CME Swiss Franc Future March 2025


Trading Metrics calculated at close of trading on 14-Jun-2024
Day Change Summary
Previous Current
13-Jun-2024 14-Jun-2024 Change Change % Previous Week
Open 1.1530 1.1586 0.0057 0.5% 1.1511
High 1.1536 1.1590 0.0055 0.5% 1.1590
Low 1.1530 1.1532 0.0003 0.0% 1.1502
Close 1.1536 1.1586 0.0051 0.4% 1.1586
Range 0.0006 0.0058 0.0052 866.7% 0.0088
ATR 0.0042 0.0044 0.0001 2.6% 0.0000
Volume 8 0 -8 -100.0% 36
Daily Pivots for day following 14-Jun-2024
Classic Woodie Camarilla DeMark
R4 1.1743 1.1723 1.1618
R3 1.1685 1.1665 1.1602
R2 1.1627 1.1627 1.1597
R1 1.1607 1.1607 1.1591 1.1615
PP 1.1569 1.1569 1.1569 1.1574
S1 1.1549 1.1549 1.1581 1.1557
S2 1.1511 1.1511 1.1575
S3 1.1453 1.1491 1.1570
S4 1.1395 1.1433 1.1554
Weekly Pivots for week ending 14-Jun-2024
Classic Woodie Camarilla DeMark
R4 1.1823 1.1793 1.1634
R3 1.1735 1.1705 1.1610
R2 1.1647 1.1647 1.1602
R1 1.1617 1.1617 1.1594 1.1632
PP 1.1559 1.1559 1.1559 1.1567
S1 1.1529 1.1529 1.1578 1.1544
S2 1.1471 1.1471 1.1570
S3 1.1383 1.1441 1.1562
S4 1.1295 1.1353 1.1538
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1590 1.1502 0.0088 0.8% 0.0013 0.1% 95% True False 7
10 1.1611 1.1472 0.0139 1.2% 0.0023 0.2% 82% False False 3
20 1.1611 1.1296 0.0315 2.7% 0.0021 0.2% 92% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1837
2.618 1.1742
1.618 1.1684
1.000 1.1648
0.618 1.1626
HIGH 1.1590
0.618 1.1568
0.500 1.1561
0.382 1.1554
LOW 1.1532
0.618 1.1496
1.000 1.1474
1.618 1.1438
2.618 1.1380
4.250 1.1286
Fisher Pivots for day following 14-Jun-2024
Pivot 1 day 3 day
R1 1.1578 1.1577
PP 1.1569 1.1569
S1 1.1561 1.1560

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

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