CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 29-Aug-2024
Day Change Summary
Previous Current
28-Aug-2024 29-Aug-2024 Change Change % Previous Week
Open 1.2040 1.2029 -0.0011 -0.1% 1.1696
High 1.2042 1.2050 0.0008 0.1% 1.1960
Low 1.1987 1.1922 -0.0065 -0.5% 1.1696
Close 1.2025 1.1965 -0.0060 -0.5% 1.1949
Range 0.0056 0.0128 0.0072 129.7% 0.0265
ATR 0.0081 0.0084 0.0003 4.1% 0.0000
Volume 452 493 41 9.1% 4,092
Daily Pivots for day following 29-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.2361 1.2291 1.2035
R3 1.2234 1.2163 1.2000
R2 1.2106 1.2106 1.1988
R1 1.2036 1.2036 1.1977 1.2007
PP 1.1979 1.1979 1.1979 1.1965
S1 1.1908 1.1908 1.1953 1.1880
S2 1.1851 1.1851 1.1942
S3 1.1724 1.1781 1.1930
S4 1.1596 1.1653 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 1.2050 1.1863 0.0187 1.6% 0.0083 0.7% 55% True False 613
10 1.2050 1.1620 0.0430 3.6% 0.0081 0.7% 80% True False 621
20 1.2050 1.1600 0.0450 3.8% 0.0099 0.8% 81% True False 387
40 1.2050 1.1281 0.0769 6.4% 0.0072 0.6% 89% True False 227
60 1.2050 1.1279 0.0771 6.4% 0.0058 0.5% 89% True False 162
80 1.2050 1.1180 0.0870 7.3% 0.0046 0.4% 90% True False 122
100 1.2050 1.1140 0.0910 7.6% 0.0042 0.4% 91% True False 98
120 1.2050 1.1140 0.0910 7.6% 0.0041 0.3% 91% True False 82
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.2591
2.618 1.2383
1.618 1.2256
1.000 1.2177
0.618 1.2128
HIGH 1.2050
0.618 1.2001
0.500 1.1986
0.382 1.1971
LOW 1.1922
0.618 1.1843
1.000 1.1795
1.618 1.1716
2.618 1.1588
4.250 1.1380
Fisher Pivots for day following 29-Aug-2024
Pivot 1 day 3 day
R1 1.1986 1.1986
PP 1.1979 1.1979
S1 1.1972 1.1972

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

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