CME Swiss Franc Future June 2025


Trading Metrics calculated at close of trading on 13-Sep-2024
Day Change Summary
Previous Current
12-Sep-2024 13-Sep-2024 Change Change % Previous Week
Open 1.2062 1.2142 0.0080 0.7% 1.2124
High 1.2062 1.2164 0.0102 0.8% 1.2164
Low 1.2062 1.2142 0.0080 0.7% 1.2062
Close 1.2062 1.2113 0.0052 0.4% 1.2113
Range 0.0000 0.0022 0.0022 0.0102
ATR 0.0053 0.0057 0.0003 6.5% 0.0000
Volume 0 27 27 29
Daily Pivots for day following 13-Sep-2024
Classic Woodie Camarilla DeMark
R4 1.2205 1.2181 1.2125
R3 1.2183 1.2159 1.2119
R2 1.2161 1.2161 1.2117
R1 1.2137 1.2137 1.2115 1.2138
PP 1.2139 1.2139 1.2139 1.2140
S1 1.2115 1.2115 1.2111 1.2116
S2 1.2117 1.2117 1.2109
S3 1.2095 1.2093 1.2107
S4 1.2073 1.2071 1.2101
Weekly Pivots for week ending 13-Sep-2024
Classic Woodie Camarilla DeMark
R4 1.2419 1.2368 1.2169
R3 1.2317 1.2266 1.2141
R2 1.2215 1.2215 1.2132
R1 1.2164 1.2164 1.2122 1.2138
PP 1.2113 1.2113 1.2113 1.2100
S1 1.2062 1.2062 1.2104 1.2036
S2 1.2011 1.2011 1.2094
S3 1.1909 1.1960 1.2085
S4 1.1807 1.1858 1.2057
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2164 1.2062 0.0102 0.8% 0.0012 0.1% 50% True False 5
10 1.2238 1.2062 0.0176 1.5% 0.0023 0.2% 29% False False 5
20 1.2254 1.1843 0.0411 3.4% 0.0022 0.2% 66% False False 3
40 1.2254 1.1627 0.0627 5.2% 0.0028 0.2% 78% False False 5
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2257
2.618 1.2221
1.618 1.2199
1.000 1.2186
0.618 1.2177
HIGH 1.2164
0.618 1.2155
0.500 1.2153
0.382 1.2150
LOW 1.2142
0.618 1.2128
1.000 1.2120
1.618 1.2106
2.618 1.2084
4.250 1.2048
Fisher Pivots for day following 13-Sep-2024
Pivot 1 day 3 day
R1 1.2153 1.2113
PP 1.2139 1.2113
S1 1.2126 1.2113

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

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