CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 03-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2024 |
03-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2012 |
1.1920 |
-0.0092 |
-0.8% |
1.1986 |
| High |
1.2012 |
1.1925 |
-0.0087 |
-0.7% |
1.2108 |
| Low |
1.1972 |
1.1920 |
-0.0052 |
-0.4% |
1.1978 |
| Close |
1.1972 |
1.1925 |
-0.0047 |
-0.4% |
1.2104 |
| Range |
0.0040 |
0.0005 |
-0.0035 |
-87.5% |
0.0130 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
31 |
41 |
10 |
32.3% |
100 |
|
| Daily Pivots for day following 03-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1938 |
1.1937 |
1.1928 |
|
| R3 |
1.1933 |
1.1932 |
1.1926 |
|
| R2 |
1.1928 |
1.1928 |
1.1926 |
|
| R1 |
1.1927 |
1.1927 |
1.1925 |
1.1928 |
| PP |
1.1923 |
1.1923 |
1.1923 |
1.1924 |
| S1 |
1.1922 |
1.1922 |
1.1925 |
1.1923 |
| S2 |
1.1918 |
1.1918 |
1.1924 |
|
| S3 |
1.1913 |
1.1917 |
1.1924 |
|
| S4 |
1.1908 |
1.1912 |
1.1922 |
|
|
| 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 |
1.1920 |
0.0188 |
1.6% |
0.0039 |
0.3% |
3% |
False |
True |
17 |
| 10 |
1.2108 |
1.1920 |
0.0188 |
1.6% |
0.0053 |
0.4% |
3% |
False |
True |
19 |
| 20 |
1.2180 |
1.1920 |
0.0260 |
2.2% |
0.0045 |
0.4% |
2% |
False |
True |
18 |
| 40 |
1.2180 |
1.1740 |
0.0440 |
3.7% |
0.0040 |
0.3% |
42% |
False |
False |
12 |
| 60 |
1.2180 |
1.1471 |
0.0709 |
5.9% |
0.0037 |
0.3% |
64% |
False |
False |
9 |
| 80 |
1.2180 |
1.1396 |
0.0785 |
6.6% |
0.0032 |
0.3% |
67% |
False |
False |
7 |
| 100 |
1.2180 |
1.1296 |
0.0885 |
7.4% |
0.0029 |
0.2% |
71% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1946 |
|
2.618 |
1.1938 |
|
1.618 |
1.1933 |
|
1.000 |
1.1930 |
|
0.618 |
1.1928 |
|
HIGH |
1.1925 |
|
0.618 |
1.1923 |
|
0.500 |
1.1923 |
|
0.382 |
1.1922 |
|
LOW |
1.1920 |
|
0.618 |
1.1917 |
|
1.000 |
1.1915 |
|
1.618 |
1.1912 |
|
2.618 |
1.1907 |
|
4.250 |
1.1899 |
|
|
| Fisher Pivots for day following 03-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1924 |
1.1976 |
| PP |
1.1923 |
1.1959 |
| S1 |
1.1923 |
1.1942 |
|