CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 04-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2024 |
04-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1920 |
1.1900 |
-0.0020 |
-0.2% |
1.2017 |
| High |
1.1925 |
1.1964 |
0.0039 |
0.3% |
1.2032 |
| Low |
1.1920 |
1.1820 |
-0.0100 |
-0.8% |
1.1820 |
| Close |
1.1925 |
1.1853 |
-0.0073 |
-0.6% |
1.1853 |
| Range |
0.0005 |
0.0144 |
0.0139 |
2,780.0% |
0.0212 |
| ATR |
0.0066 |
0.0071 |
0.0006 |
8.5% |
0.0000 |
| Volume |
41 |
9 |
-32 |
-78.0% |
87 |
|
| Daily Pivots for day following 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2311 |
1.2226 |
1.1932 |
|
| R3 |
1.2167 |
1.2082 |
1.1892 |
|
| R2 |
1.2023 |
1.2023 |
1.1879 |
|
| R1 |
1.1938 |
1.1938 |
1.1866 |
1.1908 |
| PP |
1.1879 |
1.1879 |
1.1879 |
1.1864 |
| S1 |
1.1794 |
1.1794 |
1.1839 |
1.1764 |
| S2 |
1.1735 |
1.1735 |
1.1826 |
|
| S3 |
1.1591 |
1.1650 |
1.1813 |
|
| S4 |
1.1447 |
1.1506 |
1.1773 |
|
|
| Weekly Pivots for week ending 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2536 |
1.2406 |
1.1969 |
|
| R3 |
1.2324 |
1.2194 |
1.1911 |
|
| R2 |
1.2113 |
1.2113 |
1.1891 |
|
| R1 |
1.1983 |
1.1983 |
1.1872 |
1.1942 |
| PP |
1.1901 |
1.1901 |
1.1901 |
1.1881 |
| S1 |
1.1771 |
1.1771 |
1.1833 |
1.1731 |
| S2 |
1.1690 |
1.1690 |
1.1814 |
|
| S3 |
1.1478 |
1.1560 |
1.1794 |
|
| S4 |
1.1267 |
1.1348 |
1.1736 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2032 |
1.1820 |
0.0212 |
1.8% |
0.0043 |
0.4% |
15% |
False |
True |
17 |
| 10 |
1.2108 |
1.1820 |
0.0288 |
2.4% |
0.0059 |
0.5% |
11% |
False |
True |
18 |
| 20 |
1.2130 |
1.1820 |
0.0310 |
2.6% |
0.0046 |
0.4% |
10% |
False |
True |
18 |
| 40 |
1.2180 |
1.1740 |
0.0440 |
3.7% |
0.0044 |
0.4% |
26% |
False |
False |
13 |
| 60 |
1.2180 |
1.1471 |
0.0709 |
6.0% |
0.0040 |
0.3% |
54% |
False |
False |
9 |
| 80 |
1.2180 |
1.1396 |
0.0785 |
6.6% |
0.0033 |
0.3% |
58% |
False |
False |
7 |
| 100 |
1.2180 |
1.1296 |
0.0885 |
7.5% |
0.0031 |
0.3% |
63% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2576 |
|
2.618 |
1.2341 |
|
1.618 |
1.2197 |
|
1.000 |
1.2108 |
|
0.618 |
1.2053 |
|
HIGH |
1.1964 |
|
0.618 |
1.1909 |
|
0.500 |
1.1892 |
|
0.382 |
1.1875 |
|
LOW |
1.1820 |
|
0.618 |
1.1731 |
|
1.000 |
1.1676 |
|
1.618 |
1.1587 |
|
2.618 |
1.1443 |
|
4.250 |
1.1208 |
|
|
| Fisher Pivots for day following 04-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1892 |
1.1916 |
| PP |
1.1879 |
1.1895 |
| S1 |
1.1866 |
1.1874 |
|