CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 09-Jul-2024
Day Change Summary
Previous Current
08-Jul-2024 09-Jul-2024 Change Change % Previous Week
Open 1.1388 1.1350 -0.0038 -0.3% 1.1319
High 1.1388 1.1350 -0.0038 -0.3% 1.1381
Low 1.1363 1.1350 -0.0013 -0.1% 1.1279
Close 1.1363 1.1350 -0.0013 -0.1% 1.1379
Range 0.0025 0.0000 -0.0025 -100.0% 0.0103
ATR 0.0048 0.0045 -0.0003 -5.3% 0.0000
Volume 1 0 -1 -100.0% 45
Daily Pivots for day following 09-Jul-2024
Classic Woodie Camarilla DeMark
R4 1.1350 1.1350 1.1350
R3 1.1350 1.1350 1.1350
R2 1.1350 1.1350 1.1350
R1 1.1350 1.1350 1.1350 1.1350
PP 1.1350 1.1350 1.1350 1.1350
S1 1.1350 1.1350 1.1350 1.1350
S2 1.1350 1.1350 1.1350
S3 1.1350 1.1350 1.1350
S4 1.1350 1.1350 1.1350
Weekly Pivots for week ending 05-Jul-2024
Classic Woodie Camarilla DeMark
R4 1.1654 1.1619 1.1435
R3 1.1551 1.1516 1.1407
R2 1.1449 1.1449 1.1397
R1 1.1414 1.1414 1.1388 1.1431
PP 1.1346 1.1346 1.1346 1.1355
S1 1.1311 1.1311 1.1369 1.1329
S2 1.1244 1.1244 1.1360
S3 1.1141 1.1209 1.1350
S4 1.1039 1.1106 1.1322
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1388 1.1279 0.0109 1.0% 0.0034 0.3% 66% False False 7
10 1.1414 1.1279 0.0135 1.2% 0.0023 0.2% 53% False False 6
20 1.1560 1.1279 0.0282 2.5% 0.0030 0.3% 25% False False 25
40 1.1560 1.1180 0.0380 3.3% 0.0022 0.2% 45% False False 16
60 1.1560 1.1140 0.0420 3.7% 0.0023 0.2% 50% False False 11
80 1.1711 1.1140 0.0571 5.0% 0.0027 0.2% 37% False False 9
100 1.1768 1.1140 0.0628 5.5% 0.0024 0.2% 33% False False 8
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0004
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1350
2.618 1.1350
1.618 1.1350
1.000 1.1350
0.618 1.1350
HIGH 1.1350
0.618 1.1350
0.500 1.1350
0.382 1.1350
LOW 1.1350
0.618 1.1350
1.000 1.1350
1.618 1.1350
2.618 1.1350
4.250 1.1350
Fisher Pivots for day following 09-Jul-2024
Pivot 1 day 3 day
R1 1.1350 1.1345
PP 1.1350 1.1339
S1 1.1350 1.1334

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

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