CME Swiss Franc Future June 2025


Trading Metrics calculated at close of trading on 27-Aug-2024
Day Change Summary
Previous Current
26-Aug-2024 27-Aug-2024 Change Change % Previous Week
Open 1.2175 1.2200 0.0025 0.2% 1.1974
High 1.2175 1.2254 0.0079 0.6% 1.2172
Low 1.2174 1.2200 0.0026 0.2% 1.1974
Close 1.2174 1.2254 0.0080 0.7% 1.2163
Range 0.0001 0.0054 0.0053 5,250.0% 0.0198
ATR 0.0061 0.0063 0.0001 2.1% 0.0000
Volume 1 2 1 100.0% 5
Daily Pivots for day following 27-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.2396 1.2378 1.2283
R3 1.2343 1.2325 1.2268
R2 1.2289 1.2289 1.2263
R1 1.2271 1.2271 1.2258 1.2280
PP 1.2236 1.2236 1.2236 1.2240
S1 1.2218 1.2218 1.2249 1.2227
S2 1.2182 1.2182 1.2244
S3 1.2129 1.2164 1.2239
S4 1.2075 1.2111 1.2224
Weekly Pivots for week ending 23-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.2697 1.2628 1.2271
R3 1.2499 1.2430 1.2217
R2 1.2301 1.2301 1.2199
R1 1.2232 1.2232 1.2181 1.2266
PP 1.2103 1.2103 1.2103 1.2120
S1 1.2034 1.2034 1.2144 1.2068
S2 1.1905 1.1905 1.2126
S3 1.1707 1.1836 1.2108
S4 1.1509 1.1638 1.2054
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2254 1.2083 0.0171 1.4% 0.0029 0.2% 100% True False
10 1.2254 1.1843 0.0411 3.4% 0.0022 0.2% 100% True False
20 1.2254 1.1779 0.0475 3.9% 0.0031 0.3% 100% True False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2481
2.618 1.2394
1.618 1.2340
1.000 1.2307
0.618 1.2287
HIGH 1.2254
0.618 1.2233
0.500 1.2227
0.382 1.2220
LOW 1.2200
0.618 1.2167
1.000 1.2147
1.618 1.2113
2.618 1.2060
4.250 1.1973
Fisher Pivots for day following 27-Aug-2024
Pivot 1 day 3 day
R1 1.2245 1.2225
PP 1.2236 1.2197
S1 1.2227 1.2168

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

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