CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 31-May-2024
Day Change Summary
Previous Current
30-May-2024 31-May-2024 Change Change % Previous Week
Open 1.1317 1.1325 0.0009 0.1% 1.1219
High 1.1317 1.1352 0.0035 0.3% 1.1352
Low 1.1317 1.1277 -0.0040 -0.4% 1.1198
Close 1.1317 1.1325 0.0009 0.1% 1.1325
Range 0.0000 0.0075 0.0075 0.0154
ATR 0.0040 0.0043 0.0002 6.1% 0.0000
Volume
Daily Pivots for day following 31-May-2024
Classic Woodie Camarilla DeMark
R4 1.1543 1.1509 1.1366
R3 1.1468 1.1434 1.1346
R2 1.1393 1.1393 1.1339
R1 1.1359 1.1359 1.1332 1.1363
PP 1.1318 1.1318 1.1318 1.1320
S1 1.1284 1.1284 1.1318 1.1288
S2 1.1243 1.1243 1.1311
S3 1.1168 1.1209 1.1304
S4 1.1093 1.1134 1.1284
Weekly Pivots for week ending 31-May-2024
Classic Woodie Camarilla DeMark
R4 1.1752 1.1692 1.1409
R3 1.1599 1.1539 1.1367
R2 1.1445 1.1445 1.1353
R1 1.1385 1.1385 1.1339 1.1415
PP 1.1292 1.1292 1.1292 1.1307
S1 1.1232 1.1232 1.1311 1.1262
S2 1.1138 1.1138 1.1297
S3 1.0985 1.1078 1.1283
S4 1.0831 1.0925 1.1241
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1352 1.1180 0.0172 1.5% 0.0019 0.2% 85% True False 1
10 1.1352 1.1180 0.0172 1.5% 0.0011 0.1% 85% True False 1
20 1.1363 1.1180 0.0183 1.6% 0.0014 0.1% 79% False False 1
40 1.1428 1.1140 0.0288 2.5% 0.0021 0.2% 64% False False 1
60 1.1768 1.1140 0.0628 5.5% 0.0024 0.2% 29% False False 1
80 1.1868 1.1140 0.0728 6.4% 0.0022 0.2% 25% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1.1670
2.618 1.1548
1.618 1.1473
1.000 1.1427
0.618 1.1398
HIGH 1.1352
0.618 1.1323
0.500 1.1314
0.382 1.1305
LOW 1.1277
0.618 1.1230
1.000 1.1202
1.618 1.1155
2.618 1.1080
4.250 1.0958
Fisher Pivots for day following 31-May-2024
Pivot 1 day 3 day
R1 1.1321 1.1308
PP 1.1318 1.1292
S1 1.1314 1.1275

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

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