CME Swiss Franc Future March 2025


Trading Metrics calculated at close of trading on 09-Aug-2024
Day Change Summary
Previous Current
08-Aug-2024 09-Aug-2024 Change Change % Previous Week
Open 1.1825 1.1861 0.0036 0.3% 1.2031
High 1.1832 1.1865 0.0033 0.3% 1.2048
Low 1.1825 1.1816 -0.0009 -0.1% 1.1816
Close 1.1832 1.1847 0.0015 0.1% 1.1847
Range 0.0007 0.0049 0.0042 600.0% 0.0232
ATR 0.0069 0.0068 -0.0001 -2.1% 0.0000
Volume 2 1 -1 -50.0% 4
Daily Pivots for day following 09-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.1990 1.1967 1.1874
R3 1.1941 1.1918 1.1860
R2 1.1892 1.1892 1.1856
R1 1.1869 1.1869 1.1851 1.1856
PP 1.1843 1.1843 1.1843 1.1836
S1 1.1820 1.1820 1.1843 1.1807
S2 1.1794 1.1794 1.1838
S3 1.1745 1.1771 1.1834
S4 1.1696 1.1722 1.1820
Weekly Pivots for week ending 09-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.2600 1.2455 1.1975
R3 1.2368 1.2223 1.1911
R2 1.2136 1.2136 1.1890
R1 1.1991 1.1991 1.1868 1.1948
PP 1.1904 1.1904 1.1904 1.1882
S1 1.1759 1.1759 1.1826 1.1716
S2 1.1672 1.1672 1.1804
S3 1.1440 1.1527 1.1783
S4 1.1208 1.1295 1.1719
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2048 1.1816 0.0232 2.0% 0.0015 0.1% 13% False True
10 1.2048 1.1571 0.0478 4.0% 0.0041 0.3% 58% False False 3
20 1.2048 1.1482 0.0566 4.8% 0.0033 0.3% 64% False False 1
40 1.2048 1.1396 0.0653 5.5% 0.0024 0.2% 69% False False 1
60 1.2048 1.1296 0.0753 6.4% 0.0023 0.2% 73% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2073
2.618 1.1993
1.618 1.1944
1.000 1.1914
0.618 1.1895
HIGH 1.1865
0.618 1.1846
0.500 1.1841
0.382 1.1835
LOW 1.1816
0.618 1.1786
1.000 1.1767
1.618 1.1737
2.618 1.1688
4.250 1.1608
Fisher Pivots for day following 09-Aug-2024
Pivot 1 day 3 day
R1 1.1845 1.1852
PP 1.1843 1.1851
S1 1.1841 1.1849

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

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