CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 07-Jun-2024
Day Change Summary
Previous Current
06-Jun-2024 07-Jun-2024 Change Change % Previous Week
Open 1.1457 1.1400 -0.0057 -0.5% 1.1400
High 1.1473 1.1500 0.0027 0.2% 1.1500
Low 1.1457 1.1390 -0.0067 -0.6% 1.1390
Close 1.1473 1.1401 -0.0072 -0.6% 1.1401
Range 0.0017 0.0110 0.0094 566.7% 0.0110
ATR 0.0047 0.0052 0.0004 9.5% 0.0000
Volume 136 4 -132 -97.1% 141
Daily Pivots for day following 07-Jun-2024
Classic Woodie Camarilla DeMark
R4 1.1760 1.1691 1.1462
R3 1.1650 1.1581 1.1431
R2 1.1540 1.1540 1.1421
R1 1.1471 1.1471 1.1411 1.1505
PP 1.1430 1.1430 1.1430 1.1447
S1 1.1361 1.1361 1.1391 1.1395
S2 1.1320 1.1320 1.1381
S3 1.1210 1.1251 1.1371
S4 1.1100 1.1141 1.1341
Weekly Pivots for week ending 07-Jun-2024
Classic Woodie Camarilla DeMark
R4 1.1760 1.1691 1.1462
R3 1.1650 1.1581 1.1431
R2 1.1540 1.1540 1.1421
R1 1.1471 1.1471 1.1411 1.1505
PP 1.1430 1.1430 1.1430 1.1447
S1 1.1361 1.1361 1.1391 1.1395
S2 1.1320 1.1320 1.1381
S3 1.1210 1.1251 1.1371
S4 1.1100 1.1141 1.1341
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1500 1.1390 0.0110 1.0% 0.0029 0.2% 10% True True 28
10 1.1500 1.1180 0.0320 2.8% 0.0024 0.2% 69% True False 14
20 1.1500 1.1180 0.0320 2.8% 0.0015 0.1% 69% True False 7
40 1.1500 1.1140 0.0360 3.2% 0.0019 0.2% 73% True False 4
60 1.1711 1.1140 0.0571 5.0% 0.0026 0.2% 46% False False 4
80 1.1768 1.1140 0.0628 5.5% 0.0022 0.2% 42% False False 3
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 0.0004
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 1.1967
2.618 1.1787
1.618 1.1677
1.000 1.1610
0.618 1.1567
HIGH 1.1500
0.618 1.1457
0.500 1.1445
0.382 1.1432
LOW 1.1390
0.618 1.1322
1.000 1.1280
1.618 1.1212
2.618 1.1102
4.250 1.0922
Fisher Pivots for day following 07-Jun-2024
Pivot 1 day 3 day
R1 1.1445 1.1445
PP 1.1430 1.1430
S1 1.1416 1.1416

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

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