CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 22-May-2024
Day Change Summary
Previous Current
21-May-2024 22-May-2024 Change Change % Previous Week
Open 1.1240 1.1190 -0.0050 -0.4% 1.1309
High 1.1240 1.1190 -0.0050 -0.4% 1.1351
Low 1.1240 1.1190 -0.0050 -0.4% 1.1261
Close 1.1240 1.1190 -0.0050 -0.4% 1.1280
Range
ATR 0.0039 0.0040 0.0001 2.0% 0.0000
Volume
Daily Pivots for day following 22-May-2024
Classic Woodie Camarilla DeMark
R4 1.1190 1.1190 1.1190
R3 1.1190 1.1190 1.1190
R2 1.1190 1.1190 1.1190
R1 1.1190 1.1190 1.1190 1.1190
PP 1.1190 1.1190 1.1190 1.1190
S1 1.1190 1.1190 1.1190 1.1190
S2 1.1190 1.1190 1.1190
S3 1.1190 1.1190 1.1190
S4 1.1190 1.1190 1.1190
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 1.1317 1.1190 0.0127 1.1% 0.0002 0.0% 0% False True 1
10 1.1351 1.1190 0.0161 1.4% 0.0005 0.0% 0% False True 1
20 1.1363 1.1140 0.0223 2.0% 0.0018 0.2% 22% False False 1
40 1.1430 1.1140 0.0290 2.6% 0.0023 0.2% 17% False False 1
60 1.1768 1.1140 0.0628 5.6% 0.0023 0.2% 8% False False 2
80 1.2055 1.1140 0.0915 8.2% 0.0025 0.2% 5% 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 False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.1190
2.618 1.1190
1.618 1.1190
1.000 1.1190
0.618 1.1190
HIGH 1.1190
0.618 1.1190
0.500 1.1190
0.382 1.1190
LOW 1.1190
0.618 1.1190
1.000 1.1190
1.618 1.1190
2.618 1.1190
4.250 1.1190
Fisher Pivots for day following 22-May-2024
Pivot 1 day 3 day
R1 1.1190 1.1226
PP 1.1190 1.1214
S1 1.1190 1.1202

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

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