CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 20-Jun-2024
Day Change Summary
Previous Current
18-Jun-2024 20-Jun-2024 Change Change % Previous Week
Open 1.1500 1.1521 0.0021 0.2% 1.1396
High 1.1560 1.1521 -0.0039 -0.3% 1.1490
Low 1.1493 1.1450 -0.0043 -0.4% 1.1380
Close 1.1553 1.1462 -0.0092 -0.8% 1.1471
Range 0.0068 0.0071 0.0004 5.2% 0.0110
ATR 0.0050 0.0054 0.0004 7.5% 0.0000
Volume 21 49 28 133.3% 378
Daily Pivots for day following 20-Jun-2024
Classic Woodie Camarilla DeMark
R4 1.1691 1.1647 1.1501
R3 1.1620 1.1576 1.1481
R2 1.1549 1.1549 1.1475
R1 1.1505 1.1505 1.1468 1.1491
PP 1.1478 1.1478 1.1478 1.1471
S1 1.1434 1.1434 1.1455 1.1420
S2 1.1407 1.1407 1.1448
S3 1.1336 1.1363 1.1442
S4 1.1265 1.1292 1.1422
Weekly Pivots for week ending 14-Jun-2024
Classic Woodie Camarilla DeMark
R4 1.1777 1.1734 1.1532
R3 1.1667 1.1624 1.1501
R2 1.1557 1.1557 1.1491
R1 1.1514 1.1514 1.1481 1.1536
PP 1.1447 1.1447 1.1447 1.1458
S1 1.1404 1.1404 1.1461 1.1426
S2 1.1337 1.1337 1.1451
S3 1.1227 1.1294 1.1441
S4 1.1117 1.1184 1.1411
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1560 1.1414 0.0146 1.3% 0.0050 0.4% 33% False False 19
10 1.1560 1.1380 0.0180 1.6% 0.0045 0.4% 45% False False 59
20 1.1560 1.1180 0.0380 3.3% 0.0028 0.2% 74% False False 29
40 1.1560 1.1140 0.0420 3.7% 0.0023 0.2% 77% False False 15
60 1.1560 1.1140 0.0420 3.7% 0.0025 0.2% 77% False False 10
80 1.1768 1.1140 0.0628 5.5% 0.0025 0.2% 51% False False 9
100 1.2055 1.1140 0.0915 8.0% 0.0026 0.2% 35% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1823
2.618 1.1707
1.618 1.1636
1.000 1.1592
0.618 1.1565
HIGH 1.1521
0.618 1.1494
0.500 1.1486
0.382 1.1477
LOW 1.1450
0.618 1.1406
1.000 1.1379
1.618 1.1335
2.618 1.1264
4.250 1.1148
Fisher Pivots for day following 20-Jun-2024
Pivot 1 day 3 day
R1 1.1486 1.1501
PP 1.1478 1.1488
S1 1.1470 1.1475

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

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