CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 26-Jun-2024
Day Change Summary
Previous Current
25-Jun-2024 26-Jun-2024 Change Change % Previous Week
Open 1.1414 1.1376 -0.0038 -0.3% 1.1465
High 1.1414 1.1376 -0.0038 -0.3% 1.1560
Low 1.1414 1.1376 -0.0038 -0.3% 1.1419
Close 1.1414 1.1376 -0.0038 -0.3% 1.1419
Range
ATR 0.0049 0.0048 -0.0001 -1.6% 0.0000
Volume
Daily Pivots for day following 26-Jun-2024
Classic Woodie Camarilla DeMark
R4 1.1376 1.1376 1.1376
R3 1.1376 1.1376 1.1376
R2 1.1376 1.1376 1.1376
R1 1.1376 1.1376 1.1376 1.1376
PP 1.1376 1.1376 1.1376 1.1376
S1 1.1376 1.1376 1.1376 1.1376
S2 1.1376 1.1376 1.1376
S3 1.1376 1.1376 1.1376
S4 1.1376 1.1376 1.1376
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 1.1521 1.1376 0.0145 1.3% 0.0023 0.2% 0% False True 10
10 1.1560 1.1376 0.0184 1.6% 0.0036 0.3% 0% False True 10
20 1.1560 1.1198 0.0362 3.2% 0.0029 0.3% 49% False False 29
40 1.1560 1.1140 0.0420 3.7% 0.0022 0.2% 56% False False 15
60 1.1560 1.1140 0.0420 3.7% 0.0024 0.2% 56% False False 10
80 1.1768 1.1140 0.0628 5.5% 0.0024 0.2% 38% False False 8
100 1.2055 1.1140 0.0915 8.0% 0.0025 0.2% 26% False False 8
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 0.0006
Fibonacci Retracements and Extensions
4.250 1.1376
2.618 1.1376
1.618 1.1376
1.000 1.1376
0.618 1.1376
HIGH 1.1376
0.618 1.1376
0.500 1.1376
0.382 1.1376
LOW 1.1376
0.618 1.1376
1.000 1.1376
1.618 1.1376
2.618 1.1376
4.250 1.1376
Fisher Pivots for day following 26-Jun-2024
Pivot 1 day 3 day
R1 1.1376 1.1405
PP 1.1376 1.1395
S1 1.1376 1.1386

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

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