CME Swiss Franc Future March 2025


Trading Metrics calculated at close of trading on 28-Aug-2024
Day Change Summary
Previous Current
27-Aug-2024 28-Aug-2024 Change Change % Previous Week
Open 1.2095 1.2140 0.0045 0.4% 1.1870
High 1.2153 1.2140 -0.0013 -0.1% 1.2072
Low 1.2095 1.2140 0.0045 0.4% 1.1870
Close 1.2153 1.2140 -0.0013 -0.1% 1.2062
Range 0.0058 0.0000 -0.0058 -100.0% 0.0202
ATR 0.0065 0.0061 -0.0004 -5.7% 0.0000
Volume 28 0 -28 -100.0% 73
Daily Pivots for day following 28-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.2140 1.2140 1.2140
R3 1.2140 1.2140 1.2140
R2 1.2140 1.2140 1.2140
R1 1.2140 1.2140 1.2140 1.2140
PP 1.2140 1.2140 1.2140 1.2140
S1 1.2140 1.2140 1.2140 1.2140
S2 1.2140 1.2140 1.2140
S3 1.2140 1.2140 1.2140
S4 1.2140 1.2140 1.2140
Weekly Pivots for week ending 23-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.2607 1.2537 1.2173
R3 1.2405 1.2335 1.2118
R2 1.2203 1.2203 1.2099
R1 1.2133 1.2133 1.2081 1.2168
PP 1.2001 1.2001 1.2001 1.2019
S1 1.1931 1.1931 1.2043 1.1966
S2 1.1799 1.1799 1.2025
S3 1.1597 1.1729 1.2006
S4 1.1395 1.1527 1.1951
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2153 1.1982 0.0171 1.4% 0.0034 0.3% 92% False False 10
10 1.2153 1.1740 0.0413 3.4% 0.0040 0.3% 97% False False 11
20 1.2153 1.1740 0.0413 3.4% 0.0037 0.3% 97% False False 7
40 1.2153 1.1418 0.0735 6.1% 0.0033 0.3% 98% False False 4
60 1.2153 1.1396 0.0757 6.2% 0.0026 0.2% 98% False False 3
80 1.2153 1.1296 0.0857 7.1% 0.0023 0.2% 98% False False 2
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2140
2.618 1.2140
1.618 1.2140
1.000 1.2140
0.618 1.2140
HIGH 1.2140
0.618 1.2140
0.500 1.2140
0.382 1.2140
LOW 1.2140
0.618 1.2140
1.000 1.2140
1.618 1.2140
2.618 1.2140
4.250 1.2140
Fisher Pivots for day following 28-Aug-2024
Pivot 1 day 3 day
R1 1.2140 1.2130
PP 1.2140 1.2120
S1 1.2140 1.2111

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

View Archives - Comment on this page... - Back to Index of Symbols