CME Swiss Franc Future June 2025


Trading Metrics calculated at close of trading on 14-Oct-2024
Day Change Summary
Previous Current
11-Oct-2024 14-Oct-2024 Change Change % Previous Week
Open 1.1967 1.1887 -0.0081 -0.7% 1.2026
High 1.1990 1.1887 -0.0103 -0.9% 1.2030
Low 1.1962 1.1887 -0.0076 -0.6% 1.1930
Close 1.1977 1.1887 -0.0091 -0.8% 1.1977
Range 0.0028 0.0000 -0.0028 -100.0% 0.0101
ATR 0.0056 0.0059 0.0002 4.3% 0.0000
Volume 1 0 -1 -100.0% 2
Daily Pivots for day following 14-Oct-2024
Classic Woodie Camarilla DeMark
R4 1.1887 1.1887 1.1887
R3 1.1887 1.1887 1.1887
R2 1.1887 1.1887 1.1887
R1 1.1887 1.1887 1.1887 1.1887
PP 1.1887 1.1887 1.1887 1.1887
S1 1.1887 1.1887 1.1887 1.1887
S2 1.1887 1.1887 1.1887
S3 1.1887 1.1887 1.1887
S4 1.1887 1.1887 1.1887
Weekly Pivots for week ending 11-Oct-2024
Classic Woodie Camarilla DeMark
R4 1.2280 1.2229 1.2032
R3 1.2180 1.2129 1.2005
R2 1.2079 1.2079 1.1995
R1 1.2028 1.2028 1.1986 1.2004
PP 1.1979 1.1979 1.1979 1.1967
S1 1.1928 1.1928 1.1968 1.1903
S2 1.1878 1.1878 1.1959
S3 1.1778 1.1827 1.1949
S4 1.1677 1.1727 1.1922
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2030 1.1887 0.0144 1.2% 0.0018 0.2% 0% False True
10 1.2115 1.1887 0.0229 1.9% 0.0022 0.2% 0% False True
20 1.2200 1.1887 0.0313 2.6% 0.0028 0.2% 0% False True
40 1.2254 1.1887 0.0367 3.1% 0.0024 0.2% 0% False True 1
60 1.2254 1.1627 0.0627 5.3% 0.0028 0.2% 41% False False 3
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1887
2.618 1.1887
1.618 1.1887
1.000 1.1887
0.618 1.1887
HIGH 1.1887
0.618 1.1887
0.500 1.1887
0.382 1.1887
LOW 1.1887
0.618 1.1887
1.000 1.1887
1.618 1.1887
2.618 1.1887
4.250 1.1887
Fisher Pivots for day following 14-Oct-2024
Pivot 1 day 3 day
R1 1.1887 1.1938
PP 1.1887 1.1921
S1 1.1887 1.1904

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

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