CME Swiss Franc Future September 2025
| Trading Metrics calculated at close of trading on 01-Jul-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2025 |
01-Jul-2025 |
Change |
Change % |
Previous Week |
| Open |
1.2645 |
1.2731 |
0.0087 |
0.7% |
1.2362 |
| High |
1.2734 |
1.2824 |
0.0090 |
0.7% |
1.2688 |
| Low |
1.2629 |
1.2709 |
0.0080 |
0.6% |
1.2332 |
| Close |
1.2727 |
1.2735 |
0.0009 |
0.1% |
1.2626 |
| Range |
0.0105 |
0.0115 |
0.0010 |
9.0% |
0.0356 |
| ATR |
0.0104 |
0.0104 |
0.0001 |
0.8% |
0.0000 |
| Volume |
22,767 |
31,034 |
8,267 |
36.3% |
112,770 |
|
| Daily Pivots for day following 01-Jul-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3099 |
1.3032 |
1.2798 |
|
| R3 |
1.2985 |
1.2917 |
1.2766 |
|
| R2 |
1.2870 |
1.2870 |
1.2756 |
|
| R1 |
1.2803 |
1.2803 |
1.2745 |
1.2837 |
| PP |
1.2756 |
1.2756 |
1.2756 |
1.2773 |
| S1 |
1.2688 |
1.2688 |
1.2725 |
1.2722 |
| S2 |
1.2641 |
1.2641 |
1.2714 |
|
| S3 |
1.2527 |
1.2574 |
1.2704 |
|
| S4 |
1.2412 |
1.2459 |
1.2672 |
|
|
| 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 |
1.2824 |
1.2504 |
0.0320 |
2.5% |
0.0097 |
0.8% |
72% |
True |
False |
23,182 |
| 10 |
1.2824 |
1.2306 |
0.0518 |
4.1% |
0.0099 |
0.8% |
83% |
True |
False |
23,310 |
| 20 |
1.2824 |
1.2269 |
0.0555 |
4.4% |
0.0099 |
0.8% |
84% |
True |
False |
21,004 |
| 40 |
1.2824 |
1.1991 |
0.0833 |
6.5% |
0.0099 |
0.8% |
89% |
True |
False |
10,983 |
| 60 |
1.2824 |
1.1840 |
0.0984 |
7.7% |
0.0110 |
0.9% |
91% |
True |
False |
7,331 |
| 80 |
1.2824 |
1.1522 |
0.1302 |
10.2% |
0.0091 |
0.7% |
93% |
True |
False |
5,500 |
| 100 |
1.2824 |
1.1205 |
0.1619 |
12.7% |
0.0077 |
0.6% |
95% |
True |
False |
4,400 |
| 120 |
1.2824 |
1.1192 |
0.1632 |
12.8% |
0.0067 |
0.5% |
95% |
True |
False |
3,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3310 |
|
2.618 |
1.3123 |
|
1.618 |
1.3009 |
|
1.000 |
1.2938 |
|
0.618 |
1.2894 |
|
HIGH |
1.2824 |
|
0.618 |
1.2780 |
|
0.500 |
1.2766 |
|
0.382 |
1.2753 |
|
LOW |
1.2709 |
|
0.618 |
1.2638 |
|
1.000 |
1.2595 |
|
1.618 |
1.2524 |
|
2.618 |
1.2409 |
|
4.250 |
1.2222 |
|
|
| Fisher Pivots for day following 01-Jul-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.2766 |
1.2726 |
| PP |
1.2756 |
1.2718 |
| S1 |
1.2745 |
1.2709 |
|