CME Swiss Franc Future June 2025


Trading Metrics calculated at close of trading on 23-Sep-2024
Day Change Summary
Previous Current
20-Sep-2024 23-Sep-2024 Change Change % Previous Week
Open 1.2067 1.2059 -0.0008 -0.1% 1.2149
High 1.2136 1.2120 -0.0017 -0.1% 1.2182
Low 1.2054 1.2059 0.0006 0.0% 1.2054
Close 1.2067 1.2120 0.0053 0.4% 1.2067
Range 0.0083 0.0061 -0.0022 -26.7% 0.0128
ATR 0.0054 0.0054 0.0000 0.9% 0.0000
Volume 0 1 1 2
Daily Pivots for day following 23-Sep-2024
Classic Woodie Camarilla DeMark
R4 1.2281 1.2261 1.2153
R3 1.2220 1.2200 1.2136
R2 1.2160 1.2160 1.2131
R1 1.2140 1.2140 1.2125 1.2150
PP 1.2099 1.2099 1.2099 1.2104
S1 1.2079 1.2079 1.2114 1.2089
S2 1.2039 1.2039 1.2108
S3 1.1978 1.2019 1.2103
S4 1.1918 1.1958 1.2086
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% 0.0036 0.3% 52% False False
10 1.2182 1.2054 0.0128 1.1% 0.0024 0.2% 52% False False 3
20 1.2254 1.2054 0.0200 1.7% 0.0023 0.2% 33% False False 3
40 1.2254 1.1676 0.0578 4.8% 0.0029 0.2% 77% False False 4
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2377
2.618 1.2278
1.618 1.2217
1.000 1.2180
0.618 1.2157
HIGH 1.2120
0.618 1.2096
0.500 1.2089
0.382 1.2082
LOW 1.2059
0.618 1.2022
1.000 1.1999
1.618 1.1961
2.618 1.1901
4.250 1.1802
Fisher Pivots for day following 23-Sep-2024
Pivot 1 day 3 day
R1 1.2109 1.2111
PP 1.2099 1.2103
S1 1.2089 1.2095

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

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