CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 13-May-2024
Day Change Summary
Previous Current
10-May-2024 13-May-2024 Change Change % Previous Week
Open 1.1314 1.1309 -0.0005 0.0% 1.1340
High 1.1314 1.1309 -0.0005 0.0% 1.1340
Low 1.1291 1.1290 -0.0001 0.0% 1.1282
Close 1.1314 1.1290 -0.0024 -0.2% 1.1314
Range 0.0023 0.0020 -0.0004 -15.2% 0.0059
ATR 0.0045 0.0043 -0.0001 -3.3% 0.0000
Volume 0 1 1 5
Daily Pivots for day following 13-May-2024
Classic Woodie Camarilla DeMark
R4 1.1355 1.1342 1.1300
R3 1.1335 1.1322 1.1295
R2 1.1316 1.1316 1.1293
R1 1.1303 1.1303 1.1291 1.1299
PP 1.1296 1.1296 1.1296 1.1294
S1 1.1283 1.1283 1.1288 1.1280
S2 1.1277 1.1277 1.1286
S3 1.1257 1.1264 1.1284
S4 1.1238 1.1244 1.1279
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 1.1320 1.1282 0.0038 0.3% 0.0012 0.1% 21% False False
10 1.1363 1.1140 0.0223 2.0% 0.0028 0.2% 67% False False 1
20 1.1398 1.1140 0.0258 2.3% 0.0024 0.2% 58% False False 1
40 1.1620 1.1140 0.0480 4.3% 0.0030 0.3% 31% False False 2
60 1.1768 1.1140 0.0628 5.6% 0.0024 0.2% 24% False False 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1392
2.618 1.1360
1.618 1.1341
1.000 1.1329
0.618 1.1321
HIGH 1.1309
0.618 1.1302
0.500 1.1299
0.382 1.1297
LOW 1.1290
0.618 1.1277
1.000 1.1270
1.618 1.1258
2.618 1.1238
4.250 1.1207
Fisher Pivots for day following 13-May-2024
Pivot 1 day 3 day
R1 1.1299 1.1305
PP 1.1296 1.1300
S1 1.1293 1.1295

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

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