CME Swiss Franc Future March 2025


Trading Metrics calculated at close of trading on 05-Aug-2024
Day Change Summary
Previous Current
02-Aug-2024 05-Aug-2024 Change Change % Previous Week
Open 1.1769 1.2031 0.0262 2.2% 1.1586
High 1.1942 1.2048 0.0107 0.9% 1.1942
Low 1.1746 1.2031 0.0286 2.4% 1.1571
Close 1.1928 1.2048 0.0120 1.0% 1.1928
Range 0.0196 0.0017 -0.0179 -91.3% 0.0371
ATR 0.0064 0.0068 0.0004 6.3% 0.0000
Volume 27 1 -26 -96.3% 27
Daily Pivots for day following 05-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.2093 1.2088 1.2057
R3 1.2076 1.2071 1.2053
R2 1.2059 1.2059 1.2051
R1 1.2054 1.2054 1.2050 1.2057
PP 1.2042 1.2042 1.2042 1.2044
S1 1.2037 1.2037 1.2046 1.2040
S2 1.2025 1.2025 1.2045
S3 1.2008 1.2020 1.2043
S4 1.1991 1.2003 1.2039
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 1.2048 1.1571 0.0478 4.0% 0.0059 0.5% 100% True False 5
10 1.2048 1.1521 0.0527 4.4% 0.0058 0.5% 100% True False 2
20 1.2048 1.1440 0.0609 5.1% 0.0033 0.3% 100% True False 1
40 1.2048 1.1396 0.0653 5.4% 0.0026 0.2% 100% True False 2
60 1.2048 1.1296 0.0753 6.2% 0.0022 0.2% 100% True 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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2120
2.618 1.2093
1.618 1.2076
1.000 1.2065
0.618 1.2059
HIGH 1.2048
0.618 1.2042
0.500 1.2040
0.382 1.2037
LOW 1.2031
0.618 1.2020
1.000 1.2014
1.618 1.2003
2.618 1.1986
4.250 1.1959
Fisher Pivots for day following 05-Aug-2024
Pivot 1 day 3 day
R1 1.2045 1.1998
PP 1.2042 1.1947
S1 1.2040 1.1897

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

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