CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 13-Dec-2024
Day Change Summary
Previous Current
12-Dec-2024 13-Dec-2024 Change Change % Previous Week
Open 1.1316 1.1215 -0.0101 -0.9% 1.1392
High 1.1345 1.1218 -0.0127 -1.1% 1.1427
Low 1.1203 1.1179 -0.0024 -0.2% 1.1179
Close 1.1222 1.1203 -0.0019 -0.2% 1.1203
Range 0.0143 0.0040 -0.0103 -72.3% 0.0248
ATR 0.0084 0.0081 -0.0003 -3.5% 0.0000
Volume 60,887 8,420 -52,467 -86.2% 228,362
Daily Pivots for day following 13-Dec-2024
Classic Woodie Camarilla DeMark
R4 1.1318 1.1300 1.1225
R3 1.1279 1.1261 1.1214
R2 1.1239 1.1239 1.1210
R1 1.1221 1.1221 1.1207 1.1211
PP 1.1200 1.1200 1.1200 1.1195
S1 1.1182 1.1182 1.1199 1.1171
S2 1.1160 1.1160 1.1196
S3 1.1121 1.1142 1.1192
S4 1.1081 1.1103 1.1181
Weekly Pivots for week ending 13-Dec-2024
Classic Woodie Camarilla DeMark
R4 1.2013 1.1856 1.1339
R3 1.1765 1.1608 1.1271
R2 1.1517 1.1517 1.1248
R1 1.1360 1.1360 1.1226 1.1315
PP 1.1269 1.1269 1.1269 1.1247
S1 1.1112 1.1112 1.1180 1.1067
S2 1.1021 1.1021 1.1158
S3 1.0773 1.0864 1.1135
S4 1.0525 1.0616 1.1067
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1427 1.1179 0.0248 2.2% 0.0075 0.7% 10% False True 45,672
10 1.1481 1.1179 0.0303 2.7% 0.0083 0.7% 8% False True 38,297
20 1.1481 1.1179 0.0303 2.7% 0.0080 0.7% 8% False True 33,512
40 1.1661 1.1179 0.0483 4.3% 0.0074 0.7% 5% False True 29,128
60 1.2005 1.1179 0.0826 7.4% 0.0077 0.7% 3% False True 27,885
80 1.2075 1.1179 0.0897 8.0% 0.0079 0.7% 3% False True 24,593
100 1.2075 1.1179 0.0897 8.0% 0.0082 0.7% 3% False True 19,729
120 1.2075 1.1179 0.0897 8.0% 0.0074 0.7% 3% False True 16,445
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 1.1386
2.618 1.1321
1.618 1.1282
1.000 1.1258
0.618 1.1242
HIGH 1.1218
0.618 1.1203
0.500 1.1198
0.382 1.1194
LOW 1.1179
0.618 1.1154
1.000 1.1139
1.618 1.1115
2.618 1.1075
4.250 1.1011
Fisher Pivots for day following 13-Dec-2024
Pivot 1 day 3 day
R1 1.1201 1.1267
PP 1.1200 1.1246
S1 1.1198 1.1224

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

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