CME Swiss Franc Future March 2025


Trading Metrics calculated at close of trading on 02-Aug-2024
Day Change Summary
Previous Current
01-Aug-2024 02-Aug-2024 Change Change % Previous Week
Open 1.1750 1.1769 0.0019 0.2% 1.1586
High 1.1750 1.1942 0.0192 1.6% 1.1942
Low 1.1750 1.1746 -0.0005 0.0% 1.1571
Close 1.1750 1.1928 0.0178 1.5% 1.1928
Range 0.0000 0.0196 0.0196 0.0371
ATR 0.0054 0.0064 0.0010 18.9% 0.0000
Volume 0 27 27 27
Daily Pivots for day following 02-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.2460 1.2390 1.2036
R3 1.2264 1.2194 1.1982
R2 1.2068 1.2068 1.1964
R1 1.1998 1.1998 1.1946 1.2033
PP 1.1872 1.1872 1.1872 1.1889
S1 1.1802 1.1802 1.1910 1.1837
S2 1.1676 1.1676 1.1892
S3 1.1480 1.1606 1.1874
S4 1.1284 1.1410 1.1820
Weekly Pivots for week ending 02-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.2926 1.2798 1.2132
R3 1.2555 1.2427 1.2030
R2 1.2184 1.2184 1.1996
R1 1.2056 1.2056 1.1962 1.2120
PP 1.1813 1.1813 1.1813 1.1845
S1 1.1685 1.1685 1.1894 1.1749
S2 1.1442 1.1442 1.1860
S3 1.1071 1.1314 1.1826
S4 1.0700 1.0943 1.1724
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1942 1.1571 0.0371 3.1% 0.0068 0.6% 96% True False 5
10 1.1942 1.1521 0.0421 3.5% 0.0056 0.5% 97% True False 2
20 1.1942 1.1440 0.0502 4.2% 0.0034 0.3% 97% True False 1
40 1.1942 1.1396 0.0546 4.6% 0.0025 0.2% 98% True False 2
60 1.1942 1.1296 0.0646 5.4% 0.0022 0.2% 98% True 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 0.0008
Widest range in 71 trading days
Fibonacci Retracements and Extensions
4.250 1.2775
2.618 1.2455
1.618 1.2259
1.000 1.2138
0.618 1.2063
HIGH 1.1942
0.618 1.1867
0.500 1.1844
0.382 1.1820
LOW 1.1746
0.618 1.1624
1.000 1.1550
1.618 1.1428
2.618 1.1232
4.250 1.0913
Fisher Pivots for day following 02-Aug-2024
Pivot 1 day 3 day
R1 1.1900 1.1887
PP 1.1872 1.1847
S1 1.1844 1.1806

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

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