CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 20-May-2024
Day Change Summary
Previous Current
17-May-2024 20-May-2024 Change Change % Previous Week
Open 1.1263 1.1263 0.0000 0.0% 1.1309
High 1.1269 1.1263 -0.0006 0.0% 1.1351
Low 1.1261 1.1259 -0.0002 0.0% 1.1261
Close 1.1280 1.1259 -0.0021 -0.2% 1.1280
Range 0.0008 0.0004 -0.0004 -46.7% 0.0090
ATR 0.0042 0.0041 -0.0002 -3.7% 0.0000
Volume 4 4 0 0.0% 6
Daily Pivots for day following 20-May-2024
Classic Woodie Camarilla DeMark
R4 1.1272 1.1270 1.1261
R3 1.1268 1.1266 1.1260
R2 1.1264 1.1264 1.1260
R1 1.1262 1.1262 1.1259 1.1261
PP 1.1260 1.1260 1.1260 1.1260
S1 1.1258 1.1258 1.1259 1.1257
S2 1.1256 1.1256 1.1258
S3 1.1252 1.1254 1.1258
S4 1.1248 1.1250 1.1257
Weekly Pivots for week ending 17-May-2024
Classic Woodie Camarilla DeMark
R4 1.1566 1.1512 1.1329
R3 1.1476 1.1423 1.1304
R2 1.1387 1.1387 1.1296
R1 1.1333 1.1333 1.1288 1.1315
PP 1.1297 1.1297 1.1297 1.1288
S1 1.1244 1.1244 1.1271 1.1226
S2 1.1208 1.1208 1.1263
S3 1.1118 1.1154 1.1255
S4 1.1029 1.1065 1.1230
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1351 1.1259 0.0092 0.8% 0.0002 0.0% 0% False True 1
10 1.1351 1.1259 0.0092 0.8% 0.0007 0.1% 0% False True 1
20 1.1363 1.1140 0.0223 2.0% 0.0018 0.2% 53% False False 1
40 1.1453 1.1140 0.0313 2.8% 0.0023 0.2% 38% False False 1
60 1.1768 1.1140 0.0628 5.6% 0.0023 0.2% 19% False False 2
80 1.2055 1.1140 0.0915 8.1% 0.0026 0.2% 13% 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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1280
2.618 1.1273
1.618 1.1269
1.000 1.1267
0.618 1.1265
HIGH 1.1263
0.618 1.1261
0.500 1.1261
0.382 1.1261
LOW 1.1259
0.618 1.1257
1.000 1.1255
1.618 1.1253
2.618 1.1249
4.250 1.1242
Fisher Pivots for day following 20-May-2024
Pivot 1 day 3 day
R1 1.1261 1.1288
PP 1.1260 1.1278
S1 1.1260 1.1269

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

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