CME Swiss Franc Future June 2025


Trading Metrics calculated at close of trading on 12-Sep-2024
Day Change Summary
Previous Current
11-Sep-2024 12-Sep-2024 Change Change % Previous Week
Open 1.2124 1.2062 -0.0063 -0.5% 1.2098
High 1.2124 1.2062 -0.0063 -0.5% 1.2238
Low 1.2084 1.2062 -0.0023 -0.2% 1.2098
Close 1.2084 1.2062 -0.0023 -0.2% 1.2207
Range 0.0040 0.0000 -0.0040 -100.0% 0.0140
ATR 0.0056 0.0053 -0.0002 -4.3% 0.0000
Volume 2 0 -2 -100.0% 23
Daily Pivots for day following 12-Sep-2024
Classic Woodie Camarilla DeMark
R4 1.2062 1.2062 1.2062
R3 1.2062 1.2062 1.2062
R2 1.2062 1.2062 1.2062
R1 1.2062 1.2062 1.2062 1.2062
PP 1.2062 1.2062 1.2062 1.2062
S1 1.2062 1.2062 1.2062 1.2062
S2 1.2062 1.2062 1.2062
S3 1.2062 1.2062 1.2062
S4 1.2062 1.2062 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 1.2062 0.0176 1.5% 0.0027 0.2% 0% False True 1
10 1.2238 1.2062 0.0176 1.5% 0.0021 0.2% 0% False True 2
20 1.2254 1.1843 0.0411 3.4% 0.0021 0.2% 53% False False 1
40 1.2254 1.1627 0.0627 5.2% 0.0028 0.2% 69% False False 4
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2062
2.618 1.2062
1.618 1.2062
1.000 1.2062
0.618 1.2062
HIGH 1.2062
0.618 1.2062
0.500 1.2062
0.382 1.2062
LOW 1.2062
0.618 1.2062
1.000 1.2062
1.618 1.2062
2.618 1.2062
4.250 1.2062
Fisher Pivots for day following 12-Sep-2024
Pivot 1 day 3 day
R1 1.2062 1.2102
PP 1.2062 1.2088
S1 1.2062 1.2075

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

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