CME Swiss Franc Future March 2025


Trading Metrics calculated at close of trading on 17-Sep-2024
Day Change Summary
Previous Current
16-Sep-2024 17-Sep-2024 Change Change % Previous Week
Open 1.2070 1.2051 -0.0019 -0.2% 1.2031
High 1.2070 1.2051 -0.0019 -0.2% 1.2072
Low 1.2058 1.2051 -0.0007 -0.1% 1.1940
Close 1.2058 1.2051 -0.0007 -0.1% 1.2022
Range 0.0012 0.0000 -0.0012 -100.0% 0.0132
ATR 0.0063 0.0059 -0.0004 -6.4% 0.0000
Volume 55 0 -55 -100.0% 70
Daily Pivots for day following 17-Sep-2024
Classic Woodie Camarilla DeMark
R4 1.2051 1.2051 1.2051
R3 1.2051 1.2051 1.2051
R2 1.2051 1.2051 1.2051
R1 1.2051 1.2051 1.2051 1.2051
PP 1.2051 1.2051 1.2051 1.2051
S1 1.2051 1.2051 1.2051 1.2051
S2 1.2051 1.2051 1.2051
S3 1.2051 1.2051 1.2051
S4 1.2051 1.2051 1.2051
Weekly Pivots for week ending 13-Sep-2024
Classic Woodie Camarilla DeMark
R4 1.2407 1.2347 1.2095
R3 1.2275 1.2215 1.2058
R2 1.2143 1.2143 1.2046
R1 1.2083 1.2083 1.2034 1.2047
PP 1.2011 1.2011 1.2011 1.1994
S1 1.1951 1.1951 1.2010 1.1915
S2 1.1879 1.1879 1.1998
S3 1.1747 1.1819 1.1986
S4 1.1615 1.1687 1.1949
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2072 1.1940 0.0132 1.1% 0.0019 0.2% 84% False False 14
10 1.2180 1.1940 0.0240 2.0% 0.0032 0.3% 46% False False 14
20 1.2180 1.1880 0.0300 2.5% 0.0038 0.3% 57% False False 13
40 1.2180 1.1521 0.0659 5.5% 0.0039 0.3% 80% False False 7
60 1.2180 1.1396 0.0785 6.5% 0.0030 0.2% 84% False False 5
80 1.2180 1.1296 0.0885 7.3% 0.0027 0.2% 85% False False 4
100 1.2180 1.1290 0.0890 7.4% 0.0025 0.2% 86% 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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2051
2.618 1.2051
1.618 1.2051
1.000 1.2051
0.618 1.2051
HIGH 1.2051
0.618 1.2051
0.500 1.2051
0.382 1.2051
LOW 1.2051
0.618 1.2051
1.000 1.2051
1.618 1.2051
2.618 1.2051
4.250 1.2051
Fisher Pivots for day following 17-Sep-2024
Pivot 1 day 3 day
R1 1.2051 1.2052
PP 1.2051 1.2052
S1 1.2051 1.2051

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

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