CME Swiss Franc Future June 2024


Trading Metrics calculated at close of trading on 19-Apr-2024
Day Change Summary
Previous Current
18-Apr-2024 19-Apr-2024 Change Change % Previous Week
Open 1.1060 1.1033 -0.0027 -0.2% 1.1026
High 1.1085 1.1169 0.0084 0.8% 1.1169
Low 1.1031 1.1023 -0.0008 -0.1% 1.1005
Close 1.1036 1.1061 0.0025 0.2% 1.1061
Range 0.0054 0.0146 0.0092 170.4% 0.0164
ATR 0.0067 0.0073 0.0006 8.4% 0.0000
Volume 19,161 31,944 12,783 66.7% 126,026
Daily Pivots for day following 19-Apr-2024
Classic Woodie Camarilla DeMark
R4 1.1522 1.1437 1.1141
R3 1.1376 1.1291 1.1101
R2 1.1230 1.1230 1.1087
R1 1.1145 1.1145 1.1074 1.1188
PP 1.1084 1.1084 1.1084 1.1105
S1 1.0999 1.0999 1.1047 1.1042
S2 1.0938 1.0938 1.1034
S3 1.0792 1.0853 1.1020
S4 1.0646 1.0707 1.0980
Weekly Pivots for week ending 19-Apr-2024
Classic Woodie Camarilla DeMark
R4 1.1570 1.1479 1.1151
R3 1.1406 1.1315 1.1106
R2 1.1242 1.1242 1.1091
R1 1.1151 1.1151 1.1076 1.1197
PP 1.1078 1.1078 1.1078 1.1101
S1 1.0987 1.0987 1.1045 1.1033
S2 1.0914 1.0914 1.1030
S3 1.0750 1.0823 1.1015
S4 1.0586 1.0659 1.0970
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1169 1.1005 0.0164 1.5% 0.0066 0.6% 34% True False 25,205
10 1.1182 1.1005 0.0177 1.6% 0.0074 0.7% 32% False False 27,247
20 1.1259 1.1005 0.0255 2.3% 0.0071 0.6% 22% False False 26,812
40 1.1577 1.1005 0.0573 5.2% 0.0067 0.6% 10% False False 21,033
60 1.1860 1.1005 0.0856 7.7% 0.0066 0.6% 7% False False 14,035
80 1.2197 1.1005 0.1192 10.8% 0.0065 0.6% 5% False False 10,532
100 1.2197 1.1005 0.1192 10.8% 0.0063 0.6% 5% False False 8,434
120 1.2197 1.1005 0.1192 10.8% 0.0055 0.5% 5% False False 7,028
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1789
2.618 1.1551
1.618 1.1405
1.000 1.1315
0.618 1.1259
HIGH 1.1169
0.618 1.1113
0.500 1.1096
0.382 1.1078
LOW 1.1023
0.618 1.0932
1.000 1.0877
1.618 1.0786
2.618 1.0640
4.250 1.0402
Fisher Pivots for day following 19-Apr-2024
Pivot 1 day 3 day
R1 1.1096 1.1096
PP 1.1084 1.1084
S1 1.1072 1.1072

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

View Archives - Comment on this page... - Back to Index of Symbols