CME Swiss Franc Future March 2025


Trading Metrics calculated at close of trading on 17-Jun-2024
Day Change Summary
Previous Current
14-Jun-2024 17-Jun-2024 Change Change % Previous Week
Open 1.1586 1.1591 0.0005 0.0% 1.1511
High 1.1590 1.1591 0.0001 0.0% 1.1590
Low 1.1532 1.1591 0.0059 0.5% 1.1502
Close 1.1586 1.1591 0.0005 0.0% 1.1586
Range 0.0058 0.0000 -0.0058 -100.0% 0.0088
ATR 0.0044 0.0041 -0.0003 -6.4% 0.0000
Volume
Daily Pivots for day following 17-Jun-2024
Classic Woodie Camarilla DeMark
R4 1.1591 1.1591 1.1591
R3 1.1591 1.1591 1.1591
R2 1.1591 1.1591 1.1591
R1 1.1591 1.1591 1.1591 1.1591
PP 1.1591 1.1591 1.1591 1.1591
S1 1.1591 1.1591 1.1591 1.1591
S2 1.1591 1.1591 1.1591
S3 1.1591 1.1591 1.1591
S4 1.1591 1.1591 1.1591
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 1.1591 1.1502 0.0089 0.8% 0.0013 0.1% 100% True False 7
10 1.1611 1.1502 0.0109 0.9% 0.0017 0.1% 82% False False 3
20 1.1611 1.1296 0.0315 2.7% 0.0020 0.2% 94% False False 2
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 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1591
2.618 1.1591
1.618 1.1591
1.000 1.1591
0.618 1.1591
HIGH 1.1591
0.618 1.1591
0.500 1.1591
0.382 1.1591
LOW 1.1591
0.618 1.1591
1.000 1.1591
1.618 1.1591
2.618 1.1591
4.250 1.1591
Fisher Pivots for day following 17-Jun-2024
Pivot 1 day 3 day
R1 1.1591 1.1580
PP 1.1591 1.1570
S1 1.1591 1.1560

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

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