CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 10-Jun-2024
Day Change Summary
Previous Current
07-Jun-2024 10-Jun-2024 Change Change % Previous Week
Open 1.1400 1.1396 -0.0005 0.0% 1.1400
High 1.1500 1.1396 -0.0104 -0.9% 1.1500
Low 1.1390 1.1396 0.0006 0.1% 1.1390
Close 1.1401 1.1396 -0.0006 0.0% 1.1401
Range 0.0110 0.0000 -0.0110 -100.0% 0.0110
ATR 0.0052 0.0048 -0.0003 -6.4% 0.0000
Volume 4 340 336 8,400.0% 141
Daily Pivots for day following 10-Jun-2024
Classic Woodie Camarilla DeMark
R4 1.1396 1.1396 1.1396
R3 1.1396 1.1396 1.1396
R2 1.1396 1.1396 1.1396
R1 1.1396 1.1396 1.1396 1.1396
PP 1.1396 1.1396 1.1396 1.1396
S1 1.1396 1.1396 1.1396 1.1396
S2 1.1396 1.1396 1.1396
S3 1.1396 1.1396 1.1396
S4 1.1396 1.1396 1.1396
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% 0.0025 0.2% 5% False False 96
10 1.1500 1.1198 0.0302 2.6% 0.0022 0.2% 66% False False 48
20 1.1500 1.1180 0.0320 2.8% 0.0013 0.1% 67% False False 24
40 1.1500 1.1140 0.0360 3.2% 0.0019 0.2% 71% False False 13
60 1.1667 1.1140 0.0527 4.6% 0.0024 0.2% 49% False False 9
80 1.1768 1.1140 0.0628 5.5% 0.0022 0.2% 41% False False 7
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1396
2.618 1.1396
1.618 1.1396
1.000 1.1396
0.618 1.1396
HIGH 1.1396
0.618 1.1396
0.500 1.1396
0.382 1.1396
LOW 1.1396
0.618 1.1396
1.000 1.1396
1.618 1.1396
2.618 1.1396
4.250 1.1396
Fisher Pivots for day following 10-Jun-2024
Pivot 1 day 3 day
R1 1.1396 1.1445
PP 1.1396 1.1428
S1 1.1396 1.1412

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

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