CME Swiss Franc Future June 2025


Trading Metrics calculated at close of trading on 11-Sep-2024
Day Change Summary
Previous Current
10-Sep-2024 11-Sep-2024 Change Change % Previous Week
Open 1.2142 1.2124 -0.0018 -0.1% 1.2098
High 1.2142 1.2124 -0.0018 -0.1% 1.2238
Low 1.2142 1.2084 -0.0058 -0.5% 1.2098
Close 1.2142 1.2084 -0.0058 -0.5% 1.2207
Range 0.0000 0.0040 0.0040 0.0140
ATR 0.0055 0.0056 0.0000 0.3% 0.0000
Volume 0 2 2 23
Daily Pivots for day following 11-Sep-2024
Classic Woodie Camarilla DeMark
R4 1.2217 1.2191 1.2106
R3 1.2177 1.2151 1.2095
R2 1.2137 1.2137 1.2091
R1 1.2111 1.2111 1.2088 1.2104
PP 1.2097 1.2097 1.2097 1.2094
S1 1.2071 1.2071 1.2080 1.2064
S2 1.2057 1.2057 1.2077
S3 1.2017 1.2031 1.2073
S4 1.1977 1.1991 1.2062
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 1.2084 0.0154 1.3% 0.0027 0.2% 0% False True 1
10 1.2241 1.2084 0.0157 1.3% 0.0021 0.2% 0% False True 2
20 1.2254 1.1843 0.0411 3.4% 0.0021 0.2% 59% False False 1
40 1.2254 1.1627 0.0627 5.2% 0.0028 0.2% 73% False False 4
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 0.0004
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2294
2.618 1.2229
1.618 1.2189
1.000 1.2164
0.618 1.2149
HIGH 1.2124
0.618 1.2109
0.500 1.2104
0.382 1.2099
LOW 1.2084
0.618 1.2059
1.000 1.2044
1.618 1.2019
2.618 1.1979
4.250 1.1914
Fisher Pivots for day following 11-Sep-2024
Pivot 1 day 3 day
R1 1.2104 1.2113
PP 1.2097 1.2103
S1 1.2091 1.2094

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

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