CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 02-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2024 |
02-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2032 |
1.2012 |
-0.0020 |
-0.2% |
1.1986 |
| High |
1.2032 |
1.2012 |
-0.0020 |
-0.2% |
1.2108 |
| Low |
1.2006 |
1.1972 |
-0.0034 |
-0.3% |
1.1978 |
| Close |
1.2018 |
1.1972 |
-0.0046 |
-0.4% |
1.2104 |
| Range |
0.0026 |
0.0040 |
0.0014 |
53.8% |
0.0130 |
| ATR |
0.0068 |
0.0067 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
6 |
31 |
25 |
416.7% |
100 |
|
| Daily Pivots for day following 02-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2105 |
1.2079 |
1.1994 |
|
| R3 |
1.2065 |
1.2039 |
1.1983 |
|
| R2 |
1.2025 |
1.2025 |
1.1979 |
|
| R1 |
1.1999 |
1.1999 |
1.1976 |
1.1992 |
| PP |
1.1985 |
1.1985 |
1.1985 |
1.1982 |
| S1 |
1.1959 |
1.1959 |
1.1968 |
1.1952 |
| S2 |
1.1945 |
1.1945 |
1.1965 |
|
| S3 |
1.1905 |
1.1919 |
1.1961 |
|
| S4 |
1.1865 |
1.1879 |
1.1950 |
|
|
| Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2453 |
1.2408 |
1.2175 |
|
| R3 |
1.2323 |
1.2278 |
1.2139 |
|
| R2 |
1.2193 |
1.2193 |
1.2127 |
|
| R1 |
1.2148 |
1.2148 |
1.2115 |
1.2171 |
| PP |
1.2063 |
1.2063 |
1.2063 |
1.2074 |
| S1 |
1.2018 |
1.2018 |
1.2092 |
1.2041 |
| S2 |
1.1933 |
1.1933 |
1.2080 |
|
| S3 |
1.1803 |
1.1888 |
1.2068 |
|
| S4 |
1.1673 |
1.1758 |
1.2032 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2108 |
1.1972 |
0.0136 |
1.1% |
0.0045 |
0.4% |
0% |
False |
True |
12 |
| 10 |
1.2108 |
1.1961 |
0.0147 |
1.2% |
0.0057 |
0.5% |
8% |
False |
False |
18 |
| 20 |
1.2180 |
1.1940 |
0.0240 |
2.0% |
0.0045 |
0.4% |
13% |
False |
False |
16 |
| 40 |
1.2180 |
1.1740 |
0.0440 |
3.7% |
0.0040 |
0.3% |
53% |
False |
False |
11 |
| 60 |
1.2180 |
1.1440 |
0.0741 |
6.2% |
0.0038 |
0.3% |
72% |
False |
False |
8 |
| 80 |
1.2180 |
1.1396 |
0.0785 |
6.6% |
0.0032 |
0.3% |
73% |
False |
False |
7 |
| 100 |
1.2180 |
1.1296 |
0.0885 |
7.4% |
0.0029 |
0.2% |
76% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2182 |
|
2.618 |
1.2117 |
|
1.618 |
1.2077 |
|
1.000 |
1.2052 |
|
0.618 |
1.2037 |
|
HIGH |
1.2012 |
|
0.618 |
1.1997 |
|
0.500 |
1.1992 |
|
0.382 |
1.1987 |
|
LOW |
1.1972 |
|
0.618 |
1.1947 |
|
1.000 |
1.1932 |
|
1.618 |
1.1907 |
|
2.618 |
1.1867 |
|
4.250 |
1.1802 |
|
|
| Fisher Pivots for day following 02-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1992 |
1.2002 |
| PP |
1.1985 |
1.1992 |
| S1 |
1.1979 |
1.1982 |
|