CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 10-May-2024
Day Change Summary
Previous Current
09-May-2024 10-May-2024 Change Change % Previous Week
Open 1.1320 1.1314 -0.0006 -0.1% 1.1340
High 1.1320 1.1314 -0.0006 -0.1% 1.1340
Low 1.1320 1.1291 -0.0029 -0.3% 1.1282
Close 1.1320 1.1314 -0.0006 -0.1% 1.1314
Range 0.0000 0.0023 0.0023 0.0059
ATR 0.0046 0.0045 -0.0001 -2.6% 0.0000
Volume
Daily Pivots for day following 10-May-2024
Classic Woodie Camarilla DeMark
R4 1.1375 1.1367 1.1326
R3 1.1352 1.1344 1.1320
R2 1.1329 1.1329 1.1318
R1 1.1321 1.1321 1.1316 1.1325
PP 1.1306 1.1306 1.1306 1.1308
S1 1.1298 1.1298 1.1311 1.1302
S2 1.1283 1.1283 1.1309
S3 1.1260 1.1275 1.1307
S4 1.1237 1.1252 1.1301
Weekly Pivots for week ending 10-May-2024
Classic Woodie Camarilla DeMark
R4 1.1487 1.1459 1.1346
R3 1.1429 1.1400 1.1330
R2 1.1370 1.1370 1.1324
R1 1.1342 1.1342 1.1319 1.1327
PP 1.1312 1.1312 1.1312 1.1304
S1 1.1283 1.1283 1.1308 1.1268
S2 1.1253 1.1253 1.1303
S3 1.1195 1.1225 1.1297
S4 1.1136 1.1166 1.1281
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1340 1.1282 0.0059 0.5% 0.0012 0.1% 55% False False 1
10 1.1363 1.1140 0.0223 2.0% 0.0026 0.2% 78% False False 1
20 1.1398 1.1140 0.0258 2.3% 0.0025 0.2% 67% False False 1
40 1.1667 1.1140 0.0527 4.7% 0.0030 0.3% 33% False False 2
60 1.1768 1.1140 0.0628 5.5% 0.0025 0.2% 28% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1411
2.618 1.1374
1.618 1.1351
1.000 1.1337
0.618 1.1328
HIGH 1.1314
0.618 1.1305
0.500 1.1302
0.382 1.1299
LOW 1.1291
0.618 1.1276
1.000 1.1268
1.618 1.1253
2.618 1.1230
4.250 1.1193
Fisher Pivots for day following 10-May-2024
Pivot 1 day 3 day
R1 1.1310 1.1311
PP 1.1306 1.1308
S1 1.1302 1.1305

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

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