CME Swiss Franc Future September 2025
| Trading Metrics calculated at close of trading on 24-Jun-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2025 |
24-Jun-2025 |
Change |
Change % |
Previous Week |
| Open |
1.2362 |
1.2442 |
0.0080 |
0.6% |
1.2468 |
| High |
1.2453 |
1.2576 |
0.0123 |
1.0% |
1.2505 |
| Low |
1.2332 |
1.2427 |
0.0095 |
0.8% |
1.2306 |
| Close |
1.2440 |
1.2562 |
0.0123 |
1.0% |
1.2368 |
| Range |
0.0121 |
0.0149 |
0.0028 |
23.2% |
0.0200 |
| ATR |
0.0103 |
0.0107 |
0.0003 |
3.1% |
0.0000 |
| Volume |
24,271 |
26,388 |
2,117 |
8.7% |
83,960 |
|
| Daily Pivots for day following 24-Jun-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2967 |
1.2913 |
1.2644 |
|
| R3 |
1.2819 |
1.2765 |
1.2603 |
|
| R2 |
1.2670 |
1.2670 |
1.2589 |
|
| R1 |
1.2616 |
1.2616 |
1.2576 |
1.2643 |
| PP |
1.2522 |
1.2522 |
1.2522 |
1.2535 |
| S1 |
1.2468 |
1.2468 |
1.2548 |
1.2495 |
| S2 |
1.2373 |
1.2373 |
1.2535 |
|
| S3 |
1.2225 |
1.2319 |
1.2521 |
|
| S4 |
1.2076 |
1.2171 |
1.2480 |
|
|
| Weekly Pivots for week ending 20-Jun-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2991 |
1.2879 |
1.2477 |
|
| R3 |
1.2792 |
1.2679 |
1.2422 |
|
| R2 |
1.2592 |
1.2592 |
1.2404 |
|
| R1 |
1.2480 |
1.2480 |
1.2386 |
1.2436 |
| PP |
1.2393 |
1.2393 |
1.2393 |
1.2371 |
| S1 |
1.2280 |
1.2280 |
1.2349 |
1.2237 |
| S2 |
1.2193 |
1.2193 |
1.2331 |
|
| S3 |
1.1994 |
1.2081 |
1.2313 |
|
| S4 |
1.1794 |
1.1881 |
1.2258 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2576 |
1.2306 |
0.0270 |
2.1% |
0.0101 |
0.8% |
95% |
True |
False |
23,439 |
| 10 |
1.2576 |
1.2269 |
0.0307 |
2.4% |
0.0104 |
0.8% |
96% |
True |
False |
27,244 |
| 20 |
1.2576 |
1.2144 |
0.0432 |
3.4% |
0.0102 |
0.8% |
97% |
True |
False |
16,098 |
| 40 |
1.2576 |
1.1991 |
0.0585 |
4.7% |
0.0096 |
0.8% |
98% |
True |
False |
8,086 |
| 60 |
1.2650 |
1.1525 |
0.1126 |
9.0% |
0.0107 |
0.9% |
92% |
False |
False |
5,401 |
| 80 |
1.2650 |
1.1321 |
0.1330 |
10.6% |
0.0087 |
0.7% |
93% |
False |
False |
4,052 |
| 100 |
1.2650 |
1.1205 |
0.1445 |
11.5% |
0.0073 |
0.6% |
94% |
False |
False |
3,241 |
| 120 |
1.2650 |
1.1192 |
0.1458 |
11.6% |
0.0064 |
0.5% |
94% |
False |
False |
2,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3207 |
|
2.618 |
1.2964 |
|
1.618 |
1.2816 |
|
1.000 |
1.2724 |
|
0.618 |
1.2667 |
|
HIGH |
1.2576 |
|
0.618 |
1.2519 |
|
0.500 |
1.2501 |
|
0.382 |
1.2484 |
|
LOW |
1.2427 |
|
0.618 |
1.2335 |
|
1.000 |
1.2279 |
|
1.618 |
1.2187 |
|
2.618 |
1.2038 |
|
4.250 |
1.1796 |
|
|
| Fisher Pivots for day following 24-Jun-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.2542 |
1.2522 |
| PP |
1.2522 |
1.2481 |
| S1 |
1.2501 |
1.2441 |
|