CME Swiss Franc Future March 2025


Trading Metrics calculated at close of trading on 04-Jun-2024
Day Change Summary
Previous Current
03-Jun-2024 04-Jun-2024 Change Change % Previous Week
Open 1.1472 1.1606 0.0135 1.2% 1.1335
High 1.1530 1.1606 0.0077 0.7% 1.1464
Low 1.1472 1.1606 0.0135 1.2% 1.1313
Close 1.1530 1.1606 0.0077 0.7% 1.1439
Range 0.0058 0.0000 -0.0058 -100.0% 0.0152
ATR 0.0046 0.0049 0.0002 4.6% 0.0000
Volume 1 0 -1 -100.0% 0
Daily Pivots for day following 04-Jun-2024
Classic Woodie Camarilla DeMark
R4 1.1606 1.1606 1.1606
R3 1.1606 1.1606 1.1606
R2 1.1606 1.1606 1.1606
R1 1.1606 1.1606 1.1606 1.1606
PP 1.1606 1.1606 1.1606 1.1606
S1 1.1606 1.1606 1.1606 1.1606
S2 1.1606 1.1606 1.1606
S3 1.1606 1.1606 1.1606
S4 1.1606 1.1606 1.1606
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 1.1606 1.1313 0.0294 2.5% 0.0027 0.2% 100% True False
10 1.1606 1.1296 0.0311 2.7% 0.0022 0.2% 100% True False
20 1.1606 1.1296 0.0311 2.7% 0.0015 0.1% 100% True False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1606
2.618 1.1606
1.618 1.1606
1.000 1.1606
0.618 1.1606
HIGH 1.1606
0.618 1.1606
0.500 1.1606
0.382 1.1606
LOW 1.1606
0.618 1.1606
1.000 1.1606
1.618 1.1606
2.618 1.1606
4.250 1.1606
Fisher Pivots for day following 04-Jun-2024
Pivot 1 day 3 day
R1 1.1606 1.1570
PP 1.1606 1.1534
S1 1.1606 1.1498

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

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