CME Swiss Franc Future March 2025


Trading Metrics calculated at close of trading on 05-Sep-2024
Day Change Summary
Previous Current
04-Sep-2024 05-Sep-2024 Change Change % Previous Week
Open 1.2000 1.2082 0.0082 0.7% 1.2069
High 1.2057 1.2082 0.0025 0.2% 1.2160
Low 1.2000 1.2082 0.0082 0.7% 1.2013
Close 1.2057 1.2082 0.0025 0.2% 1.2019
Range 0.0057 0.0000 -0.0057 -100.0% 0.0147
ATR 0.0060 0.0057 -0.0003 -4.2% 0.0000
Volume 4 0 -4 -100.0% 50
Daily Pivots for day following 05-Sep-2024
Classic Woodie Camarilla DeMark
R4 1.2082 1.2082 1.2082
R3 1.2082 1.2082 1.2082
R2 1.2082 1.2082 1.2082
R1 1.2082 1.2082 1.2082 1.2082
PP 1.2082 1.2082 1.2082 1.2082
S1 1.2082 1.2082 1.2082 1.2082
S2 1.2082 1.2082 1.2082
S3 1.2082 1.2082 1.2082
S4 1.2082 1.2082 1.2082
Weekly Pivots for week ending 30-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.2505 1.2409 1.2100
R3 1.2358 1.2262 1.2059
R2 1.2211 1.2211 1.2046
R1 1.2115 1.2115 1.2032 1.2090
PP 1.2064 1.2064 1.2064 1.2051
S1 1.1968 1.1968 1.2006 1.1943
S2 1.1917 1.1917 1.1992
S3 1.1770 1.1821 1.1979
S4 1.1623 1.1674 1.1938
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2160 1.2000 0.0160 1.3% 0.0037 0.3% 51% False False 3
10 1.2160 1.1982 0.0179 1.5% 0.0035 0.3% 56% False False 6
20 1.2160 1.1740 0.0420 3.5% 0.0035 0.3% 81% False False 6
40 1.2160 1.1471 0.0689 5.7% 0.0033 0.3% 89% False False 4
60 1.2160 1.1396 0.0765 6.3% 0.0027 0.2% 90% False False 3
80 1.2160 1.1296 0.0865 7.2% 0.0025 0.2% 91% False False 3
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2082
2.618 1.2082
1.618 1.2082
1.000 1.2082
0.618 1.2082
HIGH 1.2082
0.618 1.2082
0.500 1.2082
0.382 1.2082
LOW 1.2082
0.618 1.2082
1.000 1.2082
1.618 1.2082
2.618 1.2082
4.250 1.2082
Fisher Pivots for day following 05-Sep-2024
Pivot 1 day 3 day
R1 1.2082 1.2068
PP 1.2082 1.2054
S1 1.2082 1.2041

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

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