CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 04-Jun-2024
Day Change Summary
Previous Current
03-Jun-2024 04-Jun-2024 Change Change % Previous Week
Open 1.1400 1.1492 0.0092 0.8% 1.1219
High 1.1416 1.1492 0.0076 0.7% 1.1352
Low 1.1400 1.1492 0.0092 0.8% 1.1198
Close 1.1416 1.1492 0.0076 0.7% 1.1325
Range 0.0016 0.0000 -0.0016 -100.0% 0.0154
ATR 0.0046 0.0048 0.0002 4.6% 0.0000
Volume 1 0 -1 -100.0% 0
Daily Pivots for day following 04-Jun-2024
Classic Woodie Camarilla DeMark
R4 1.1492 1.1492 1.1492
R3 1.1492 1.1492 1.1492
R2 1.1492 1.1492 1.1492
R1 1.1492 1.1492 1.1492 1.1492
PP 1.1492 1.1492 1.1492 1.1492
S1 1.1492 1.1492 1.1492 1.1492
S2 1.1492 1.1492 1.1492
S3 1.1492 1.1492 1.1492
S4 1.1492 1.1492 1.1492
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 1.1492 1.1198 0.0294 2.6% 0.0018 0.2% 100% True False
10 1.1492 1.1180 0.0312 2.7% 0.0011 0.1% 100% True False
20 1.1492 1.1180 0.0312 2.7% 0.0009 0.1% 100% True False
40 1.1492 1.1140 0.0352 3.1% 0.0019 0.2% 100% True False 1
60 1.1729 1.1140 0.0589 5.1% 0.0023 0.2% 60% False False 1
80 1.1804 1.1140 0.0664 5.8% 0.0021 0.2% 53% False False 1
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 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1492
2.618 1.1492
1.618 1.1492
1.000 1.1492
0.618 1.1492
HIGH 1.1492
0.618 1.1492
0.500 1.1492
0.382 1.1492
LOW 1.1492
0.618 1.1492
1.000 1.1492
1.618 1.1492
2.618 1.1492
4.250 1.1492
Fisher Pivots for day following 04-Jun-2024
Pivot 1 day 3 day
R1 1.1492 1.1456
PP 1.1492 1.1420
S1 1.1492 1.1384

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

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