CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 05-Aug-2024
Day Change Summary
Previous Current
02-Aug-2024 05-Aug-2024 Change Change % Previous Week
Open 1.1633 1.1834 0.0201 1.7% 1.1483
High 1.1840 1.2035 0.0195 1.6% 1.1840
Low 1.1630 1.1824 0.0195 1.7% 1.1451
Close 1.1820 1.1937 0.0117 1.0% 1.1820
Range 0.0211 0.0211 0.0001 0.2% 0.0389
ATR 0.0070 0.0080 0.0010 14.9% 0.0000
Volume 432 572 140 32.4% 680
Daily Pivots for day following 05-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.2565 1.2462 1.2053
R3 1.2354 1.2251 1.1995
R2 1.2143 1.2143 1.1975
R1 1.2040 1.2040 1.1956 1.2091
PP 1.1932 1.1932 1.1932 1.1958
S1 1.1829 1.1829 1.1917 1.1880
S2 1.1721 1.1721 1.1898
S3 1.1510 1.1618 1.1878
S4 1.1299 1.1407 1.1820
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 1.2035 1.1451 0.0584 4.9% 0.0120 1.0% 83% True False 247
10 1.2035 1.1400 0.0635 5.3% 0.0095 0.8% 84% True False 204
20 1.2035 1.1325 0.0711 6.0% 0.0060 0.5% 86% True False 118
40 1.2035 1.1279 0.0757 6.3% 0.0047 0.4% 87% True False 72
60 1.2035 1.1180 0.0855 7.2% 0.0035 0.3% 88% True False 50
80 1.2035 1.1140 0.0895 7.5% 0.0033 0.3% 89% True False 38
100 1.2035 1.1140 0.0895 7.5% 0.0033 0.3% 89% True False 31
120 1.2035 1.1140 0.0895 7.5% 0.0030 0.2% 89% True False 26
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 0.0007
Widest range in 136 trading days
Fibonacci Retracements and Extensions
4.250 1.2932
2.618 1.2587
1.618 1.2376
1.000 1.2246
0.618 1.2165
HIGH 1.2035
0.618 1.1954
0.500 1.1930
0.382 1.1905
LOW 1.1824
0.618 1.1694
1.000 1.1613
1.618 1.1483
2.618 1.1272
4.250 1.0927
Fisher Pivots for day following 05-Aug-2024
Pivot 1 day 3 day
R1 1.1934 1.1894
PP 1.1932 1.1851
S1 1.1930 1.1809

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

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