CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 23-May-2024
Day Change Summary
Previous Current
22-May-2024 23-May-2024 Change Change % Previous Week
Open 1.1190 1.1186 -0.0004 0.0% 1.1309
High 1.1190 1.1186 -0.0004 0.0% 1.1351
Low 1.1190 1.1186 -0.0004 0.0% 1.1261
Close 1.1190 1.1186 -0.0004 0.0% 1.1280
Range
ATR 0.0040 0.0037 -0.0003 -6.5% 0.0000
Volume
Daily Pivots for day following 23-May-2024
Classic Woodie Camarilla DeMark
R4 1.1186 1.1186 1.1186
R3 1.1186 1.1186 1.1186
R2 1.1186 1.1186 1.1186
R1 1.1186 1.1186 1.1186 1.1186
PP 1.1186 1.1186 1.1186 1.1186
S1 1.1186 1.1186 1.1186 1.1186
S2 1.1186 1.1186 1.1186
S3 1.1186 1.1186 1.1186
S4 1.1186 1.1186 1.1186
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 1.1269 1.1186 0.0083 0.7% 0.0002 0.0% 0% False True 1
10 1.1351 1.1186 0.0165 1.5% 0.0005 0.0% 0% False True 1
20 1.1363 1.1140 0.0223 2.0% 0.0016 0.1% 21% False False 1
40 1.1430 1.1140 0.0290 2.6% 0.0022 0.2% 16% False False 1
60 1.1768 1.1140 0.0628 5.6% 0.0023 0.2% 7% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.1186
2.618 1.1186
1.618 1.1186
1.000 1.1186
0.618 1.1186
HIGH 1.1186
0.618 1.1186
0.500 1.1186
0.382 1.1186
LOW 1.1186
0.618 1.1186
1.000 1.1186
1.618 1.1186
2.618 1.1186
4.250 1.1186
Fisher Pivots for day following 23-May-2024
Pivot 1 day 3 day
R1 1.1186 1.1213
PP 1.1186 1.1204
S1 1.1186 1.1195

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

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