CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 12-Jul-2024
Day Change Summary
Previous Current
11-Jul-2024 12-Jul-2024 Change Change % Previous Week
Open 1.1400 1.1388 -0.0012 -0.1% 1.1388
High 1.1420 1.1395 -0.0026 -0.2% 1.1420
Low 1.1374 1.1352 -0.0022 -0.2% 1.1325
Close 1.1374 1.1381 0.0008 0.1% 1.1381
Range 0.0047 0.0043 -0.0004 -8.6% 0.0096
ATR 0.0047 0.0047 0.0000 -0.7% 0.0000
Volume 29 21 -8 -27.6% 52
Daily Pivots for day following 12-Jul-2024
Classic Woodie Camarilla DeMark
R4 1.1503 1.1485 1.1404
R3 1.1461 1.1442 1.1393
R2 1.1418 1.1418 1.1389
R1 1.1400 1.1400 1.1385 1.1388
PP 1.1376 1.1376 1.1376 1.1370
S1 1.1357 1.1357 1.1377 1.1345
S2 1.1333 1.1333 1.1373
S3 1.1291 1.1315 1.1369
S4 1.1248 1.1272 1.1358
Weekly Pivots for week ending 12-Jul-2024
Classic Woodie Camarilla DeMark
R4 1.1662 1.1617 1.1434
R3 1.1566 1.1521 1.1407
R2 1.1471 1.1471 1.1399
R1 1.1426 1.1426 1.1390 1.1401
PP 1.1375 1.1375 1.1375 1.1363
S1 1.1330 1.1330 1.1372 1.1305
S2 1.1280 1.1280 1.1363
S3 1.1184 1.1235 1.1355
S4 1.1089 1.1139 1.1328
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1420 1.1325 0.0096 0.8% 0.0026 0.2% 59% False False 10
10 1.1420 1.1279 0.0142 1.2% 0.0033 0.3% 72% False False 10
20 1.1560 1.1279 0.0282 2.5% 0.0031 0.3% 36% False False 10
40 1.1560 1.1180 0.0380 3.3% 0.0024 0.2% 53% False False 18
60 1.1560 1.1140 0.0420 3.7% 0.0024 0.2% 57% False False 12
80 1.1611 1.1140 0.0471 4.1% 0.0026 0.2% 51% False False 10
100 1.1768 1.1140 0.0628 5.5% 0.0023 0.2% 38% False False 8
Crabel Price Patterns
NR True
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1575
2.618 1.1506
1.618 1.1463
1.000 1.1437
0.618 1.1421
HIGH 1.1395
0.618 1.1378
0.500 1.1373
0.382 1.1368
LOW 1.1352
0.618 1.1326
1.000 1.1310
1.618 1.1283
2.618 1.1241
4.250 1.1171
Fisher Pivots for day following 12-Jul-2024
Pivot 1 day 3 day
R1 1.1378 1.1378
PP 1.1376 1.1375
S1 1.1373 1.1372

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

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