CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 23-Aug-2024
Day Change Summary
Previous Current
22-Aug-2024 23-Aug-2024 Change Change % Previous Week
Open 1.1905 1.1899 -0.0006 0.0% 1.1696
High 1.1934 1.1960 0.0027 0.2% 1.1960
Low 1.1879 1.1863 -0.0016 -0.1% 1.1696
Close 1.1894 1.1949 0.0055 0.5% 1.1949
Range 0.0055 0.0097 0.0043 78.0% 0.0265
ATR 0.0085 0.0086 0.0001 1.0% 0.0000
Volume 62 1,009 947 1,527.4% 4,092
Daily Pivots for day following 23-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.2215 1.2179 1.2002
R3 1.2118 1.2082 1.1975
R2 1.2021 1.2021 1.1966
R1 1.1985 1.1985 1.1957 1.2003
PP 1.1924 1.1924 1.1924 1.1933
S1 1.1888 1.1888 1.1940 1.1906
S2 1.1827 1.1827 1.1931
S3 1.1730 1.1791 1.1922
S4 1.1633 1.1694 1.1895
Weekly Pivots for week ending 23-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.2662 1.2570 1.2094
R3 1.2397 1.2305 1.2021
R2 1.2133 1.2133 1.1997
R1 1.2041 1.2041 1.1973 1.2087
PP 1.1868 1.1868 1.1868 1.1891
S1 1.1776 1.1776 1.1924 1.1822
S2 1.1604 1.1604 1.1900
S3 1.1339 1.1512 1.1876
S4 1.1075 1.1247 1.1803
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1960 1.1696 0.0265 2.2% 0.0081 0.7% 96% True False 818
10 1.1960 1.1600 0.0360 3.0% 0.0079 0.7% 97% True False 434
20 1.2035 1.1451 0.0584 4.9% 0.0095 0.8% 85% False False 296
40 1.2035 1.1279 0.0757 6.3% 0.0067 0.6% 89% False False 177
60 1.2035 1.1277 0.0759 6.3% 0.0054 0.5% 89% False False 128
80 1.2035 1.1140 0.0895 7.5% 0.0044 0.4% 90% False False 96
100 1.2035 1.1140 0.0895 7.5% 0.0041 0.3% 90% False False 77
120 1.2035 1.1140 0.0895 7.5% 0.0038 0.3% 90% False False 65
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2372
2.618 1.2214
1.618 1.2117
1.000 1.2057
0.618 1.2020
HIGH 1.1960
0.618 1.1923
0.500 1.1912
0.382 1.1900
LOW 1.1863
0.618 1.1803
1.000 1.1766
1.618 1.1706
2.618 1.1609
4.250 1.1451
Fisher Pivots for day following 23-Aug-2024
Pivot 1 day 3 day
R1 1.1936 1.1935
PP 1.1924 1.1922
S1 1.1912 1.1909

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

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