CME Swiss Franc Future September 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 1.1467 1.1427 -0.0040 -0.3% 1.1477
High 1.1467 1.1427 -0.0040 -0.3% 1.1477
Low 1.1467 1.1423 -0.0044 -0.4% 1.1423
Close 1.1467 1.1427 -0.0040 -0.3% 1.1427
Range 0.0000 0.0004 0.0004 0.0054
ATR 0.0049 0.0049 0.0000 -0.8% 0.0000
Volume
Daily Pivots for day following 27-Dec-2024
Classic Woodie Camarilla DeMark
R4 1.1438 1.1436 1.1429
R3 1.1434 1.1432 1.1428
R2 1.1430 1.1430 1.1428
R1 1.1428 1.1428 1.1427 1.1429
PP 1.1426 1.1426 1.1426 1.1426
S1 1.1424 1.1424 1.1427 1.1425
S2 1.1422 1.1422 1.1426
S3 1.1418 1.1420 1.1426
S4 1.1414 1.1416 1.1425
Weekly Pivots for week ending 27-Dec-2024
Classic Woodie Camarilla DeMark
R4 1.1604 1.1570 1.1457
R3 1.1550 1.1516 1.1442
R2 1.1496 1.1496 1.1437
R1 1.1462 1.1462 1.1432 1.1452
PP 1.1442 1.1442 1.1442 1.1438
S1 1.1408 1.1408 1.1422 1.1398
S2 1.1388 1.1388 1.1417
S3 1.1334 1.1354 1.1412
S4 1.1280 1.1300 1.1397
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1567 1.1423 0.0144 1.3% 0.0018 0.2% 3% False True
10 1.1583 1.1423 0.0160 1.4% 0.0017 0.1% 3% False True
20 1.1765 1.1423 0.0342 3.0% 0.0016 0.1% 1% False True 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0001
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1444
2.618 1.1437
1.618 1.1433
1.000 1.1431
0.618 1.1429
HIGH 1.1427
0.618 1.1425
0.500 1.1425
0.382 1.1425
LOW 1.1423
0.618 1.1421
1.000 1.1419
1.618 1.1417
2.618 1.1413
4.250 1.1406
Fisher Pivots for day following 27-Dec-2024
Pivot 1 day 3 day
R1 1.1426 1.1445
PP 1.1426 1.1439
S1 1.1425 1.1433

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

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