CME Swiss Franc Future March 2025


Trading Metrics calculated at close of trading on 22-Aug-2024
Day Change Summary
Previous Current
21-Aug-2024 22-Aug-2024 Change Change % Previous Week
Open 1.1990 1.2009 0.0019 0.2% 1.1775
High 1.2040 1.2009 -0.0031 -0.3% 1.1856
Low 1.1990 1.2009 0.0019 0.2% 1.1740
Close 1.2033 1.2009 -0.0024 -0.2% 1.1811
Range 0.0050 0.0000 -0.0050 -100.0% 0.0116
ATR 0.0068 0.0065 -0.0003 -4.7% 0.0000
Volume 24 0 -24 -100.0% 5
Daily Pivots for day following 22-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.2009 1.2009 1.2009
R3 1.2009 1.2009 1.2009
R2 1.2009 1.2009 1.2009
R1 1.2009 1.2009 1.2009 1.2009
PP 1.2009 1.2009 1.2009 1.2009
S1 1.2009 1.2009 1.2009 1.2009
S2 1.2009 1.2009 1.2009
S3 1.2009 1.2009 1.2009
S4 1.2009 1.2009 1.2009
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 1.2040 1.1740 0.0300 2.5% 0.0045 0.4% 90% False False 12
10 1.2040 1.1740 0.0300 2.5% 0.0035 0.3% 90% False False 6
20 1.2048 1.1571 0.0478 4.0% 0.0038 0.3% 92% False False 4
40 1.2048 1.1396 0.0653 5.4% 0.0029 0.2% 94% False False 3
60 1.2048 1.1313 0.0736 6.1% 0.0025 0.2% 95% False False 2
80 1.2048 1.1290 0.0758 6.3% 0.0023 0.2% 95% False False 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 1.2009
2.618 1.2009
1.618 1.2009
1.000 1.2009
0.618 1.2009
HIGH 1.2009
0.618 1.2009
0.500 1.2009
0.382 1.2009
LOW 1.2009
0.618 1.2009
1.000 1.2009
1.618 1.2009
2.618 1.2009
4.250 1.2009
Fisher Pivots for day following 22-Aug-2024
Pivot 1 day 3 day
R1 1.2009 1.1993
PP 1.2009 1.1976
S1 1.2009 1.1960

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

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