CME Swiss Franc Future September 2025
| Trading Metrics calculated at close of trading on 27-Aug-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2025 |
27-Aug-2025 |
Change |
Change % |
Previous Week |
| Open |
1.2440 |
1.2478 |
0.0038 |
0.3% |
1.2441 |
| High |
1.2491 |
1.2507 |
0.0016 |
0.1% |
1.2534 |
| Low |
1.2419 |
1.2411 |
-0.0008 |
-0.1% |
1.2373 |
| Close |
1.2480 |
1.2491 |
0.0011 |
0.1% |
1.2518 |
| Range |
0.0072 |
0.0096 |
0.0024 |
32.6% |
0.0162 |
| ATR |
0.0091 |
0.0092 |
0.0000 |
0.3% |
0.0000 |
| Volume |
14,142 |
17,657 |
3,515 |
24.9% |
83,201 |
|
| Daily Pivots for day following 27-Aug-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2756 |
1.2719 |
1.2544 |
|
| R3 |
1.2661 |
1.2624 |
1.2517 |
|
| R2 |
1.2565 |
1.2565 |
1.2509 |
|
| R1 |
1.2528 |
1.2528 |
1.2500 |
1.2547 |
| PP |
1.2470 |
1.2470 |
1.2470 |
1.2479 |
| S1 |
1.2433 |
1.2433 |
1.2482 |
1.2451 |
| S2 |
1.2374 |
1.2374 |
1.2473 |
|
| S3 |
1.2279 |
1.2337 |
1.2465 |
|
| S4 |
1.2183 |
1.2242 |
1.2438 |
|
|
| Weekly Pivots for week ending 22-Aug-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2959 |
1.2900 |
1.2607 |
|
| R3 |
1.2798 |
1.2739 |
1.2562 |
|
| R2 |
1.2636 |
1.2636 |
1.2548 |
|
| R1 |
1.2577 |
1.2577 |
1.2533 |
1.2607 |
| PP |
1.2475 |
1.2475 |
1.2475 |
1.2490 |
| S1 |
1.2416 |
1.2416 |
1.2503 |
1.2445 |
| S2 |
1.2313 |
1.2313 |
1.2488 |
|
| S3 |
1.2152 |
1.2254 |
1.2474 |
|
| S4 |
1.1990 |
1.2093 |
1.2429 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2534 |
1.2373 |
0.0162 |
1.3% |
0.0102 |
0.8% |
73% |
False |
False |
18,054 |
| 10 |
1.2534 |
1.2373 |
0.0162 |
1.3% |
0.0083 |
0.7% |
73% |
False |
False |
16,071 |
| 20 |
1.2534 |
1.2302 |
0.0233 |
1.9% |
0.0089 |
0.7% |
82% |
False |
False |
18,884 |
| 40 |
1.2771 |
1.2302 |
0.0470 |
3.8% |
0.0092 |
0.7% |
40% |
False |
False |
19,567 |
| 60 |
1.2824 |
1.2269 |
0.0555 |
4.4% |
0.0094 |
0.8% |
40% |
False |
False |
20,046 |
| 80 |
1.2824 |
1.1991 |
0.0833 |
6.7% |
0.0095 |
0.8% |
60% |
False |
False |
15,275 |
| 100 |
1.2824 |
1.1840 |
0.0984 |
7.9% |
0.0103 |
0.8% |
66% |
False |
False |
12,225 |
| 120 |
1.2824 |
1.1522 |
0.1302 |
10.4% |
0.0091 |
0.7% |
74% |
False |
False |
10,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2912 |
|
2.618 |
1.2757 |
|
1.618 |
1.2661 |
|
1.000 |
1.2602 |
|
0.618 |
1.2566 |
|
HIGH |
1.2507 |
|
0.618 |
1.2470 |
|
0.500 |
1.2459 |
|
0.382 |
1.2447 |
|
LOW |
1.2411 |
|
0.618 |
1.2352 |
|
1.000 |
1.2316 |
|
1.618 |
1.2256 |
|
2.618 |
1.2161 |
|
4.250 |
1.2005 |
|
|
| Fisher Pivots for day following 27-Aug-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.2480 |
1.2481 |
| PP |
1.2470 |
1.2472 |
| S1 |
1.2459 |
1.2462 |
|