CME Swiss Franc Future June 2025


Trading Metrics calculated at close of trading on 06-Sep-2024
Day Change Summary
Previous Current
05-Sep-2024 06-Sep-2024 Change Change % Previous Week
Open 1.2179 1.2200 0.0021 0.2% 1.2098
High 1.2179 1.2238 0.0059 0.5% 1.2238
Low 1.2179 1.2143 -0.0037 -0.3% 1.2098
Close 1.2179 1.2207 0.0028 0.2% 1.2207
Range 0.0000 0.0095 0.0095 0.0140
ATR 0.0053 0.0056 0.0003 5.6% 0.0000
Volume 0 4 4 23
Daily Pivots for day following 06-Sep-2024
Classic Woodie Camarilla DeMark
R4 1.2481 1.2439 1.2259
R3 1.2386 1.2344 1.2233
R2 1.2291 1.2291 1.2224
R1 1.2249 1.2249 1.2215 1.2270
PP 1.2196 1.2196 1.2196 1.2206
S1 1.2154 1.2154 1.2198 1.2175
S2 1.2101 1.2101 1.2189
S3 1.2006 1.2059 1.2180
S4 1.1911 1.1964 1.2154
Weekly Pivots for week ending 06-Sep-2024
Classic Woodie Camarilla DeMark
R4 1.2599 1.2542 1.2283
R3 1.2460 1.2403 1.2245
R2 1.2320 1.2320 1.2232
R1 1.2263 1.2263 1.2219 1.2292
PP 1.2181 1.2181 1.2181 1.2195
S1 1.2124 1.2124 1.2194 1.2152
S2 1.2041 1.2041 1.2181
S3 1.1902 1.1984 1.2168
S4 1.1762 1.1845 1.2130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2238 1.2098 0.0140 1.1% 0.0034 0.3% 78% True False 5
10 1.2254 1.2083 0.0171 1.4% 0.0031 0.3% 73% False False 2
20 1.2254 1.1843 0.0411 3.4% 0.0022 0.2% 89% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.2641
2.618 1.2486
1.618 1.2391
1.000 1.2333
0.618 1.2296
HIGH 1.2238
0.618 1.2201
0.500 1.2190
0.382 1.2179
LOW 1.2143
0.618 1.2084
1.000 1.2048
1.618 1.1989
2.618 1.1894
4.250 1.1739
Fisher Pivots for day following 06-Sep-2024
Pivot 1 day 3 day
R1 1.2201 1.2201
PP 1.2196 1.2196
S1 1.2190 1.2190

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

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