CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 22-Oct-2024
Day Change Summary
Previous Current
21-Oct-2024 22-Oct-2024 Change Change % Previous Week
Open 1.1636 1.1615 -0.0021 -0.2% 1.1747
High 1.1654 1.1636 -0.0018 -0.2% 1.1747
Low 1.1613 1.1612 -0.0001 0.0% 1.1607
Close 1.1615 1.1622 0.0007 0.1% 1.1628
Range 0.0041 0.0024 -0.0017 -41.5% 0.0140
ATR 0.0075 0.0071 -0.0004 -4.8% 0.0000
Volume 14,578 14,917 339 2.3% 87,156
Daily Pivots for day following 22-Oct-2024
Classic Woodie Camarilla DeMark
R4 1.1695 1.1683 1.1635
R3 1.1671 1.1659 1.1629
R2 1.1647 1.1647 1.1626
R1 1.1635 1.1635 1.1624 1.1641
PP 1.1623 1.1623 1.1623 1.1627
S1 1.1611 1.1611 1.1620 1.1617
S2 1.1599 1.1599 1.1618
S3 1.1575 1.1587 1.1615
S4 1.1551 1.1563 1.1609
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 1.1687 1.1607 0.0080 0.7% 0.0042 0.4% 19% False False 15,939
10 1.1768 1.1607 0.0161 1.4% 0.0052 0.5% 9% False False 17,504
20 1.2005 1.1607 0.0398 3.4% 0.0076 0.7% 4% False False 24,212
40 1.2075 1.1607 0.0468 4.0% 0.0083 0.7% 3% False False 21,105
60 1.2075 1.1451 0.0624 5.4% 0.0086 0.7% 27% False False 14,172
80 1.2075 1.1279 0.0797 6.9% 0.0075 0.6% 43% False False 10,644
100 1.2075 1.1277 0.0799 6.9% 0.0066 0.6% 43% False False 8,521
120 1.2075 1.1180 0.0895 7.7% 0.0057 0.5% 49% False False 7,101
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0011
Narrowest range in 64 trading days
Fibonacci Retracements and Extensions
4.250 1.1738
2.618 1.1699
1.618 1.1675
1.000 1.1660
0.618 1.1651
HIGH 1.1636
0.618 1.1627
0.500 1.1624
0.382 1.1621
LOW 1.1612
0.618 1.1597
1.000 1.1588
1.618 1.1573
2.618 1.1549
4.250 1.1510
Fisher Pivots for day following 22-Oct-2024
Pivot 1 day 3 day
R1 1.1624 1.1631
PP 1.1623 1.1628
S1 1.1623 1.1625

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

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