CME Swiss Franc Future March 2025


Trading Metrics calculated at close of trading on 02-Jul-2024
Day Change Summary
Previous Current
01-Jul-2024 02-Jul-2024 Change Change % Previous Week
Open 1.1409 1.1424 0.0015 0.1% 1.1554
High 1.1409 1.1424 0.0015 0.1% 1.1554
Low 1.1409 1.1396 -0.0013 -0.1% 1.1473
Close 1.1409 1.1396 -0.0013 -0.1% 1.1476
Range 0.0000 0.0028 0.0028 0.0081
ATR 0.0040 0.0039 -0.0001 -2.2% 0.0000
Volume 0 15 15 0
Daily Pivots for day following 02-Jul-2024
Classic Woodie Camarilla DeMark
R4 1.1489 1.1470 1.1411
R3 1.1461 1.1442 1.1403
R2 1.1433 1.1433 1.1401
R1 1.1414 1.1414 1.1398 1.1410
PP 1.1405 1.1405 1.1405 1.1403
S1 1.1386 1.1386 1.1393 1.1382
S2 1.1377 1.1377 1.1390
S3 1.1349 1.1358 1.1388
S4 1.1321 1.1330 1.1380
Weekly Pivots for week ending 28-Jun-2024
Classic Woodie Camarilla DeMark
R4 1.1744 1.1691 1.1521
R3 1.1663 1.1610 1.1498
R2 1.1582 1.1582 1.1491
R1 1.1529 1.1529 1.1483 1.1515
PP 1.1501 1.1501 1.1501 1.1494
S1 1.1448 1.1448 1.1469 1.1434
S2 1.1420 1.1420 1.1461
S3 1.1339 1.1367 1.1454
S4 1.1258 1.1286 1.1431
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1496 1.1396 0.0101 0.9% 0.0006 0.1% 0% False True 3
10 1.1670 1.1396 0.0275 2.4% 0.0008 0.1% 0% False True 1
20 1.1670 1.1396 0.0275 2.4% 0.0012 0.1% 0% False True 2
40 1.1670 1.1296 0.0375 3.3% 0.0014 0.1% 27% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1543
2.618 1.1497
1.618 1.1469
1.000 1.1452
0.618 1.1441
HIGH 1.1424
0.618 1.1413
0.500 1.1410
0.382 1.1406
LOW 1.1396
0.618 1.1378
1.000 1.1368
1.618 1.1350
2.618 1.1322
4.250 1.1277
Fisher Pivots for day following 02-Jul-2024
Pivot 1 day 3 day
R1 1.1410 1.1436
PP 1.1405 1.1422
S1 1.1400 1.1409

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

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