CME Swiss Franc Future March 2025


Trading Metrics calculated at close of trading on 23-Oct-2024
Day Change Summary
Previous Current
22-Oct-2024 23-Oct-2024 Change Change % Previous Week
Open 1.1734 1.1721 -0.0013 -0.1% 1.1833
High 1.1747 1.1721 -0.0026 -0.2% 1.1833
Low 1.1734 1.1720 -0.0014 -0.1% 1.1726
Close 1.1740 1.1720 -0.0020 -0.2% 1.1746
Range 0.0013 0.0001 -0.0012 -92.3% 0.0107
ATR 0.0053 0.0051 -0.0002 -4.5% 0.0000
Volume 24 4 -20 -83.3% 48
Daily Pivots for day following 23-Oct-2024
Classic Woodie Camarilla DeMark
R4 1.1723 1.1723 1.1721
R3 1.1722 1.1722 1.1720
R2 1.1721 1.1721 1.1720
R1 1.1721 1.1721 1.1720 1.1721
PP 1.1720 1.1720 1.1720 1.1720
S1 1.1720 1.1720 1.1720 1.1720
S2 1.1719 1.1719 1.1720
S3 1.1718 1.1719 1.1720
S4 1.1717 1.1718 1.1719
Weekly Pivots for week ending 18-Oct-2024
Classic Woodie Camarilla DeMark
R4 1.2089 1.2024 1.1804
R3 1.1982 1.1917 1.1775
R2 1.1875 1.1875 1.1765
R1 1.1810 1.1810 1.1755 1.1789
PP 1.1768 1.1768 1.1768 1.1757
S1 1.1703 1.1703 1.1736 1.1682
S2 1.1661 1.1661 1.1726
S3 1.1554 1.1596 1.1716
S4 1.1447 1.1489 1.1687
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1773 1.1720 0.0053 0.5% 0.0025 0.2% 0% False True 9
10 1.1881 1.1720 0.0161 1.4% 0.0023 0.2% 0% False True 11
20 1.2108 1.1720 0.0388 3.3% 0.0035 0.3% 0% False True 11
40 1.2180 1.1720 0.0460 3.9% 0.0039 0.3% 0% False True 13
60 1.2180 1.1671 0.0510 4.3% 0.0039 0.3% 10% False False 11
80 1.2180 1.1396 0.0785 6.7% 0.0036 0.3% 41% False False 8
100 1.2180 1.1396 0.0785 6.7% 0.0032 0.3% 41% False False 7
120 1.2180 1.1296 0.0885 7.5% 0.0029 0.2% 48% False False 6
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 False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1725
2.618 1.1724
1.618 1.1723
1.000 1.1722
0.618 1.1722
HIGH 1.1721
0.618 1.1721
0.500 1.1721
0.382 1.1720
LOW 1.1720
0.618 1.1719
1.000 1.1719
1.618 1.1718
2.618 1.1717
4.250 1.1716
Fisher Pivots for day following 23-Oct-2024
Pivot 1 day 3 day
R1 1.1721 1.1744
PP 1.1720 1.1736
S1 1.1720 1.1728

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

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