CME Swiss Franc Future December 2024


Trading Metrics calculated at close of trading on 20-Mar-2024
Day Change Summary
Previous Current
19-Mar-2024 20-Mar-2024 Change Change % Previous Week
Open 1.1580 1.1560 -0.0020 -0.2% 1.1728
High 1.1594 1.1611 0.0017 0.1% 1.1729
Low 1.1570 1.1550 -0.0020 -0.2% 1.1630
Close 1.1589 1.1611 0.0022 0.2% 1.1646
Range 0.0024 0.0061 0.0037 154.2% 0.0100
ATR 0.0037 0.0039 0.0002 4.7% 0.0000
Volume 10 6 -4 -40.0% 12
Daily Pivots for day following 20-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.1774 1.1753 1.1645
R3 1.1713 1.1692 1.1628
R2 1.1652 1.1652 1.1622
R1 1.1631 1.1631 1.1617 1.1642
PP 1.1591 1.1591 1.1591 1.1596
S1 1.1570 1.1570 1.1605 1.1581
S2 1.1530 1.1530 1.1600
S3 1.1469 1.1509 1.1594
S4 1.1408 1.1448 1.1577
Weekly Pivots for week ending 15-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.1967 1.1906 1.1700
R3 1.1867 1.1806 1.1673
R2 1.1768 1.1768 1.1664
R1 1.1707 1.1707 1.1655 1.1687
PP 1.1668 1.1668 1.1668 1.1658
S1 1.1607 1.1607 1.1636 1.1588
S2 1.1569 1.1569 1.1627
S3 1.1469 1.1508 1.1618
S4 1.1370 1.1408 1.1591
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1711 1.1550 0.0161 1.4% 0.0044 0.4% 38% False True 7
10 1.1768 1.1550 0.0218 1.9% 0.0025 0.2% 28% False True 3
20 1.1768 1.1550 0.0218 1.9% 0.0016 0.1% 28% False True 3
40 1.2055 1.1550 0.0505 4.3% 0.0026 0.2% 12% False True 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1870
2.618 1.1771
1.618 1.1710
1.000 1.1672
0.618 1.1649
HIGH 1.1611
0.618 1.1588
0.500 1.1581
0.382 1.1573
LOW 1.1550
0.618 1.1512
1.000 1.1489
1.618 1.1451
2.618 1.1390
4.250 1.1291
Fisher Pivots for day following 20-Mar-2024
Pivot 1 day 3 day
R1 1.1601 1.1602
PP 1.1591 1.1594
S1 1.1581 1.1585

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

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