CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 21-Oct-2024
Day Change Summary
Previous Current
18-Oct-2024 21-Oct-2024 Change Change % Previous Week
Open 1.1617 1.1636 0.0019 0.2% 1.1747
High 1.1638 1.1654 0.0016 0.1% 1.1747
Low 1.1607 1.1613 0.0006 0.1% 1.1607
Close 1.1628 1.1615 -0.0013 -0.1% 1.1628
Range 0.0031 0.0041 0.0010 32.3% 0.0140
ATR 0.0077 0.0075 -0.0003 -3.3% 0.0000
Volume 13,703 14,578 875 6.4% 87,156
Daily Pivots for day following 21-Oct-2024
Classic Woodie Camarilla DeMark
R4 1.1750 1.1724 1.1638
R3 1.1709 1.1683 1.1626
R2 1.1668 1.1668 1.1623
R1 1.1642 1.1642 1.1619 1.1635
PP 1.1627 1.1627 1.1627 1.1624
S1 1.1601 1.1601 1.1611 1.1594
S2 1.1586 1.1586 1.1607
S3 1.1545 1.1560 1.1604
S4 1.1504 1.1519 1.1592
Weekly Pivots for week ending 18-Oct-2024
Classic Woodie Camarilla DeMark
R4 1.2079 1.1993 1.1705
R3 1.1940 1.1854 1.1666
R2 1.1800 1.1800 1.1654
R1 1.1714 1.1714 1.1641 1.1687
PP 1.1661 1.1661 1.1661 1.1647
S1 1.1575 1.1575 1.1615 1.1548
S2 1.1521 1.1521 1.1602
S3 1.1382 1.1435 1.1590
S4 1.1242 1.1296 1.1551
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1698 1.1607 0.0091 0.8% 0.0045 0.4% 9% False False 16,676
10 1.1813 1.1607 0.0206 1.8% 0.0058 0.5% 4% False False 18,153
20 1.2005 1.1607 0.0398 3.4% 0.0079 0.7% 2% False False 24,408
40 1.2075 1.1607 0.0468 4.0% 0.0083 0.7% 2% False False 20,738
60 1.2075 1.1451 0.0624 5.4% 0.0087 0.7% 26% False False 13,924
80 1.2075 1.1279 0.0797 6.9% 0.0075 0.6% 42% False False 10,458
100 1.2075 1.1277 0.0799 6.9% 0.0066 0.6% 42% False False 8,372
120 1.2075 1.1140 0.0935 8.0% 0.0057 0.5% 51% False False 6,977
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1828
2.618 1.1761
1.618 1.1720
1.000 1.1695
0.618 1.1679
HIGH 1.1654
0.618 1.1638
0.500 1.1634
0.382 1.1629
LOW 1.1613
0.618 1.1588
1.000 1.1572
1.618 1.1547
2.618 1.1506
4.250 1.1439
Fisher Pivots for day following 21-Oct-2024
Pivot 1 day 3 day
R1 1.1634 1.1634
PP 1.1627 1.1628
S1 1.1621 1.1621

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

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