CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 25-Oct-2024
Day Change Summary
Previous Current
24-Oct-2024 25-Oct-2024 Change Change % Previous Week
Open 1.1608 1.1612 0.0004 0.0% 1.1636
High 1.1624 1.1623 -0.0001 0.0% 1.1654
Low 1.1596 1.1590 -0.0006 0.0% 1.1580
Close 1.1612 1.1606 -0.0006 -0.1% 1.1606
Range 0.0028 0.0033 0.0005 17.9% 0.0074
ATR 0.0066 0.0064 -0.0002 -3.6% 0.0000
Volume 16,097 15,178 -919 -5.7% 79,429
Daily Pivots for day following 25-Oct-2024
Classic Woodie Camarilla DeMark
R4 1.1705 1.1688 1.1624
R3 1.1672 1.1655 1.1615
R2 1.1639 1.1639 1.1612
R1 1.1622 1.1622 1.1609 1.1614
PP 1.1606 1.1606 1.1606 1.1602
S1 1.1589 1.1589 1.1602 1.1581
S2 1.1573 1.1573 1.1599
S3 1.1540 1.1556 1.1596
S4 1.1507 1.1523 1.1587
Weekly Pivots for week ending 25-Oct-2024
Classic Woodie Camarilla DeMark
R4 1.1835 1.1794 1.1646
R3 1.1761 1.1720 1.1626
R2 1.1687 1.1687 1.1619
R1 1.1646 1.1646 1.1612 1.1630
PP 1.1613 1.1613 1.1613 1.1605
S1 1.1572 1.1572 1.1599 1.1556
S2 1.1539 1.1539 1.1592
S3 1.1465 1.1498 1.1585
S4 1.1391 1.1424 1.1565
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1654 1.1580 0.0074 0.6% 0.0035 0.3% 34% False False 15,885
10 1.1747 1.1580 0.0167 1.4% 0.0045 0.4% 15% False False 16,658
20 1.1999 1.1580 0.0419 3.6% 0.0064 0.5% 6% False False 22,014
40 1.2075 1.1580 0.0495 4.3% 0.0078 0.7% 5% False False 22,308
60 1.2075 1.1580 0.0495 4.3% 0.0085 0.7% 5% False False 15,001
80 1.2075 1.1281 0.0795 6.8% 0.0075 0.6% 41% False False 11,268
100 1.2075 1.1279 0.0797 6.9% 0.0066 0.6% 41% False False 9,021
120 1.2075 1.1180 0.0895 7.7% 0.0057 0.5% 48% False False 7,517
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 False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1763
2.618 1.1709
1.618 1.1676
1.000 1.1656
0.618 1.1643
HIGH 1.1623
0.618 1.1610
0.500 1.1607
0.382 1.1603
LOW 1.1590
0.618 1.1570
1.000 1.1557
1.618 1.1537
2.618 1.1504
4.250 1.1450
Fisher Pivots for day following 25-Oct-2024
Pivot 1 day 3 day
R1 1.1607 1.1605
PP 1.1606 1.1604
S1 1.1606 1.1604

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

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