CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 23-Oct-2024
Day Change Summary
Previous Current
22-Oct-2024 23-Oct-2024 Change Change % Previous Week
Open 1.1615 1.1622 0.0007 0.1% 1.1747
High 1.1636 1.1628 -0.0009 -0.1% 1.1747
Low 1.1612 1.1580 -0.0032 -0.3% 1.1607
Close 1.1622 1.1602 -0.0021 -0.2% 1.1628
Range 0.0024 0.0048 0.0024 97.9% 0.0140
ATR 0.0071 0.0069 -0.0002 -2.4% 0.0000
Volume 14,917 18,659 3,742 25.1% 87,156
Daily Pivots for day following 23-Oct-2024
Classic Woodie Camarilla DeMark
R4 1.1746 1.1721 1.1628
R3 1.1698 1.1674 1.1615
R2 1.1651 1.1651 1.1610
R1 1.1626 1.1626 1.1606 1.1615
PP 1.1603 1.1603 1.1603 1.1597
S1 1.1579 1.1579 1.1597 1.1567
S2 1.1556 1.1556 1.1593
S3 1.1508 1.1531 1.1588
S4 1.1461 1.1484 1.1575
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 1.1661 1.1580 0.0081 0.7% 0.0039 0.3% 27% False True 16,749
10 1.1768 1.1580 0.0188 1.6% 0.0051 0.4% 11% False True 17,629
20 1.2005 1.1580 0.0425 3.7% 0.0072 0.6% 5% False True 23,716
40 1.2075 1.1580 0.0495 4.3% 0.0081 0.7% 4% False True 21,550
60 1.2075 1.1519 0.0556 4.8% 0.0086 0.7% 15% False False 14,483
80 1.2075 1.1279 0.0797 6.9% 0.0075 0.6% 41% False False 10,877
100 1.2075 1.1279 0.0797 6.9% 0.0066 0.6% 41% False False 8,708
120 1.2075 1.1180 0.0895 7.7% 0.0057 0.5% 47% False False 7,257
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0011
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1829
2.618 1.1752
1.618 1.1704
1.000 1.1675
0.618 1.1657
HIGH 1.1628
0.618 1.1609
0.500 1.1604
0.382 1.1598
LOW 1.1580
0.618 1.1551
1.000 1.1533
1.618 1.1503
2.618 1.1456
4.250 1.1378
Fisher Pivots for day following 23-Oct-2024
Pivot 1 day 3 day
R1 1.1604 1.1617
PP 1.1603 1.1612
S1 1.1602 1.1607

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

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