CME Swiss Franc Future March 2025


Trading Metrics calculated at close of trading on 27-Dec-2024
Day Change Summary
Previous Current
26-Dec-2024 27-Dec-2024 Change Change % Previous Week
Open 1.1228 1.1228 -0.0001 0.0% 1.1308
High 1.1229 1.1229 -0.0001 0.0% 1.1316
Low 1.1199 1.1176 -0.0023 -0.2% 1.1176
Close 1.1223 1.1187 -0.0036 -0.3% 1.1187
Range 0.0031 0.0053 0.0023 73.8% 0.0141
ATR 0.0076 0.0074 -0.0002 -2.1% 0.0000
Volume 7,394 14,785 7,391 100.0% 49,466
Daily Pivots for day following 27-Dec-2024
Classic Woodie Camarilla DeMark
R4 1.1356 1.1325 1.1216
R3 1.1303 1.1272 1.1202
R2 1.1250 1.1250 1.1197
R1 1.1219 1.1219 1.1192 1.1208
PP 1.1197 1.1197 1.1197 1.1192
S1 1.1166 1.1166 1.1182 1.1155
S2 1.1144 1.1144 1.1177
S3 1.1091 1.1113 1.1172
S4 1.1038 1.1060 1.1158
Weekly Pivots for week ending 27-Dec-2024
Classic Woodie Camarilla DeMark
R4 1.1648 1.1558 1.1264
R3 1.1507 1.1417 1.1226
R2 1.1367 1.1367 1.1213
R1 1.1277 1.1277 1.1200 1.1252
PP 1.1226 1.1226 1.1226 1.1214
S1 1.1136 1.1136 1.1174 1.1111
S2 1.1086 1.1086 1.1161
S3 1.0945 1.0996 1.1148
S4 1.0805 1.0855 1.1110
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1328 1.1176 0.0153 1.4% 0.0065 0.6% 8% False True 17,302
10 1.1354 1.1176 0.0179 1.6% 0.0072 0.6% 6% False True 25,750
20 1.1580 1.1176 0.0405 3.6% 0.0078 0.7% 3% False True 20,575
40 1.1757 1.1176 0.0582 5.2% 0.0069 0.6% 2% False True 10,323
60 1.1964 1.1176 0.0789 7.0% 0.0055 0.5% 1% False True 6,885
80 1.2180 1.1176 0.1005 9.0% 0.0053 0.5% 1% False True 5,168
100 1.2180 1.1176 0.1005 9.0% 0.0049 0.4% 1% False True 4,136
120 1.2180 1.1176 0.1005 9.0% 0.0047 0.4% 1% False True 3,447
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1454
2.618 1.1367
1.618 1.1314
1.000 1.1282
0.618 1.1261
HIGH 1.1229
0.618 1.1208
0.500 1.1202
0.382 1.1196
LOW 1.1176
0.618 1.1143
1.000 1.1123
1.618 1.1090
2.618 1.1037
4.250 1.0950
Fisher Pivots for day following 27-Dec-2024
Pivot 1 day 3 day
R1 1.1202 1.1205
PP 1.1197 1.1199
S1 1.1192 1.1193

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

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