CME Swiss Franc Future March 2025


Trading Metrics calculated at close of trading on 30-Sep-2024
Day Change Summary
Previous Current
27-Sep-2024 30-Sep-2024 Change Change % Previous Week
Open 1.2097 1.2017 -0.0080 -0.7% 1.1986
High 1.2108 1.2017 -0.0091 -0.7% 1.2108
Low 1.1984 1.2017 0.0034 0.3% 1.1978
Close 1.2104 1.2017 -0.0087 -0.7% 1.2104
Range 0.0124 0.0000 -0.0124 -100.0% 0.0130
ATR 0.0070 0.0071 0.0001 1.6% 0.0000
Volume 9 0 -9 -100.0% 100
Daily Pivots for day following 30-Sep-2024
Classic Woodie Camarilla DeMark
R4 1.2017 1.2017 1.2017
R3 1.2017 1.2017 1.2017
R2 1.2017 1.2017 1.2017
R1 1.2017 1.2017 1.2017 1.2017
PP 1.2017 1.2017 1.2017 1.2017
S1 1.2017 1.2017 1.2017 1.2017
S2 1.2017 1.2017 1.2017
S3 1.2017 1.2017 1.2017
S4 1.2017 1.2017 1.2017
Weekly Pivots for week ending 27-Sep-2024
Classic Woodie Camarilla DeMark
R4 1.2453 1.2408 1.2175
R3 1.2323 1.2278 1.2139
R2 1.2193 1.2193 1.2127
R1 1.2148 1.2148 1.2115 1.2171
PP 1.2063 1.2063 1.2063 1.2074
S1 1.2018 1.2018 1.2092 1.2041
S2 1.1933 1.1933 1.2080
S3 1.1803 1.1888 1.2068
S4 1.1673 1.1758 1.2032
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2108 1.1978 0.0130 1.1% 0.0067 0.6% 30% False False 19
10 1.2130 1.1961 0.0169 1.4% 0.0057 0.5% 33% False False 16
20 1.2180 1.1940 0.0240 2.0% 0.0045 0.4% 32% False False 15
40 1.2180 1.1740 0.0440 3.7% 0.0039 0.3% 63% False False 10
60 1.2180 1.1440 0.0741 6.2% 0.0037 0.3% 78% False False 7
80 1.2180 1.1396 0.0785 6.5% 0.0032 0.3% 79% False False 6
100 1.2180 1.1296 0.0885 7.4% 0.0029 0.2% 82% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0004
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.2017
2.618 1.2017
1.618 1.2017
1.000 1.2017
0.618 1.2017
HIGH 1.2017
0.618 1.2017
0.500 1.2017
0.382 1.2017
LOW 1.2017
0.618 1.2017
1.000 1.2017
1.618 1.2017
2.618 1.2017
4.250 1.2017
Fisher Pivots for day following 30-Sep-2024
Pivot 1 day 3 day
R1 1.2017 1.2046
PP 1.2017 1.2036
S1 1.2017 1.2027

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

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