CME Swiss Franc Future March 2025


Trading Metrics calculated at close of trading on 13-Aug-2024
Day Change Summary
Previous Current
12-Aug-2024 13-Aug-2024 Change Change % Previous Week
Open 1.1775 1.1856 0.0081 0.7% 1.2031
High 1.1839 1.1856 0.0017 0.1% 1.2048
Low 1.1775 1.1856 0.0081 0.7% 1.1816
Close 1.1839 1.1856 0.0017 0.1% 1.1847
Range 0.0064 0.0000 -0.0064 -100.0% 0.0232
ATR 0.0068 0.0064 -0.0004 -5.4% 0.0000
Volume 2 0 -2 -100.0% 4
Daily Pivots for day following 13-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.1856 1.1856 1.1856
R3 1.1856 1.1856 1.1856
R2 1.1856 1.1856 1.1856
R1 1.1856 1.1856 1.1856 1.1856
PP 1.1856 1.1856 1.1856 1.1856
S1 1.1856 1.1856 1.1856 1.1856
S2 1.1856 1.1856 1.1856
S3 1.1856 1.1856 1.1856
S4 1.1856 1.1856 1.1856
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 1.1889 1.1775 0.0114 1.0% 0.0024 0.2% 71% False False 1
10 1.2048 1.1671 0.0378 3.2% 0.0036 0.3% 49% False False 3
20 1.2048 1.1521 0.0527 4.4% 0.0036 0.3% 63% False False 1
40 1.2048 1.1396 0.0653 5.5% 0.0024 0.2% 70% False False 1
60 1.2048 1.1296 0.0753 6.3% 0.0023 0.2% 74% False False 1
Crabel Price Patterns
NR True
NR4 True
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 0.0003
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1856
2.618 1.1856
1.618 1.1856
1.000 1.1856
0.618 1.1856
HIGH 1.1856
0.618 1.1856
0.500 1.1856
0.382 1.1856
LOW 1.1856
0.618 1.1856
1.000 1.1856
1.618 1.1856
2.618 1.1856
4.250 1.1856
Fisher Pivots for day following 13-Aug-2024
Pivot 1 day 3 day
R1 1.1856 1.1844
PP 1.1856 1.1832
S1 1.1856 1.1820

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

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