CME Swiss Franc Future March 2025


Trading Metrics calculated at close of trading on 16-Oct-2024
Day Change Summary
Previous Current
15-Oct-2024 16-Oct-2024 Change Change % Previous Week
Open 1.1795 1.1750 -0.0046 -0.4% 1.1866
High 1.1795 1.1750 -0.0046 -0.4% 1.1921
Low 1.1787 1.1750 -0.0038 -0.3% 1.1820
Close 1.1787 1.1750 -0.0038 -0.3% 1.1869
Range 0.0008 0.0000 -0.0008 -100.0% 0.0102
ATR 0.0063 0.0061 -0.0002 -2.9% 0.0000
Volume 4 0 -4 -100.0% 37
Daily Pivots for day following 16-Oct-2024
Classic Woodie Camarilla DeMark
R4 1.1750 1.1750 1.1750
R3 1.1750 1.1750 1.1750
R2 1.1750 1.1750 1.1750
R1 1.1750 1.1750 1.1750 1.1750
PP 1.1750 1.1750 1.1750 1.1750
S1 1.1750 1.1750 1.1750 1.1750
S2 1.1750 1.1750 1.1750
S3 1.1750 1.1750 1.1750
S4 1.1750 1.1750 1.1750
Weekly Pivots for week ending 11-Oct-2024
Classic Woodie Camarilla DeMark
R4 1.2174 1.2123 1.1925
R3 1.2073 1.2022 1.1897
R2 1.1971 1.1971 1.1888
R1 1.1920 1.1920 1.1878 1.1946
PP 1.1870 1.1870 1.1870 1.1883
S1 1.1819 1.1819 1.1860 1.1844
S2 1.1768 1.1768 1.1850
S3 1.1667 1.1717 1.1841
S4 1.1565 1.1616 1.1813
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1881 1.1750 0.0132 1.1% 0.0021 0.2% 0% False True 13
10 1.1964 1.1750 0.0215 1.8% 0.0036 0.3% 0% False True 12
20 1.2108 1.1750 0.0358 3.0% 0.0046 0.4% 0% False True 15
40 1.2180 1.1750 0.0431 3.7% 0.0041 0.4% 0% False True 13
60 1.2180 1.1521 0.0659 5.6% 0.0042 0.4% 35% False False 10
80 1.2180 1.1396 0.0785 6.7% 0.0035 0.3% 45% False False 8
100 1.2180 1.1296 0.0885 7.5% 0.0031 0.3% 51% False False 7
120 1.2180 1.1290 0.0890 7.6% 0.0029 0.2% 52% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.1750
2.618 1.1750
1.618 1.1750
1.000 1.1750
0.618 1.1750
HIGH 1.1750
0.618 1.1750
0.500 1.1750
0.382 1.1750
LOW 1.1750
0.618 1.1750
1.000 1.1750
1.618 1.1750
2.618 1.1750
4.250 1.1750
Fisher Pivots for day following 16-Oct-2024
Pivot 1 day 3 day
R1 1.1750 1.1791
PP 1.1750 1.1777
S1 1.1750 1.1763

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

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