1.1292
R3 1.1292 1.1292 1.1292
R2 1.1292 1.1292 1.1292
R1 1.1292 1.1292 1.1292 1.1292
PP 1.1292 1.1292 1.1292 1.1292
S1 1.1292 1.1292 1.1292 1.1292
S2 1.1292 1.1292 1.1292
S3 1.1292 1.1292 1.1292
S4 1.1292 1.1292 1.1292
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 1.1272 0.0091 0.8% 0.0025 0.2% 22% False False 1
10 1.1363 1.1140 0.0223 2.0% 0.0031 0.3% 68% False False 1
20 1.1398 1.1140 0.0258 2.3% 0.0027 0.2% 59% False False 1
40 1.1723 1.1140 0.0583 5.2% 0.0031 0.3% 26% False False 2
60 1.1768 1.1140 0.0628 5.6% 0.0025 0.2% 24% False False 2
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1292
2.618 1.1292
1.618 1.1292
1.000 1.1292
0.618 1.1292
HIGH 1.1292
0.618 1.1292
0.500 1.1292
0.382 1.1292
LOW 1.1292
0.618 1.1292
1.000 1.1292
1.618 1.1292
2.618 1.1292
4.250 1.1292
Fisher Pivots for day following 08-May-2024
Pivot 1 day 3 day
R1 1.1292 1.1311
PP 1.1292 1.1305
S1 1.1292 1.1298

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

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