CME Swiss Franc Future September 2025
| Trading Metrics calculated at close of trading on 04-Aug-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2025 |
04-Aug-2025 |
Change |
Change % |
Previous Week |
| Open |
1.2375 |
1.2503 |
0.0129 |
1.0% |
1.2651 |
| High |
1.2526 |
1.2517 |
-0.0009 |
-0.1% |
1.2666 |
| Low |
1.2302 |
1.2416 |
0.0115 |
0.9% |
1.2302 |
| Close |
1.2442 |
1.2438 |
-0.0004 |
0.0% |
1.2442 |
| Range |
0.0225 |
0.0101 |
-0.0124 |
-55.0% |
0.0364 |
| ATR |
0.0107 |
0.0107 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
45,783 |
24,092 |
-21,691 |
-47.4% |
152,667 |
|
| Daily Pivots for day following 04-Aug-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2760 |
1.2700 |
1.2494 |
|
| R3 |
1.2659 |
1.2599 |
1.2466 |
|
| R2 |
1.2558 |
1.2558 |
1.2457 |
|
| R1 |
1.2498 |
1.2498 |
1.2447 |
1.2478 |
| PP |
1.2457 |
1.2457 |
1.2457 |
1.2447 |
| S1 |
1.2397 |
1.2397 |
1.2429 |
1.2377 |
| S2 |
1.2356 |
1.2356 |
1.2419 |
|
| S3 |
1.2255 |
1.2296 |
1.2410 |
|
| S4 |
1.2154 |
1.2195 |
1.2382 |
|
|
| Weekly Pivots for week ending 01-Aug-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3562 |
1.3366 |
1.2642 |
|
| R3 |
1.3198 |
1.3002 |
1.2542 |
|
| R2 |
1.2834 |
1.2834 |
1.2508 |
|
| R1 |
1.2638 |
1.2638 |
1.2475 |
1.2554 |
| PP |
1.2470 |
1.2470 |
1.2470 |
1.2428 |
| S1 |
1.2274 |
1.2274 |
1.2408 |
1.2190 |
| S2 |
1.2106 |
1.2106 |
1.2375 |
|
| S3 |
1.1742 |
1.1910 |
1.2341 |
|
| S4 |
1.1378 |
1.1546 |
1.2241 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2536 |
1.2302 |
0.0235 |
1.9% |
0.0128 |
1.0% |
58% |
False |
False |
29,988 |
| 10 |
1.2726 |
1.2302 |
0.0425 |
3.4% |
0.0109 |
0.9% |
32% |
False |
False |
25,529 |
| 20 |
1.2730 |
1.2302 |
0.0428 |
3.4% |
0.0099 |
0.8% |
32% |
False |
False |
21,834 |
| 40 |
1.2824 |
1.2269 |
0.0555 |
4.5% |
0.0098 |
0.8% |
31% |
False |
False |
22,688 |
| 60 |
1.2824 |
1.1991 |
0.0833 |
6.7% |
0.0101 |
0.8% |
54% |
False |
False |
15,612 |
| 80 |
1.2824 |
1.1880 |
0.0944 |
7.6% |
0.0107 |
0.9% |
59% |
False |
False |
11,717 |
| 100 |
1.2824 |
1.1522 |
0.1302 |
10.5% |
0.0095 |
0.8% |
70% |
False |
False |
9,375 |
| 120 |
1.2824 |
1.1205 |
0.1619 |
13.0% |
0.0083 |
0.7% |
76% |
False |
False |
7,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2946 |
|
2.618 |
1.2781 |
|
1.618 |
1.2680 |
|
1.000 |
1.2618 |
|
0.618 |
1.2579 |
|
HIGH |
1.2517 |
|
0.618 |
1.2478 |
|
0.500 |
1.2467 |
|
0.382 |
1.2455 |
|
LOW |
1.2416 |
|
0.618 |
1.2354 |
|
1.000 |
1.2315 |
|
1.618 |
1.2253 |
|
2.618 |
1.2152 |
|
4.250 |
1.1987 |
|
|
| Fisher Pivots for day following 04-Aug-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.2467 |
1.2430 |
| PP |
1.2457 |
1.2422 |
| S1 |
1.2448 |
1.2414 |
|