CME Swiss Franc Future March 2025


Trading Metrics calculated at close of trading on 24-Jul-2024
Day Change Summary
Previous Current
23-Jul-2024 24-Jul-2024 Change Change % Previous Week
Open 1.1528 1.1600 0.0072 0.6% 1.1482
High 1.1528 1.1634 0.0106 0.9% 1.1636
Low 1.1528 1.1521 -0.0007 -0.1% 1.1482
Close 1.1528 1.1600 0.0072 0.6% 1.1558
Range 0.0000 0.0113 0.0113 0.0154
ATR 0.0039 0.0044 0.0005 13.5% 0.0000
Volume
Daily Pivots for day following 24-Jul-2024
Classic Woodie Camarilla DeMark
R4 1.1924 1.1875 1.1662
R3 1.1811 1.1762 1.1631
R2 1.1698 1.1698 1.1620
R1 1.1649 1.1649 1.1610 1.1656
PP 1.1585 1.1585 1.1585 1.1589
S1 1.1536 1.1536 1.1589 1.1543
S2 1.1472 1.1472 1.1579
S3 1.1359 1.1423 1.1568
S4 1.1246 1.1310 1.1537
Weekly Pivots for week ending 19-Jul-2024
Classic Woodie Camarilla DeMark
R4 1.2021 1.1943 1.1643
R3 1.1867 1.1789 1.1600
R2 1.1713 1.1713 1.1586
R1 1.1635 1.1635 1.1572 1.1674
PP 1.1559 1.1559 1.1559 1.1578
S1 1.1481 1.1481 1.1544 1.1520
S2 1.1405 1.1405 1.1530
S3 1.1251 1.1327 1.1516
S4 1.1097 1.1173 1.1473
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1634 1.1521 0.0113 1.0% 0.0027 0.2% 69% True True
10 1.1636 1.1471 0.0165 1.4% 0.0017 0.1% 78% False False
20 1.1636 1.1396 0.0241 2.1% 0.0018 0.2% 85% False False 1
40 1.1670 1.1313 0.0358 3.1% 0.0017 0.2% 80% False False 1
60 1.1670 1.1290 0.0380 3.3% 0.0017 0.1% 81% 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 0.0004
Widest range in 64 trading days
Fibonacci Retracements and Extensions
4.250 1.2114
2.618 1.1930
1.618 1.1817
1.000 1.1747
0.618 1.1704
HIGH 1.1634
0.618 1.1591
0.500 1.1578
0.382 1.1564
LOW 1.1521
0.618 1.1451
1.000 1.1408
1.618 1.1338
2.618 1.1225
4.250 1.1041
Fisher Pivots for day following 24-Jul-2024
Pivot 1 day 3 day
R1 1.1592 1.1592
PP 1.1585 1.1585
S1 1.1578 1.1578

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

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