CME Swiss Franc Future March 2025


Trading Metrics calculated at close of trading on 27-Jun-2024
Day Change Summary
Previous Current
26-Jun-2024 27-Jun-2024 Change Change % Previous Week
Open 1.1496 1.1476 -0.0021 -0.2% 1.1591
High 1.1496 1.1476 -0.0021 -0.2% 1.1670
Low 1.1496 1.1476 -0.0021 -0.2% 1.1538
Close 1.1496 1.1476 -0.0021 -0.2% 1.1538
Range
ATR 0.0042 0.0041 -0.0002 -3.7% 0.0000
Volume
Daily Pivots for day following 27-Jun-2024
Classic Woodie Camarilla DeMark
R4 1.1476 1.1476 1.1476
R3 1.1476 1.1476 1.1476
R2 1.1476 1.1476 1.1476
R1 1.1476 1.1476 1.1476 1.1476
PP 1.1476 1.1476 1.1476 1.1476
S1 1.1476 1.1476 1.1476 1.1476
S2 1.1476 1.1476 1.1476
S3 1.1476 1.1476 1.1476
S4 1.1476 1.1476 1.1476
Weekly Pivots for week ending 21-Jun-2024
Classic Woodie Camarilla DeMark
R4 1.1979 1.1891 1.1610
R3 1.1847 1.1758 1.1574
R2 1.1714 1.1714 1.1562
R1 1.1626 1.1626 1.1550 1.1604
PP 1.1582 1.1582 1.1582 1.1571
S1 1.1493 1.1493 1.1525 1.1471
S2 1.1449 1.1449 1.1513
S3 1.1317 1.1361 1.1501
S4 1.1184 1.1228 1.1465
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1583 1.1476 0.0108 0.9% 0.0009 0.1% 0% False True
10 1.1670 1.1476 0.0195 1.7% 0.0011 0.1% 0% False True
20 1.1670 1.1390 0.0281 2.4% 0.0017 0.2% 31% False False 2
40 1.1670 1.1296 0.0375 3.3% 0.0015 0.1% 48% 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 0.0002
Fibonacci Retracements and Extensions
4.250 1.1476
2.618 1.1476
1.618 1.1476
1.000 1.1476
0.618 1.1476
HIGH 1.1476
0.618 1.1476
0.500 1.1476
0.382 1.1476
LOW 1.1476
0.618 1.1476
1.000 1.1476
1.618 1.1476
2.618 1.1476
4.250 1.1476
Fisher Pivots for day following 27-Jun-2024
Pivot 1 day 3 day
R1 1.1476 1.1505
PP 1.1476 1.1495
S1 1.1476 1.1485

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

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