CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 24-Sep-2024
Day Change Summary
Previous Current
23-Sep-2024 24-Sep-2024 Change Change % Previous Week
Open 1.1874 1.1915 0.0042 0.3% 1.1910
High 1.1936 1.1971 0.0035 0.3% 1.2036
Low 1.1849 1.1887 0.0039 0.3% 1.1852
Close 1.1923 1.1956 0.0033 0.3% 1.1872
Range 0.0087 0.0084 -0.0004 -4.0% 0.0184
ATR 0.0091 0.0090 -0.0001 -0.6% 0.0000
Volume 23,294 18,852 -4,442 -19.1% 122,889
Daily Pivots for day following 24-Sep-2024
Classic Woodie Camarilla DeMark
R4 1.2188 1.2155 1.2001
R3 1.2105 1.2072 1.1978
R2 1.2021 1.2021 1.1971
R1 1.1988 1.1988 1.1963 1.2005
PP 1.1938 1.1938 1.1938 1.1946
S1 1.1905 1.1905 1.1948 1.1921
S2 1.1854 1.1854 1.1940
S3 1.1771 1.1821 1.1933
S4 1.1687 1.1738 1.1910
Weekly Pivots for week ending 20-Sep-2024
Classic Woodie Camarilla DeMark
R4 1.2470 1.2354 1.1972
R3 1.2287 1.2171 1.1922
R2 1.2103 1.2103 1.1905
R1 1.1987 1.1987 1.1888 1.1954
PP 1.1920 1.1920 1.1920 1.1903
S1 1.1804 1.1804 1.1855 1.1770
S2 1.1736 1.1736 1.1838
S3 1.1553 1.1620 1.1821
S4 1.1369 1.1437 1.1771
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2036 1.1849 0.0187 1.6% 0.0097 0.8% 57% False False 24,989
10 1.2036 1.1823 0.0213 1.8% 0.0093 0.8% 62% False False 29,508
20 1.2075 1.1823 0.0252 2.1% 0.0089 0.7% 53% False False 17,999
40 1.2075 1.1451 0.0624 5.2% 0.0092 0.8% 81% False False 9,153
60 1.2075 1.1279 0.0797 6.7% 0.0074 0.6% 85% False False 6,121
80 1.2075 1.1277 0.0799 6.7% 0.0063 0.5% 85% False False 4,599
100 1.2075 1.1180 0.0895 7.5% 0.0053 0.4% 87% False False 3,679
120 1.2075 1.1140 0.0935 7.8% 0.0049 0.4% 87% False False 3,066
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0023
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2325
2.618 1.2189
1.618 1.2106
1.000 1.2054
0.618 1.2022
HIGH 1.1971
0.618 1.1939
0.500 1.1929
0.382 1.1919
LOW 1.1887
0.618 1.1835
1.000 1.1804
1.618 1.1752
2.618 1.1668
4.250 1.1532
Fisher Pivots for day following 24-Sep-2024
Pivot 1 day 3 day
R1 1.1947 1.1940
PP 1.1938 1.1925
S1 1.1929 1.1910

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

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