CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 05-Jun-2024
Day Change Summary
Previous Current
04-Jun-2024 05-Jun-2024 Change Change % Previous Week
Open 1.1492 1.1443 -0.0050 -0.4% 1.1219
High 1.1492 1.1443 -0.0050 -0.4% 1.1352
Low 1.1492 1.1443 -0.0050 -0.4% 1.1198
Close 1.1492 1.1443 -0.0050 -0.4% 1.1325
Range
ATR 0.0048 0.0049 0.0000 0.2% 0.0000
Volume
Daily Pivots for day following 05-Jun-2024
Classic Woodie Camarilla DeMark
R4 1.1443 1.1443 1.1443
R3 1.1443 1.1443 1.1443
R2 1.1443 1.1443 1.1443
R1 1.1443 1.1443 1.1443 1.1443
PP 1.1443 1.1443 1.1443 1.1443
S1 1.1443 1.1443 1.1443 1.1443
S2 1.1443 1.1443 1.1443
S3 1.1443 1.1443 1.1443
S4 1.1443 1.1443 1.1443
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 1.1277 0.0216 1.9% 0.0018 0.2% 77% False False
10 1.1492 1.1180 0.0312 2.7% 0.0011 0.1% 84% False False
20 1.1492 1.1180 0.0312 2.7% 0.0008 0.1% 84% False False
40 1.1492 1.1140 0.0352 3.1% 0.0019 0.2% 86% False False 1
60 1.1729 1.1140 0.0589 5.1% 0.0023 0.2% 51% False False 1
80 1.1777 1.1140 0.0637 5.6% 0.0020 0.2% 47% False False 1
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 0.0003
Fibonacci Retracements and Extensions
4.250 1.1443
2.618 1.1443
1.618 1.1443
1.000 1.1443
0.618 1.1443
HIGH 1.1443
0.618 1.1443
0.500 1.1443
0.382 1.1443
LOW 1.1443
0.618 1.1443
1.000 1.1443
1.618 1.1443
2.618 1.1443
4.250 1.1443
Fisher Pivots for day following 05-Jun-2024
Pivot 1 day 3 day
R1 1.1443 1.1446
PP 1.1443 1.1445
S1 1.1443 1.1444

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

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