CME Swiss Franc Future March 2025


Trading Metrics calculated at close of trading on 05-Jul-2024
Day Change Summary
Previous Current
03-Jul-2024 05-Jul-2024 Change Change % Previous Week
Open 1.1428 1.1470 0.0042 0.4% 1.1409
High 1.1428 1.1497 0.0069 0.6% 1.1497
Low 1.1425 1.1418 -0.0008 -0.1% 1.1396
Close 1.1425 1.1494 0.0069 0.6% 1.1494
Range 0.0003 0.0079 0.0076 2,533.3% 0.0101
ATR 0.0039 0.0042 0.0003 7.4% 0.0000
Volume 1 13 12 1,200.0% 29
Daily Pivots for day following 05-Jul-2024
Classic Woodie Camarilla DeMark
R4 1.1706 1.1679 1.1537
R3 1.1627 1.1600 1.1515
R2 1.1548 1.1548 1.1508
R1 1.1521 1.1521 1.1501 1.1535
PP 1.1469 1.1469 1.1469 1.1476
S1 1.1442 1.1442 1.1486 1.1456
S2 1.1390 1.1390 1.1479
S3 1.1311 1.1363 1.1472
S4 1.1232 1.1284 1.1450
Weekly Pivots for week ending 05-Jul-2024
Classic Woodie Camarilla DeMark
R4 1.1765 1.1730 1.1549
R3 1.1664 1.1629 1.1521
R2 1.1563 1.1563 1.1512
R1 1.1528 1.1528 1.1503 1.1546
PP 1.1462 1.1462 1.1462 1.1471
S1 1.1427 1.1427 1.1484 1.1445
S2 1.1361 1.1361 1.1475
S3 1.1260 1.1326 1.1466
S4 1.1159 1.1225 1.1438
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1497 1.1396 0.0101 0.9% 0.0023 0.2% 97% True False 5
10 1.1583 1.1396 0.0188 1.6% 0.0016 0.1% 52% False False 3
20 1.1670 1.1396 0.0275 2.4% 0.0017 0.1% 36% False False 3
40 1.1670 1.1296 0.0375 3.3% 0.0016 0.1% 53% 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 0.0005
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.1832
2.618 1.1703
1.618 1.1624
1.000 1.1576
0.618 1.1545
HIGH 1.1497
0.618 1.1466
0.500 1.1457
0.382 1.1448
LOW 1.1418
0.618 1.1369
1.000 1.1339
1.618 1.1290
2.618 1.1211
4.250 1.1082
Fisher Pivots for day following 05-Jul-2024
Pivot 1 day 3 day
R1 1.1481 1.1478
PP 1.1469 1.1462
S1 1.1457 1.1446

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

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