CME Swiss Franc Future March 2025


Trading Metrics calculated at close of trading on 08-Jul-2024
Day Change Summary
Previous Current
05-Jul-2024 08-Jul-2024 Change Change % Previous Week
Open 1.1470 1.1512 0.0042 0.4% 1.1409
High 1.1497 1.1512 0.0016 0.1% 1.1497
Low 1.1418 1.1478 0.0061 0.5% 1.1396
Close 1.1494 1.1478 -0.0016 -0.1% 1.1494
Range 0.0079 0.0034 -0.0045 -57.0% 0.0101
ATR 0.0042 0.0041 -0.0001 -1.3% 0.0000
Volume 13 1 -12 -92.3% 29
Daily Pivots for day following 08-Jul-2024
Classic Woodie Camarilla DeMark
R4 1.1591 1.1569 1.1497
R3 1.1557 1.1535 1.1487
R2 1.1523 1.1523 1.1484
R1 1.1501 1.1501 1.1481 1.1495
PP 1.1489 1.1489 1.1489 1.1487
S1 1.1467 1.1467 1.1475 1.1461
S2 1.1455 1.1455 1.1472
S3 1.1421 1.1433 1.1469
S4 1.1387 1.1399 1.1459
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 1.1512 1.1396 0.0117 1.0% 0.0029 0.3% 71% True False 6
10 1.1554 1.1396 0.0158 1.4% 0.0015 0.1% 52% False False 3
20 1.1670 1.1396 0.0275 2.4% 0.0018 0.2% 30% False False 3
40 1.1670 1.1296 0.0375 3.3% 0.0017 0.1% 49% False False 1
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 True
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1657
2.618 1.1601
1.618 1.1567
1.000 1.1546
0.618 1.1533
HIGH 1.1512
0.618 1.1499
0.500 1.1495
0.382 1.1491
LOW 1.1478
0.618 1.1457
1.000 1.1444
1.618 1.1423
2.618 1.1389
4.250 1.1334
Fisher Pivots for day following 08-Jul-2024
Pivot 1 day 3 day
R1 1.1495 1.1474
PP 1.1489 1.1469
S1 1.1484 1.1465

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

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