CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 18-Jul-2024
Day Change Summary
Previous Current
17-Jul-2024 18-Jul-2024 Change Change % Previous Week
Open 1.1430 1.1470 0.0040 0.3% 1.1388
High 1.1530 1.1470 -0.0061 -0.5% 1.1420
Low 1.1430 1.1470 0.0040 0.3% 1.1325
Close 1.1520 1.1470 -0.0051 -0.4% 1.1381
Range 0.0100 0.0000 -0.0100 -100.0% 0.0096
ATR 0.0050 0.0050 0.0000 0.0% 0.0000
Volume 166 19 -147 -88.6% 52
Daily Pivots for day following 18-Jul-2024
Classic Woodie Camarilla DeMark
R4 1.1470 1.1470 1.1470
R3 1.1470 1.1470 1.1470
R2 1.1470 1.1470 1.1470
R1 1.1470 1.1470 1.1470 1.1470
PP 1.1470 1.1470 1.1470 1.1470
S1 1.1470 1.1470 1.1470 1.1470
S2 1.1470 1.1470 1.1470
S3 1.1470 1.1470 1.1470
S4 1.1470 1.1470 1.1470
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 1.1530 1.1352 0.0178 1.6% 0.0034 0.3% 66% False False 56
10 1.1530 1.1281 0.0250 2.2% 0.0036 0.3% 76% False False 32
20 1.1530 1.1279 0.0252 2.2% 0.0029 0.3% 76% False False 21
40 1.1560 1.1180 0.0380 3.3% 0.0027 0.2% 76% False False 24
60 1.1560 1.1140 0.0420 3.7% 0.0024 0.2% 78% False False 16
80 1.1560 1.1140 0.0420 3.7% 0.0025 0.2% 78% False False 12
100 1.1768 1.1140 0.0628 5.5% 0.0025 0.2% 53% False False 11
120 1.2055 1.1140 0.0915 8.0% 0.0026 0.2% 36% False False 9
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1470
2.618 1.1470
1.618 1.1470
1.000 1.1470
0.618 1.1470
HIGH 1.1470
0.618 1.1470
0.500 1.1470
0.382 1.1470
LOW 1.1470
0.618 1.1470
1.000 1.1470
1.618 1.1470
2.618 1.1470
4.250 1.1470
Fisher Pivots for day following 18-Jul-2024
Pivot 1 day 3 day
R1 1.1470 1.1464
PP 1.1470 1.1459
S1 1.1470 1.1454

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

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