CME Swiss Franc Future March 2025


Trading Metrics calculated at close of trading on 19-Aug-2024
Day Change Summary
Previous Current
16-Aug-2024 19-Aug-2024 Change Change % Previous Week
Open 1.1770 1.1870 0.0100 0.8% 1.1775
High 1.1816 1.1870 0.0055 0.5% 1.1856
Low 1.1740 1.1870 0.0130 1.1% 1.1740
Close 1.1811 1.1870 0.0060 0.5% 1.1811
Range 0.0076 0.0000 -0.0076 -100.0% 0.0116
ATR 0.0064 0.0064 0.0000 -0.5% 0.0000
Volume 1 2 1 100.0% 5
Daily Pivots for day following 19-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.1870 1.1870 1.1870
R3 1.1870 1.1870 1.1870
R2 1.1870 1.1870 1.1870
R1 1.1870 1.1870 1.1870 1.1870
PP 1.1870 1.1870 1.1870 1.1870
S1 1.1870 1.1870 1.1870 1.1870
S2 1.1870 1.1870 1.1870
S3 1.1870 1.1870 1.1870
S4 1.1870 1.1870 1.1870
Weekly Pivots for week ending 16-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.2149 1.2095 1.1874
R3 1.2033 1.1980 1.1842
R2 1.1918 1.1918 1.1832
R1 1.1864 1.1864 1.1821 1.1891
PP 1.1802 1.1802 1.1802 1.1815
S1 1.1749 1.1749 1.1800 1.1775
S2 1.1687 1.1687 1.1789
S3 1.1571 1.1633 1.1779
S4 1.1456 1.1518 1.1747
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1870 1.1740 0.0130 1.1% 0.0017 0.1% 100% True False 1
10 1.2014 1.1740 0.0274 2.3% 0.0020 0.2% 47% False False 1
20 1.2048 1.1521 0.0527 4.4% 0.0039 0.3% 66% False False 1
40 1.2048 1.1396 0.0653 5.5% 0.0025 0.2% 73% False False 1
60 1.2048 1.1296 0.0753 6.3% 0.0023 0.2% 76% False False 1
80 1.2048 1.1290 0.0758 6.4% 0.0022 0.2% 77% False 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 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1870
2.618 1.1870
1.618 1.1870
1.000 1.1870
0.618 1.1870
HIGH 1.1870
0.618 1.1870
0.500 1.1870
0.382 1.1870
LOW 1.1870
0.618 1.1870
1.000 1.1870
1.618 1.1870
2.618 1.1870
4.250 1.1870
Fisher Pivots for day following 19-Aug-2024
Pivot 1 day 3 day
R1 1.1870 1.1848
PP 1.1870 1.1827
S1 1.1870 1.1805

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

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