CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 15-May-2024
Day Change Summary
Previous Current
14-May-2024 15-May-2024 Change Change % Previous Week
Open 1.1307 1.1351 0.0044 0.4% 1.1340
High 1.1307 1.1351 0.0044 0.4% 1.1340
Low 1.1307 1.1351 0.0044 0.4% 1.1282
Close 1.1307 1.1351 0.0044 0.4% 1.1314
Range
ATR 0.0041 0.0042 0.0000 0.4% 0.0000
Volume
Daily Pivots for day following 15-May-2024
Classic Woodie Camarilla DeMark
R4 1.1351 1.1351 1.1351
R3 1.1351 1.1351 1.1351
R2 1.1351 1.1351 1.1351
R1 1.1351 1.1351 1.1351 1.1351
PP 1.1351 1.1351 1.1351 1.1351
S1 1.1351 1.1351 1.1351 1.1351
S2 1.1351 1.1351 1.1351
S3 1.1351 1.1351 1.1351
S4 1.1351 1.1351 1.1351
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 1.1351 1.1290 0.0061 0.5% 0.0009 0.1% 100% True False
10 1.1363 1.1272 0.0091 0.8% 0.0017 0.1% 86% False False
20 1.1398 1.1140 0.0258 2.3% 0.0024 0.2% 82% False False
40 1.1611 1.1140 0.0471 4.1% 0.0028 0.2% 45% False False 1
60 1.1768 1.1140 0.0628 5.5% 0.0023 0.2% 34% False False 2
80 1.2055 1.1140 0.0915 8.1% 0.0026 0.2% 23% False False 2
Crabel Price Patterns
NR False
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 False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0001
Fibonacci Retracements and Extensions
4.250 1.1351
2.618 1.1351
1.618 1.1351
1.000 1.1351
0.618 1.1351
HIGH 1.1351
0.618 1.1351
0.500 1.1351
0.382 1.1351
LOW 1.1351
0.618 1.1351
1.000 1.1351
1.618 1.1351
2.618 1.1351
4.250 1.1351
Fisher Pivots for day following 15-May-2024
Pivot 1 day 3 day
R1 1.1351 1.1340
PP 1.1351 1.1330
S1 1.1351 1.1320

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

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