CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 13-Aug-2024
Day Change Summary
Previous Current
12-Aug-2024 13-Aug-2024 Change Change % Previous Week
Open 1.1723 1.1710 -0.0014 -0.1% 1.1834
High 1.1727 1.1744 0.0018 0.1% 1.2035
Low 1.1650 1.1694 0.0044 0.4% 1.1700
Close 1.1727 1.1744 0.0018 0.1% 1.1736
Range 0.0077 0.0050 -0.0027 -34.6% 0.0335
ATR 0.0090 0.0087 -0.0003 -3.2% 0.0000
Volume 57 42 -15 -26.3% 906
Daily Pivots for day following 13-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.1877 1.1861 1.1772
R3 1.1827 1.1811 1.1758
R2 1.1777 1.1777 1.1753
R1 1.1761 1.1761 1.1749 1.1769
PP 1.1727 1.1727 1.1727 1.1732
S1 1.1711 1.1711 1.1739 1.1719
S2 1.1677 1.1677 1.1735
S3 1.1627 1.1661 1.1730
S4 1.1577 1.1611 1.1717
Weekly Pivots for week ending 09-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.2829 1.2617 1.1920
R3 1.2494 1.2282 1.1828
R2 1.2159 1.2159 1.1797
R1 1.1947 1.1947 1.1766 1.1885
PP 1.1824 1.1824 1.1824 1.1793
S1 1.1612 1.1612 1.1705 1.1550
S2 1.1489 1.1489 1.1674
S3 1.1154 1.1277 1.1643
S4 1.0819 1.0942 1.1551
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1919 1.1650 0.0269 2.3% 0.0104 0.9% 35% False False 82
10 1.2035 1.1519 0.0516 4.4% 0.0112 1.0% 44% False False 166
20 1.2035 1.1400 0.0635 5.4% 0.0082 0.7% 54% False False 133
40 1.2035 1.1279 0.0757 6.4% 0.0055 0.5% 62% False False 73
60 1.2035 1.1180 0.0855 7.3% 0.0044 0.4% 66% False False 57
80 1.2035 1.1140 0.0895 7.6% 0.0039 0.3% 67% False False 43
100 1.2035 1.1140 0.0895 7.6% 0.0037 0.3% 67% False False 35
120 1.2035 1.1140 0.0895 7.6% 0.0033 0.3% 67% False False 30
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 0.0011
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.1957
2.618 1.1875
1.618 1.1825
1.000 1.1794
0.618 1.1775
HIGH 1.1744
0.618 1.1725
0.500 1.1719
0.382 1.1713
LOW 1.1694
0.618 1.1663
1.000 1.1644
1.618 1.1613
2.618 1.1563
4.250 1.1482
Fisher Pivots for day following 13-Aug-2024
Pivot 1 day 3 day
R1 1.1736 1.1730
PP 1.1727 1.1716
S1 1.1719 1.1702

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

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