CME Swiss Franc Future June 2025


Trading Metrics calculated at close of trading on 20-Sep-2024
Day Change Summary
Previous Current
19-Sep-2024 20-Sep-2024 Change Change % Previous Week
Open 1.2117 1.2067 -0.0050 -0.4% 1.2149
High 1.2117 1.2136 0.0019 0.2% 1.2182
Low 1.2117 1.2054 -0.0064 -0.5% 1.2054
Close 1.2117 1.2067 -0.0050 -0.4% 1.2067
Range 0.0000 0.0083 0.0083 0.0128
ATR 0.0052 0.0054 0.0002 4.3% 0.0000
Volume
Daily Pivots for day following 20-Sep-2024
Classic Woodie Camarilla DeMark
R4 1.2333 1.2283 1.2112
R3 1.2251 1.2200 1.2090
R2 1.2168 1.2168 1.2082
R1 1.2118 1.2118 1.2075 1.2108
PP 1.2086 1.2086 1.2086 1.2081
S1 1.2035 1.2035 1.2059 1.2026
S2 1.2003 1.2003 1.2052
S3 1.1921 1.1953 1.2044
S4 1.1838 1.1870 1.2022
Weekly Pivots for week ending 20-Sep-2024
Classic Woodie Camarilla DeMark
R4 1.2485 1.2404 1.2137
R3 1.2357 1.2276 1.2102
R2 1.2229 1.2229 1.2090
R1 1.2148 1.2148 1.2079 1.2124
PP 1.2101 1.2101 1.2101 1.2089
S1 1.2020 1.2020 1.2055 1.1996
S2 1.1973 1.1973 1.2044
S3 1.1845 1.1892 1.2032
S4 1.1717 1.1764 1.1997
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2182 1.2054 0.0128 1.1% 0.0024 0.2% 11% False True
10 1.2182 1.2054 0.0128 1.1% 0.0018 0.2% 11% False True 3
20 1.2254 1.2054 0.0200 1.7% 0.0025 0.2% 7% False True 2
40 1.2254 1.1676 0.0578 4.8% 0.0027 0.2% 68% False False 4
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 0.0001
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.2487
2.618 1.2352
1.618 1.2269
1.000 1.2219
0.618 1.2187
HIGH 1.2136
0.618 1.2104
0.500 1.2095
0.382 1.2085
LOW 1.2054
0.618 1.2003
1.000 1.1971
1.618 1.1920
2.618 1.1838
4.250 1.1703
Fisher Pivots for day following 20-Sep-2024
Pivot 1 day 3 day
R1 1.2095 1.2118
PP 1.2086 1.2101
S1 1.2076 1.2084

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

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