CME Swiss Franc Future June 2025


Trading Metrics calculated at close of trading on 27-Sep-2024
Day Change Summary
Previous Current
26-Sep-2024 27-Sep-2024 Change Change % Previous Week
Open 1.2080 1.2198 0.0119 1.0% 1.2059
High 1.2128 1.2200 0.0072 0.6% 1.2200
Low 1.2080 1.2084 0.0005 0.0% 1.2059
Close 1.2128 1.2198 0.0070 0.6% 1.2198
Range 0.0049 0.0116 0.0067 138.1% 0.0141
ATR 0.0055 0.0059 0.0004 7.8% 0.0000
Volume 1 0 -1 -100.0% 2
Daily Pivots for day following 27-Sep-2024
Classic Woodie Camarilla DeMark
R4 1.2507 1.2468 1.2262
R3 1.2392 1.2353 1.2230
R2 1.2276 1.2276 1.2219
R1 1.2237 1.2237 1.2209 1.2256
PP 1.2161 1.2161 1.2161 1.2170
S1 1.2122 1.2122 1.2187 1.2140
S2 1.2045 1.2045 1.2177
S3 1.1930 1.2006 1.2166
S4 1.1814 1.1891 1.2134
Weekly Pivots for week ending 27-Sep-2024
Classic Woodie Camarilla DeMark
R4 1.2574 1.2526 1.2275
R3 1.2433 1.2386 1.2237
R2 1.2293 1.2293 1.2224
R1 1.2245 1.2245 1.2211 1.2269
PP 1.2152 1.2152 1.2152 1.2164
S1 1.2105 1.2105 1.2185 1.2129
S2 1.2012 1.2012 1.2172
S3 1.1871 1.1964 1.2159
S4 1.1731 1.1824 1.2121
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2200 1.2059 0.0141 1.2% 0.0045 0.4% 99% True False
10 1.2200 1.2054 0.0146 1.2% 0.0035 0.3% 99% True False
20 1.2238 1.2054 0.0184 1.5% 0.0029 0.2% 79% False False 2
40 1.2254 1.1843 0.0411 3.4% 0.0029 0.2% 86% 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 False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 1.2690
2.618 1.2502
1.618 1.2386
1.000 1.2315
0.618 1.2271
HIGH 1.2200
0.618 1.2155
0.500 1.2142
0.382 1.2128
LOW 1.2084
0.618 1.2013
1.000 1.1969
1.618 1.1897
2.618 1.1782
4.250 1.1593
Fisher Pivots for day following 27-Sep-2024
Pivot 1 day 3 day
R1 1.2179 1.2177
PP 1.2161 1.2156
S1 1.2142 1.2136

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

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