CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 28-Jun-2024
Day Change Summary
Previous Current
27-Jun-2024 28-Jun-2024 Change Change % Previous Week
Open 1.1356 1.1340 -0.0017 -0.1% 1.1434
High 1.1356 1.1358 0.0002 0.0% 1.1434
Low 1.1356 1.1329 -0.0027 -0.2% 1.1329
Close 1.1356 1.1356 -0.0001 0.0% 1.1356
Range 0.0000 0.0029 0.0029 0.0105
ATR 0.0046 0.0045 -0.0001 -2.6% 0.0000
Volume 10 10 0 0.0% 20
Daily Pivots for day following 28-Jun-2024
Classic Woodie Camarilla DeMark
R4 1.1435 1.1424 1.1371
R3 1.1406 1.1395 1.1363
R2 1.1377 1.1377 1.1361
R1 1.1366 1.1366 1.1358 1.1371
PP 1.1348 1.1348 1.1348 1.1350
S1 1.1337 1.1337 1.1353 1.1342
S2 1.1319 1.1319 1.1350
S3 1.1290 1.1308 1.1348
S4 1.1261 1.1279 1.1340
Weekly Pivots for week ending 28-Jun-2024
Classic Woodie Camarilla DeMark
R4 1.1686 1.1625 1.1413
R3 1.1582 1.1521 1.1384
R2 1.1477 1.1477 1.1375
R1 1.1416 1.1416 1.1365 1.1395
PP 1.1373 1.1373 1.1373 1.1362
S1 1.1312 1.1312 1.1346 1.1290
S2 1.1268 1.1268 1.1336
S3 1.1164 1.1207 1.1327
S4 1.1059 1.1103 1.1298
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1434 1.1329 0.0105 0.9% 0.0006 0.1% 25% False True 4
10 1.1560 1.1329 0.0231 2.0% 0.0030 0.3% 11% False True 10
20 1.1560 1.1277 0.0284 2.5% 0.0031 0.3% 28% False False 30
40 1.1560 1.1180 0.0380 3.3% 0.0020 0.2% 46% False False 15
60 1.1560 1.1140 0.0420 3.7% 0.0023 0.2% 51% False False 11
80 1.1768 1.1140 0.0628 5.5% 0.0024 0.2% 34% False False 9
100 1.1868 1.1140 0.0728 6.4% 0.0023 0.2% 30% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1481
2.618 1.1434
1.618 1.1405
1.000 1.1387
0.618 1.1376
HIGH 1.1358
0.618 1.1347
0.500 1.1344
0.382 1.1340
LOW 1.1329
0.618 1.1311
1.000 1.1300
1.618 1.1282
2.618 1.1253
4.250 1.1206
Fisher Pivots for day following 28-Jun-2024
Pivot 1 day 3 day
R1 1.1352 1.1355
PP 1.1348 1.1354
S1 1.1344 1.1353

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

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