CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 03-Jul-2024
Day Change Summary
Previous Current
02-Jul-2024 03-Jul-2024 Change Change % Previous Week
Open 1.1289 1.1346 0.0058 0.5% 1.1434
High 1.1289 1.1346 0.0058 0.5% 1.1434
Low 1.1279 1.1310 0.0031 0.3% 1.1329
Close 1.1279 1.1310 0.0031 0.3% 1.1356
Range 0.0010 0.0037 0.0027 265.0% 0.0105
ATR 0.0044 0.0045 0.0002 3.9% 0.0000
Volume 22 11 -11 -50.0% 20
Daily Pivots for day following 03-Jul-2024
Classic Woodie Camarilla DeMark
R4 1.1431 1.1407 1.1330
R3 1.1395 1.1370 1.1320
R2 1.1358 1.1358 1.1316
R1 1.1334 1.1334 1.1313 1.1328
PP 1.1322 1.1322 1.1322 1.1319
S1 1.1297 1.1297 1.1306 1.1291
S2 1.1285 1.1285 1.1303
S3 1.1249 1.1261 1.1299
S4 1.1212 1.1224 1.1289
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 1.1358 1.1279 0.0080 0.7% 0.0021 0.2% 39% False False 12
10 1.1521 1.1279 0.0243 2.1% 0.0022 0.2% 13% False False 11
20 1.1560 1.1279 0.0282 2.5% 0.0030 0.3% 11% False False 32
40 1.1560 1.1180 0.0380 3.4% 0.0019 0.2% 34% False False 16
60 1.1560 1.1140 0.0420 3.7% 0.0023 0.2% 40% False False 11
80 1.1729 1.1140 0.0589 5.2% 0.0025 0.2% 29% False False 9
100 1.1804 1.1140 0.0664 5.9% 0.0023 0.2% 26% 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 0.0003
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1501
2.618 1.1442
1.618 1.1405
1.000 1.1383
0.618 1.1369
HIGH 1.1346
0.618 1.1332
0.500 1.1328
0.382 1.1323
LOW 1.1310
0.618 1.1287
1.000 1.1273
1.618 1.1250
2.618 1.1214
4.250 1.1154
Fisher Pivots for day following 03-Jul-2024
Pivot 1 day 3 day
R1 1.1328 1.1312
PP 1.1322 1.1311
S1 1.1316 1.1310

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

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