CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 24-Jun-2024
Day Change Summary
Previous Current
21-Jun-2024 24-Jun-2024 Change Change % Previous Week
Open 1.1446 1.1434 -0.0013 -0.1% 1.1465
High 1.1464 1.1434 -0.0030 -0.3% 1.1560
Low 1.1419 1.1434 0.0015 0.1% 1.1419
Close 1.1419 1.1434 0.0015 0.1% 1.1419
Range 0.0045 0.0000 -0.0045 -100.0% 0.0142
ATR 0.0053 0.0051 -0.0003 -5.1% 0.0000
Volume 2 0 -2 -100.0% 75
Daily Pivots for day following 24-Jun-2024
Classic Woodie Camarilla DeMark
R4 1.1434 1.1434 1.1434
R3 1.1434 1.1434 1.1434
R2 1.1434 1.1434 1.1434
R1 1.1434 1.1434 1.1434 1.1434
PP 1.1434 1.1434 1.1434 1.1434
S1 1.1434 1.1434 1.1434 1.1434
S2 1.1434 1.1434 1.1434
S3 1.1434 1.1434 1.1434
S4 1.1434 1.1434 1.1434
Weekly Pivots for week ending 21-Jun-2024
Classic Woodie Camarilla DeMark
R4 1.1890 1.1796 1.1496
R3 1.1749 1.1654 1.1457
R2 1.1607 1.1607 1.1444
R1 1.1513 1.1513 1.1431 1.1489
PP 1.1466 1.1466 1.1466 1.1454
S1 1.1371 1.1371 1.1406 1.1348
S2 1.1324 1.1324 1.1393
S3 1.1183 1.1230 1.1380
S4 1.1041 1.1088 1.1341
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1560 1.1419 0.0142 1.2% 0.0043 0.4% 11% False False 15
10 1.1560 1.1380 0.0180 1.6% 0.0036 0.3% 30% False False 45
20 1.1560 1.1180 0.0380 3.3% 0.0030 0.3% 67% False False 29
40 1.1560 1.1140 0.0420 3.7% 0.0023 0.2% 70% False False 15
60 1.1560 1.1140 0.0420 3.7% 0.0025 0.2% 70% False False 10
80 1.1768 1.1140 0.0628 5.5% 0.0025 0.2% 47% False False 9
100 1.2055 1.1140 0.0915 8.0% 0.0026 0.2% 32% False False 8
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.1434
2.618 1.1434
1.618 1.1434
1.000 1.1434
0.618 1.1434
HIGH 1.1434
0.618 1.1434
0.500 1.1434
0.382 1.1434
LOW 1.1434
0.618 1.1434
1.000 1.1434
1.618 1.1434
2.618 1.1434
4.250 1.1434
Fisher Pivots for day following 24-Jun-2024
Pivot 1 day 3 day
R1 1.1434 1.1470
PP 1.1434 1.1458
S1 1.1434 1.1446

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

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