CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 02-Aug-2024
Day Change Summary
Previous Current
01-Aug-2024 02-Aug-2024 Change Change % Previous Week
Open 1.1590 1.1633 0.0043 0.4% 1.1483
High 1.1637 1.1840 0.0203 1.7% 1.1840
Low 1.1583 1.1630 0.0047 0.4% 1.1451
Close 1.1637 1.1820 0.0183 1.6% 1.1820
Range 0.0055 0.0211 0.0156 286.2% 0.0389
ATR 0.0059 0.0070 0.0011 18.4% 0.0000
Volume 163 432 269 165.0% 680
Daily Pivots for day following 02-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.2395 1.2318 1.1936
R3 1.2184 1.2107 1.1878
R2 1.1974 1.1974 1.1859
R1 1.1897 1.1897 1.1839 1.1935
PP 1.1763 1.1763 1.1763 1.1782
S1 1.1686 1.1686 1.1801 1.1725
S2 1.1553 1.1553 1.1781
S3 1.1342 1.1476 1.1762
S4 1.1132 1.1265 1.1704
Weekly Pivots for week ending 02-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.2871 1.2734 1.2034
R3 1.2482 1.2345 1.1927
R2 1.2093 1.2093 1.1891
R1 1.1956 1.1956 1.1856 1.2025
PP 1.1704 1.1704 1.1704 1.1738
S1 1.1567 1.1567 1.1784 1.1636
S2 1.1315 1.1315 1.1749
S3 1.0926 1.1178 1.1713
S4 1.0537 1.0789 1.1606
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1840 1.1451 0.0389 3.3% 0.0091 0.8% 95% True False 136
10 1.1840 1.1400 0.0440 3.7% 0.0074 0.6% 95% True False 148
20 1.1840 1.1325 0.0516 4.4% 0.0050 0.4% 96% True False 90
40 1.1840 1.1279 0.0562 4.8% 0.0043 0.4% 96% True False 61
60 1.1840 1.1180 0.0660 5.6% 0.0031 0.3% 97% True False 41
80 1.1840 1.1140 0.0700 5.9% 0.0031 0.3% 97% True False 31
100 1.1840 1.1140 0.0700 5.9% 0.0031 0.3% 97% True False 25
120 1.1840 1.1140 0.0700 5.9% 0.0028 0.2% 97% True False 21
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 0.0006
Widest range in 135 trading days
Fibonacci Retracements and Extensions
4.250 1.2735
2.618 1.2391
1.618 1.2181
1.000 1.2051
0.618 1.1970
HIGH 1.1840
0.618 1.1760
0.500 1.1735
0.382 1.1710
LOW 1.1630
0.618 1.1499
1.000 1.1419
1.618 1.1289
2.618 1.1078
4.250 1.0735
Fisher Pivots for day following 02-Aug-2024
Pivot 1 day 3 day
R1 1.1792 1.1773
PP 1.1763 1.1726
S1 1.1735 1.1680

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

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