CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 30-May-2024
Day Change Summary
Previous Current
29-May-2024 30-May-2024 Change Change % Previous Week
Open 1.1198 1.1317 0.0119 1.1% 1.1263
High 1.1198 1.1317 0.0119 1.1% 1.1263
Low 1.1198 1.1317 0.0119 1.1% 1.1180
Close 1.1198 1.1317 0.0119 1.1% 1.1191
Range
ATR 0.0034 0.0040 0.0006 17.4% 0.0000
Volume
Daily Pivots for day following 30-May-2024
Classic Woodie Camarilla DeMark
R4 1.1317 1.1317 1.1317
R3 1.1317 1.1317 1.1317
R2 1.1317 1.1317 1.1317
R1 1.1317 1.1317 1.1317 1.1317
PP 1.1317 1.1317 1.1317 1.1317
S1 1.1317 1.1317 1.1317 1.1317
S2 1.1317 1.1317 1.1317
S3 1.1317 1.1317 1.1317
S4 1.1317 1.1317 1.1317
Weekly Pivots for week ending 24-May-2024
Classic Woodie Camarilla DeMark
R4 1.1460 1.1408 1.1236
R3 1.1377 1.1325 1.1213
R2 1.1294 1.1294 1.1206
R1 1.1242 1.1242 1.1198 1.1227
PP 1.1211 1.1211 1.1211 1.1203
S1 1.1159 1.1159 1.1183 1.1144
S2 1.1128 1.1128 1.1175
S3 1.1045 1.1076 1.1168
S4 1.0962 1.0993 1.1145
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1317 1.1180 0.0137 1.2% 0.0004 0.0% 100% True False 1
10 1.1317 1.1180 0.0137 1.2% 0.0003 0.0% 100% True False 1
20 1.1363 1.1180 0.0183 1.6% 0.0010 0.1% 75% False False 1
40 1.1428 1.1140 0.0288 2.5% 0.0019 0.2% 61% False False 1
60 1.1768 1.1140 0.0628 5.5% 0.0022 0.2% 28% False False 1
80 1.1868 1.1140 0.0728 6.4% 0.0022 0.2% 24% 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 1.1317
2.618 1.1317
1.618 1.1317
1.000 1.1317
0.618 1.1317
HIGH 1.1317
0.618 1.1317
0.500 1.1317
0.382 1.1317
LOW 1.1317
0.618 1.1317
1.000 1.1317
1.618 1.1317
2.618 1.1317
4.250 1.1317
Fisher Pivots for day following 30-May-2024
Pivot 1 day 3 day
R1 1.1317 1.1297
PP 1.1317 1.1277
S1 1.1317 1.1257

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

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