CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 30-Sep-2024
Day Change Summary
Previous Current
27-Sep-2024 30-Sep-2024 Change Change % Previous Week
Open 1.1919 1.1997 0.0078 0.7% 1.1874
High 1.2005 1.1999 -0.0006 0.0% 1.2005
Low 1.1874 1.1901 0.0028 0.2% 1.1840
Close 1.1998 1.1911 -0.0087 -0.7% 1.1998
Range 0.0131 0.0098 -0.0033 -25.2% 0.0165
ATR 0.0096 0.0096 0.0000 0.2% 0.0000
Volume 29,305 36,582 7,277 24.8% 136,021
Daily Pivots for day following 30-Sep-2024
Classic Woodie Camarilla DeMark
R4 1.2231 1.2169 1.1964
R3 1.2133 1.2071 1.1937
R2 1.2035 1.2035 1.1928
R1 1.1973 1.1973 1.1919 1.1955
PP 1.1937 1.1937 1.1937 1.1928
S1 1.1875 1.1875 1.1902 1.1857
S2 1.1839 1.1839 1.1893
S3 1.1741 1.1777 1.1884
S4 1.1643 1.1679 1.1857
Weekly Pivots for week ending 27-Sep-2024
Classic Woodie Camarilla DeMark
R4 1.2441 1.2384 1.2088
R3 1.2276 1.2219 1.2043
R2 1.2112 1.2112 1.2028
R1 1.2055 1.2055 1.2013 1.2083
PP 1.1947 1.1947 1.1947 1.1962
S1 1.1890 1.1890 1.1982 1.1919
S2 1.1783 1.1783 1.1967
S3 1.1618 1.1726 1.1952
S4 1.1454 1.1561 1.1907
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2005 1.1840 0.0165 1.4% 0.0107 0.9% 43% False False 29,861
10 1.2036 1.1840 0.0196 1.6% 0.0100 0.8% 36% False False 27,733
20 1.2075 1.1823 0.0252 2.1% 0.0095 0.8% 35% False False 24,394
40 1.2075 1.1600 0.0475 4.0% 0.0093 0.8% 65% False False 12,398
60 1.2075 1.1325 0.0751 6.3% 0.0079 0.7% 78% False False 8,295
80 1.2075 1.1279 0.0797 6.7% 0.0068 0.6% 79% False False 6,229
100 1.2075 1.1180 0.0895 7.5% 0.0056 0.5% 82% False False 4,984
120 1.2075 1.1140 0.0935 7.9% 0.0052 0.4% 82% False False 4,153
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2416
2.618 1.2256
1.618 1.2158
1.000 1.2097
0.618 1.2060
HIGH 1.1999
0.618 1.1962
0.500 1.1950
0.382 1.1938
LOW 1.1901
0.618 1.1840
1.000 1.1803
1.618 1.1742
2.618 1.1644
4.250 1.1485
Fisher Pivots for day following 30-Sep-2024
Pivot 1 day 3 day
R1 1.1950 1.1922
PP 1.1937 1.1918
S1 1.1924 1.1914

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

View Archives - Comment on this page... - Back to Index of Symbols