CME Swiss Franc Future March 2025


Trading Metrics calculated at close of trading on 30-Jul-2024
Day Change Summary
Previous Current
29-Jul-2024 30-Jul-2024 Change Change % Previous Week
Open 1.1586 1.1616 0.0030 0.3% 1.1553
High 1.1636 1.1627 -0.0009 -0.1% 1.1700
Low 1.1578 1.1571 -0.0008 -0.1% 1.1521
Close 1.1586 1.1616 0.0030 0.3% 1.1623
Range 0.0058 0.0057 -0.0002 -2.6% 0.0179
ATR 0.0049 0.0049 0.0001 1.1% 0.0000
Volume
Daily Pivots for day following 30-Jul-2024
Classic Woodie Camarilla DeMark
R4 1.1774 1.1751 1.1647
R3 1.1717 1.1695 1.1631
R2 1.1661 1.1661 1.1626
R1 1.1638 1.1638 1.1621 1.1644
PP 1.1604 1.1604 1.1604 1.1607
S1 1.1582 1.1582 1.1610 1.1587
S2 1.1548 1.1548 1.1605
S3 1.1491 1.1525 1.1600
S4 1.1435 1.1469 1.1584
Weekly Pivots for week ending 26-Jul-2024
Classic Woodie Camarilla DeMark
R4 1.2150 1.2065 1.1721
R3 1.1971 1.1886 1.1672
R2 1.1793 1.1793 1.1655
R1 1.1708 1.1708 1.1639 1.1750
PP 1.1614 1.1614 1.1614 1.1636
S1 1.1529 1.1529 1.1606 1.1572
S2 1.1436 1.1436 1.1590
S3 1.1257 1.1351 1.1573
S4 1.1079 1.1172 1.1524
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1700 1.1521 0.0179 1.5% 0.0067 0.6% 53% False False
10 1.1700 1.1521 0.0179 1.5% 0.0036 0.3% 53% False False
20 1.1700 1.1396 0.0304 2.6% 0.0028 0.2% 72% False False 1
40 1.1700 1.1396 0.0304 2.6% 0.0021 0.2% 72% False False 1
60 1.1700 1.1296 0.0404 3.5% 0.0020 0.2% 79% 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 False
Stretch 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1867
2.618 1.1775
1.618 1.1718
1.000 1.1684
0.618 1.1662
HIGH 1.1627
0.618 1.1605
0.500 1.1599
0.382 1.1592
LOW 1.1571
0.618 1.1536
1.000 1.1514
1.618 1.1479
2.618 1.1423
4.250 1.1330
Fisher Pivots for day following 30-Jul-2024
Pivot 1 day 3 day
R1 1.1610 1.1618
PP 1.1604 1.1617
S1 1.1599 1.1616

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

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