CME Swiss Franc Future June 2025


Trading Metrics calculated at close of trading on 05-Aug-2024
Day Change Summary
Previous Current
02-Aug-2024 05-Aug-2024 Change Change % Previous Week
Open 1.2025 1.2157 0.0132 1.1% 1.1693
High 1.2035 1.2160 0.0125 1.0% 1.2035
Low 1.1846 1.2136 0.0290 2.4% 1.1676
Close 1.2025 1.2149 0.0125 1.0% 1.2025
Range 0.0189 0.0025 -0.0165 -87.0% 0.0359
ATR 0.0067 0.0072 0.0005 7.3% 0.0000
Volume 0 96 96 5
Daily Pivots for day following 05-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.2222 1.2210 1.2162
R3 1.2197 1.2185 1.2156
R2 1.2173 1.2173 1.2153
R1 1.2161 1.2161 1.2151 1.2155
PP 1.2148 1.2148 1.2148 1.2145
S1 1.2136 1.2136 1.2147 1.2130
S2 1.2124 1.2124 1.2145
S3 1.2099 1.2112 1.2142
S4 1.2075 1.2087 1.2136
Weekly Pivots for week ending 02-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.2989 1.2866 1.2222
R3 1.2630 1.2507 1.2123
R2 1.2271 1.2271 1.2090
R1 1.2148 1.2148 1.2057 1.2209
PP 1.1912 1.1912 1.1912 1.1943
S1 1.1789 1.1789 1.1992 1.1850
S2 1.1553 1.1553 1.1959
S3 1.1194 1.1430 1.1926
S4 1.0835 1.1071 1.1827
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2160 1.1676 0.0484 4.0% 0.0060 0.5% 98% True False 20
10 1.2160 1.1627 0.0534 4.4% 0.0051 0.4% 98% True False 12
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2264
2.618 1.2224
1.618 1.2200
1.000 1.2185
0.618 1.2175
HIGH 1.2160
0.618 1.2151
0.500 1.2148
0.382 1.2145
LOW 1.2136
0.618 1.2120
1.000 1.2111
1.618 1.2096
2.618 1.2071
4.250 1.2031
Fisher Pivots for day following 05-Aug-2024
Pivot 1 day 3 day
R1 1.2149 1.2100
PP 1.2148 1.2052
S1 1.2148 1.2003

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

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