CME Swiss Franc Future March 2025


Trading Metrics calculated at close of trading on 12-Jun-2024
Day Change Summary
Previous Current
11-Jun-2024 12-Jun-2024 Change Change % Previous Week
Open 1.1502 1.1540 0.0038 0.3% 1.1472
High 1.1502 1.1540 0.0038 0.3% 1.1611
Low 1.1502 1.1540 0.0038 0.3% 1.1472
Close 1.1502 1.1540 0.0038 0.3% 1.1517
Range
ATR 0.0046 0.0045 -0.0001 -1.3% 0.0000
Volume 0 27 27 3
Daily Pivots for day following 12-Jun-2024
Classic Woodie Camarilla DeMark
R4 1.1540 1.1540 1.1540
R3 1.1540 1.1540 1.1540
R2 1.1540 1.1540 1.1540
R1 1.1540 1.1540 1.1540 1.1540
PP 1.1540 1.1540 1.1540 1.1540
S1 1.1540 1.1540 1.1540 1.1540
S2 1.1540 1.1540 1.1540
S3 1.1540 1.1540 1.1540
S4 1.1540 1.1540 1.1540
Weekly Pivots for week ending 07-Jun-2024
Classic Woodie Camarilla DeMark
R4 1.1950 1.1872 1.1593
R3 1.1811 1.1733 1.1555
R2 1.1672 1.1672 1.1542
R1 1.1594 1.1594 1.1529 1.1633
PP 1.1533 1.1533 1.1533 1.1552
S1 1.1455 1.1455 1.1504 1.1494
S2 1.1394 1.1394 1.1491
S3 1.1255 1.1316 1.1478
S4 1.1116 1.1177 1.1440
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1611 1.1502 0.0109 0.9% 0.0021 0.2% 35% False False 6
10 1.1611 1.1390 0.0221 1.9% 0.0024 0.2% 68% False False 3
20 1.1611 1.1296 0.0315 2.7% 0.0019 0.2% 77% False False 1
Crabel Price Patterns
NR False
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 0.0004
Fibonacci Retracements and Extensions
4.250 1.1540
2.618 1.1540
1.618 1.1540
1.000 1.1540
0.618 1.1540
HIGH 1.1540
0.618 1.1540
0.500 1.1540
0.382 1.1540
LOW 1.1540
0.618 1.1540
1.000 1.1540
1.618 1.1540
2.618 1.1540
4.250 1.1540
Fisher Pivots for day following 12-Jun-2024
Pivot 1 day 3 day
R1 1.1540 1.1533
PP 1.1540 1.1527
S1 1.1540 1.1521

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

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