CME Swiss Franc Future March 2025


Trading Metrics calculated at close of trading on 04-Dec-2024
Day Change Summary
Previous Current
03-Dec-2024 04-Dec-2024 Change Change % Previous Week
Open 1.1413 1.1412 -0.0001 0.0% 1.1370
High 1.1455 1.1461 0.0006 0.0% 1.1506
Low 1.1385 1.1395 0.0010 0.1% 1.1364
Close 1.1417 1.1444 0.0027 0.2% 1.1488
Range 0.0070 0.0066 -0.0005 -6.4% 0.0142
ATR 0.0070 0.0070 0.0000 -0.5% 0.0000
Volume 1,503 2,568 1,065 70.9% 699
Daily Pivots for day following 04-Dec-2024
Classic Woodie Camarilla DeMark
R4 1.1630 1.1602 1.1480
R3 1.1564 1.1537 1.1462
R2 1.1499 1.1499 1.1456
R1 1.1471 1.1471 1.1450 1.1485
PP 1.1433 1.1433 1.1433 1.1440
S1 1.1406 1.1406 1.1437 1.1419
S2 1.1368 1.1368 1.1431
S3 1.1302 1.1340 1.1425
S4 1.1237 1.1275 1.1407
Weekly Pivots for week ending 29-Nov-2024
Classic Woodie Camarilla DeMark
R4 1.1877 1.1824 1.1565
R3 1.1735 1.1682 1.1526
R2 1.1594 1.1594 1.1513
R1 1.1541 1.1541 1.1500 1.1567
PP 1.1452 1.1452 1.1452 1.1466
S1 1.1399 1.1399 1.1475 1.1426
S2 1.1311 1.1311 1.1462
S3 1.1169 1.1258 1.1449
S4 1.1028 1.1116 1.1410
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1506 1.1385 0.0121 1.1% 0.0077 0.7% 49% False False 1,002
10 1.1506 1.1310 0.0196 1.7% 0.0074 0.6% 68% False False 571
20 1.1655 1.1310 0.0345 3.0% 0.0068 0.6% 39% False False 305
40 1.1881 1.1310 0.0572 5.0% 0.0046 0.4% 23% False False 158
60 1.2130 1.1310 0.0821 7.2% 0.0047 0.4% 16% False False 110
80 1.2180 1.1310 0.0871 7.6% 0.0044 0.4% 15% False False 85
100 1.2180 1.1310 0.0871 7.6% 0.0043 0.4% 15% False False 68
120 1.2180 1.1310 0.0871 7.6% 0.0038 0.3% 15% False False 57
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1739
2.618 1.1632
1.618 1.1566
1.000 1.1526
0.618 1.1501
HIGH 1.1461
0.618 1.1435
0.500 1.1428
0.382 1.1420
LOW 1.1395
0.618 1.1355
1.000 1.1330
1.618 1.1289
2.618 1.1224
4.250 1.1117
Fisher Pivots for day following 04-Dec-2024
Pivot 1 day 3 day
R1 1.1438 1.1443
PP 1.1433 1.1443
S1 1.1428 1.1442

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

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