CME Swiss Franc Future September 2025
| Trading Metrics calculated at close of trading on 02-Jul-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2025 |
02-Jul-2025 |
Change |
Change % |
Previous Week |
| Open |
1.2731 |
1.2757 |
0.0026 |
0.2% |
1.2362 |
| High |
1.2824 |
1.2767 |
-0.0057 |
-0.4% |
1.2688 |
| Low |
1.2709 |
1.2706 |
-0.0003 |
0.0% |
1.2332 |
| Close |
1.2735 |
1.2749 |
0.0014 |
0.1% |
1.2626 |
| Range |
0.0115 |
0.0061 |
-0.0054 |
-47.2% |
0.0356 |
| ATR |
0.0104 |
0.0101 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
31,034 |
18,449 |
-12,585 |
-40.6% |
112,770 |
|
| Daily Pivots for day following 02-Jul-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2922 |
1.2896 |
1.2782 |
|
| R3 |
1.2862 |
1.2836 |
1.2766 |
|
| R2 |
1.2801 |
1.2801 |
1.2760 |
|
| R1 |
1.2775 |
1.2775 |
1.2755 |
1.2758 |
| PP |
1.2741 |
1.2741 |
1.2741 |
1.2732 |
| S1 |
1.2715 |
1.2715 |
1.2743 |
1.2697 |
| S2 |
1.2680 |
1.2680 |
1.2738 |
|
| S3 |
1.2620 |
1.2654 |
1.2732 |
|
| S4 |
1.2559 |
1.2594 |
1.2716 |
|
|
| 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 |
1.2547 |
0.0277 |
2.2% |
0.0097 |
0.8% |
73% |
False |
False |
23,400 |
| 10 |
1.2824 |
1.2306 |
0.0518 |
4.1% |
0.0098 |
0.8% |
86% |
False |
False |
23,469 |
| 20 |
1.2824 |
1.2269 |
0.0555 |
4.4% |
0.0095 |
0.7% |
87% |
False |
False |
21,793 |
| 40 |
1.2824 |
1.1991 |
0.0833 |
6.5% |
0.0100 |
0.8% |
91% |
False |
False |
11,444 |
| 60 |
1.2824 |
1.1880 |
0.0944 |
7.4% |
0.0109 |
0.9% |
92% |
False |
False |
7,638 |
| 80 |
1.2824 |
1.1522 |
0.1302 |
10.2% |
0.0091 |
0.7% |
94% |
False |
False |
5,731 |
| 100 |
1.2824 |
1.1205 |
0.1619 |
12.7% |
0.0078 |
0.6% |
95% |
False |
False |
4,585 |
| 120 |
1.2824 |
1.1192 |
0.1632 |
12.8% |
0.0067 |
0.5% |
95% |
False |
False |
3,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3024 |
|
2.618 |
1.2925 |
|
1.618 |
1.2864 |
|
1.000 |
1.2827 |
|
0.618 |
1.2804 |
|
HIGH |
1.2767 |
|
0.618 |
1.2743 |
|
0.500 |
1.2736 |
|
0.382 |
1.2729 |
|
LOW |
1.2706 |
|
0.618 |
1.2669 |
|
1.000 |
1.2646 |
|
1.618 |
1.2608 |
|
2.618 |
1.2548 |
|
4.250 |
1.2449 |
|
|
| Fisher Pivots for day following 02-Jul-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.2745 |
1.2741 |
| PP |
1.2741 |
1.2734 |
| S1 |
1.2736 |
1.2726 |
|