CME Swiss Franc Future June 2024


Trading Metrics calculated at close of trading on 26-Dec-2023
Day Change Summary
Previous Current
22-Dec-2023 26-Dec-2023 Change Change % Previous Week
Open 1.1881 1.1927 0.0047 0.4% 1.1750
High 1.1952 1.1927 -0.0025 -0.2% 1.1952
Low 1.1879 1.1927 0.0048 0.4% 1.1736
Close 1.1893 1.1927 0.0035 0.3% 1.1893
Range 0.0073 0.0000 -0.0073 -100.0% 0.0217
ATR 0.0064 0.0062 -0.0002 -3.3% 0.0000
Volume 15 0 -15 -100.0% 52
Daily Pivots for day following 26-Dec-2023
Classic Woodie Camarilla DeMark
R4 1.1927 1.1927 1.1927
R3 1.1927 1.1927 1.1927
R2 1.1927 1.1927 1.1927
R1 1.1927 1.1927 1.1927 1.1927
PP 1.1927 1.1927 1.1927 1.1927
S1 1.1927 1.1927 1.1927 1.1927
S2 1.1927 1.1927 1.1927
S3 1.1927 1.1927 1.1927
S4 1.1927 1.1927 1.1927
Weekly Pivots for week ending 22-Dec-2023
Classic Woodie Camarilla DeMark
R4 1.2510 1.2418 1.2012
R3 1.2293 1.2201 1.1952
R2 1.2077 1.2077 1.1932
R1 1.1985 1.1985 1.1912 1.2031
PP 1.1860 1.1860 1.1860 1.1883
S1 1.1768 1.1768 1.1873 1.1814
S2 1.1644 1.1644 1.1853
S3 1.1427 1.1552 1.1833
S4 1.1211 1.1335 1.1773
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1952 1.1760 0.0192 1.6% 0.0051 0.4% 87% False False 10
10 1.1952 1.1624 0.0328 2.8% 0.0061 0.5% 92% False False 74
20 1.1952 1.1577 0.0375 3.1% 0.0053 0.4% 93% False False 40
40 1.1952 1.1270 0.0683 5.7% 0.0034 0.3% 96% False False 20
60 1.1952 1.1145 0.0808 6.8% 0.0037 0.3% 97% False False 14
80 1.1952 1.1145 0.0808 6.8% 0.0031 0.3% 97% False False 10
100 1.1952 1.1145 0.0808 6.8% 0.0033 0.3% 97% False False 9
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.1927
2.618 1.1927
1.618 1.1927
1.000 1.1927
0.618 1.1927
HIGH 1.1927
0.618 1.1927
0.500 1.1927
0.382 1.1927
LOW 1.1927
0.618 1.1927
1.000 1.1927
1.618 1.1927
2.618 1.1927
4.250 1.1927
Fisher Pivots for day following 26-Dec-2023
Pivot 1 day 3 day
R1 1.1927 1.1916
PP 1.1927 1.1905
S1 1.1927 1.1894

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

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