CME Swiss Franc Future March 2025


Trading Metrics calculated at close of trading on 17-Jul-2024
Day Change Summary
Previous Current
16-Jul-2024 17-Jul-2024 Change Change % Previous Week
Open 1.1498 1.1636 0.0138 1.2% 1.1512
High 1.1498 1.1636 0.0138 1.2% 1.1512
Low 1.1498 1.1636 0.0138 1.2% 1.1440
Close 1.1498 1.1636 0.0138 1.2% 1.1496
Range
ATR 0.0036 0.0043 0.0007 20.4% 0.0000
Volume
Daily Pivots for day following 17-Jul-2024
Classic Woodie Camarilla DeMark
R4 1.1636 1.1636 1.1636
R3 1.1636 1.1636 1.1636
R2 1.1636 1.1636 1.1636
R1 1.1636 1.1636 1.1636 1.1636
PP 1.1636 1.1636 1.1636 1.1636
S1 1.1636 1.1636 1.1636 1.1636
S2 1.1636 1.1636 1.1636
S3 1.1636 1.1636 1.1636
S4 1.1636 1.1636 1.1636
Weekly Pivots for week ending 12-Jul-2024
Classic Woodie Camarilla DeMark
R4 1.1700 1.1670 1.1535
R3 1.1627 1.1598 1.1515
R2 1.1555 1.1555 1.1509
R1 1.1525 1.1525 1.1502 1.1504
PP 1.1482 1.1482 1.1482 1.1472
S1 1.1453 1.1453 1.1489 1.1431
S2 1.1410 1.1410 1.1482
S3 1.1337 1.1380 1.1476
S4 1.1265 1.1308 1.1456
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1636 1.1471 0.0165 1.4% 0.0006 0.1% 100% True False
10 1.1636 1.1418 0.0219 1.9% 0.0019 0.2% 100% True False 1
20 1.1670 1.1396 0.0275 2.4% 0.0013 0.1% 88% False False 1
40 1.1670 1.1296 0.0375 3.2% 0.0017 0.1% 91% 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 0.0003
Fibonacci Retracements and Extensions
4.250 1.1636
2.618 1.1636
1.618 1.1636
1.000 1.1636
0.618 1.1636
HIGH 1.1636
0.618 1.1636
0.500 1.1636
0.382 1.1636
LOW 1.1636
0.618 1.1636
1.000 1.1636
1.618 1.1636
2.618 1.1636
4.250 1.1636
Fisher Pivots for day following 17-Jul-2024
Pivot 1 day 3 day
R1 1.1636 1.1610
PP 1.1636 1.1585
S1 1.1636 1.1559

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

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