CME Swiss Franc Future March 2025


Trading Metrics calculated at close of trading on 31-May-2024
Day Change Summary
Previous Current
30-May-2024 31-May-2024 Change Change % Previous Week
Open 1.1430 1.1439 0.0010 0.1% 1.1335
High 1.1430 1.1464 0.0035 0.3% 1.1464
Low 1.1430 1.1390 -0.0040 -0.3% 1.1313
Close 1.1430 1.1439 0.0010 0.1% 1.1439
Range 0.0000 0.0075 0.0075 0.0152
ATR 0.0041 0.0043 0.0002 6.0% 0.0000
Volume
Daily Pivots for day following 31-May-2024
Classic Woodie Camarilla DeMark
R4 1.1654 1.1621 1.1480
R3 1.1580 1.1547 1.1459
R2 1.1505 1.1505 1.1453
R1 1.1472 1.1472 1.1446 1.1476
PP 1.1431 1.1431 1.1431 1.1433
S1 1.1398 1.1398 1.1432 1.1402
S2 1.1356 1.1356 1.1425
S3 1.1282 1.1323 1.1419
S4 1.1207 1.1249 1.1398
Weekly Pivots for week ending 31-May-2024
Classic Woodie Camarilla DeMark
R4 1.1860 1.1801 1.1522
R3 1.1708 1.1649 1.1481
R2 1.1557 1.1557 1.1467
R1 1.1498 1.1498 1.1453 1.1527
PP 1.1405 1.1405 1.1405 1.1420
S1 1.1346 1.1346 1.1425 1.1376
S2 1.1254 1.1254 1.1411
S3 1.1102 1.1195 1.1397
S4 1.0951 1.1043 1.1356
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1464 1.1296 0.0169 1.5% 0.0019 0.2% 85% True False
10 1.1464 1.1296 0.0169 1.5% 0.0019 0.2% 85% True False
20 1.1478 1.1296 0.0183 1.6% 0.0016 0.1% 79% False False
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 0.0003
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1.1781
2.618 1.1659
1.618 1.1585
1.000 1.1539
0.618 1.1510
HIGH 1.1464
0.618 1.1436
0.500 1.1427
0.382 1.1418
LOW 1.1390
0.618 1.1343
1.000 1.1315
1.618 1.1269
2.618 1.1194
4.250 1.1073
Fisher Pivots for day following 31-May-2024
Pivot 1 day 3 day
R1 1.1435 1.1422
PP 1.1431 1.1405
S1 1.1427 1.1388

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

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