CME Swiss Franc Future September 2025
| Trading Metrics calculated at close of trading on 27-Jun-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2025 |
27-Jun-2025 |
Change |
Change % |
Previous Week |
| Open |
1.2556 |
1.2617 |
0.0061 |
0.5% |
1.2362 |
| High |
1.2657 |
1.2688 |
0.0031 |
0.2% |
1.2688 |
| Low |
1.2547 |
1.2594 |
0.0048 |
0.4% |
1.2332 |
| Close |
1.2638 |
1.2626 |
-0.0012 |
-0.1% |
1.2626 |
| Range |
0.0111 |
0.0094 |
-0.0017 |
-14.9% |
0.0356 |
| ATR |
0.0104 |
0.0103 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
22,873 |
21,881 |
-992 |
-4.3% |
112,770 |
|
| Daily Pivots for day following 27-Jun-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2918 |
1.2866 |
1.2677 |
|
| R3 |
1.2824 |
1.2772 |
1.2651 |
|
| R2 |
1.2730 |
1.2730 |
1.2643 |
|
| R1 |
1.2678 |
1.2678 |
1.2634 |
1.2704 |
| PP |
1.2636 |
1.2636 |
1.2636 |
1.2649 |
| S1 |
1.2584 |
1.2584 |
1.2617 |
1.2610 |
| S2 |
1.2542 |
1.2542 |
1.2608 |
|
| S3 |
1.2448 |
1.2490 |
1.2600 |
|
| S4 |
1.2354 |
1.2396 |
1.2574 |
|
|
| Weekly Pivots for week ending 27-Jun-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3617 |
1.3477 |
1.2821 |
|
| R3 |
1.3261 |
1.3121 |
1.2723 |
|
| R2 |
1.2905 |
1.2905 |
1.2691 |
|
| R1 |
1.2765 |
1.2765 |
1.2658 |
1.2835 |
| PP |
1.2549 |
1.2549 |
1.2549 |
1.2583 |
| S1 |
1.2409 |
1.2409 |
1.2593 |
1.2479 |
| S2 |
1.2193 |
1.2193 |
1.2560 |
|
| S3 |
1.1837 |
1.2053 |
1.2528 |
|
| S4 |
1.1481 |
1.1697 |
1.2430 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2688 |
1.2332 |
0.0356 |
2.8% |
0.0107 |
0.8% |
82% |
True |
False |
22,554 |
| 10 |
1.2688 |
1.2306 |
0.0383 |
3.0% |
0.0101 |
0.8% |
84% |
True |
False |
23,565 |
| 20 |
1.2688 |
1.2269 |
0.0420 |
3.3% |
0.0097 |
0.8% |
85% |
True |
False |
19,108 |
| 40 |
1.2688 |
1.1991 |
0.0698 |
5.5% |
0.0099 |
0.8% |
91% |
True |
False |
9,639 |
| 60 |
1.2688 |
1.1552 |
0.1137 |
9.0% |
0.0111 |
0.9% |
95% |
True |
False |
6,436 |
| 80 |
1.2688 |
1.1477 |
0.1211 |
9.6% |
0.0089 |
0.7% |
95% |
True |
False |
4,828 |
| 100 |
1.2688 |
1.1205 |
0.1483 |
11.7% |
0.0075 |
0.6% |
96% |
True |
False |
3,862 |
| 120 |
1.2688 |
1.1192 |
0.1496 |
11.8% |
0.0065 |
0.5% |
96% |
True |
False |
3,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3088 |
|
2.618 |
1.2934 |
|
1.618 |
1.2840 |
|
1.000 |
1.2782 |
|
0.618 |
1.2746 |
|
HIGH |
1.2688 |
|
0.618 |
1.2652 |
|
0.500 |
1.2641 |
|
0.382 |
1.2630 |
|
LOW |
1.2594 |
|
0.618 |
1.2536 |
|
1.000 |
1.2500 |
|
1.618 |
1.2442 |
|
2.618 |
1.2348 |
|
4.250 |
1.2195 |
|
|
| Fisher Pivots for day following 27-Jun-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.2641 |
1.2616 |
| PP |
1.2636 |
1.2606 |
| S1 |
1.2631 |
1.2596 |
|