CME Swiss Franc Future March 2025


Trading Metrics calculated at close of trading on 12-Aug-2024
Day Change Summary
Previous Current
09-Aug-2024 12-Aug-2024 Change Change % Previous Week
Open 1.1861 1.1775 -0.0086 -0.7% 1.2031
High 1.1865 1.1839 -0.0026 -0.2% 1.2048
Low 1.1816 1.1775 -0.0041 -0.3% 1.1816
Close 1.1847 1.1839 -0.0008 -0.1% 1.1847
Range 0.0049 0.0064 0.0015 30.6% 0.0232
ATR 0.0068 0.0068 0.0000 0.4% 0.0000
Volume 1 2 1 100.0% 4
Daily Pivots for day following 12-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.2010 1.1988 1.1874
R3 1.1946 1.1924 1.1857
R2 1.1882 1.1882 1.1851
R1 1.1860 1.1860 1.1845 1.1871
PP 1.1818 1.1818 1.1818 1.1823
S1 1.1796 1.1796 1.1833 1.1807
S2 1.1754 1.1754 1.1827
S3 1.1690 1.1732 1.1821
S4 1.1626 1.1668 1.1804
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 1.2014 1.1775 0.0239 2.0% 0.0024 0.2% 27% False True 1
10 1.2048 1.1571 0.0478 4.0% 0.0042 0.4% 56% False False 3
20 1.2048 1.1498 0.0550 4.6% 0.0036 0.3% 62% False False 1
40 1.2048 1.1396 0.0653 5.5% 0.0026 0.2% 68% False False 1
60 1.2048 1.1296 0.0753 6.4% 0.0023 0.2% 72% 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 False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2111
2.618 1.2007
1.618 1.1943
1.000 1.1903
0.618 1.1879
HIGH 1.1839
0.618 1.1815
0.500 1.1807
0.382 1.1799
LOW 1.1775
0.618 1.1735
1.000 1.1711
1.618 1.1671
2.618 1.1607
4.250 1.1503
Fisher Pivots for day following 12-Aug-2024
Pivot 1 day 3 day
R1 1.1828 1.1833
PP 1.1818 1.1826
S1 1.1807 1.1820

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

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