CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 07-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2024 |
07-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1900 |
1.1866 |
-0.0034 |
-0.3% |
1.2017 |
| High |
1.1964 |
1.1921 |
-0.0043 |
-0.4% |
1.2032 |
| Low |
1.1820 |
1.1852 |
0.0032 |
0.3% |
1.1820 |
| Close |
1.1853 |
1.1917 |
0.0065 |
0.5% |
1.1853 |
| Range |
0.0144 |
0.0070 |
-0.0075 |
-51.7% |
0.0212 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
9 |
6 |
-3 |
-33.3% |
87 |
|
| Daily Pivots for day following 07-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2105 |
1.2081 |
1.1955 |
|
| R3 |
1.2036 |
1.2011 |
1.1936 |
|
| R2 |
1.1966 |
1.1966 |
1.1930 |
|
| R1 |
1.1942 |
1.1942 |
1.1923 |
1.1954 |
| PP |
1.1897 |
1.1897 |
1.1897 |
1.1903 |
| S1 |
1.1872 |
1.1872 |
1.1911 |
1.1884 |
| S2 |
1.1827 |
1.1827 |
1.1904 |
|
| S3 |
1.1758 |
1.1803 |
1.1898 |
|
| S4 |
1.1688 |
1.1733 |
1.1879 |
|
|
| 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% |
0.0057 |
0.5% |
46% |
False |
False |
18 |
| 10 |
1.2108 |
1.1820 |
0.0288 |
2.4% |
0.0062 |
0.5% |
34% |
False |
False |
18 |
| 20 |
1.2130 |
1.1820 |
0.0310 |
2.6% |
0.0049 |
0.4% |
31% |
False |
False |
19 |
| 40 |
1.2180 |
1.1740 |
0.0440 |
3.7% |
0.0044 |
0.4% |
40% |
False |
False |
13 |
| 60 |
1.2180 |
1.1482 |
0.0698 |
5.9% |
0.0040 |
0.3% |
62% |
False |
False |
9 |
| 80 |
1.2180 |
1.1396 |
0.0785 |
6.6% |
0.0034 |
0.3% |
66% |
False |
False |
7 |
| 100 |
1.2180 |
1.1296 |
0.0885 |
7.4% |
0.0031 |
0.3% |
70% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2216 |
|
2.618 |
1.2103 |
|
1.618 |
1.2033 |
|
1.000 |
1.1991 |
|
0.618 |
1.1964 |
|
HIGH |
1.1921 |
|
0.618 |
1.1894 |
|
0.500 |
1.1886 |
|
0.382 |
1.1878 |
|
LOW |
1.1852 |
|
0.618 |
1.1809 |
|
1.000 |
1.1782 |
|
1.618 |
1.1739 |
|
2.618 |
1.1670 |
|
4.250 |
1.1556 |
|
|
| Fisher Pivots for day following 07-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1907 |
1.1909 |
| PP |
1.1897 |
1.1900 |
| S1 |
1.1886 |
1.1892 |
|