CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 09-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2024 |
09-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1867 |
1.1847 |
-0.0020 |
-0.2% |
1.2017 |
| High |
1.1867 |
1.1847 |
-0.0020 |
-0.2% |
1.2032 |
| Low |
1.1860 |
1.1820 |
-0.0041 |
-0.3% |
1.1820 |
| Close |
1.1860 |
1.1820 |
-0.0041 |
-0.3% |
1.1853 |
| Range |
0.0007 |
0.0028 |
0.0021 |
323.1% |
0.0212 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
1 |
3 |
2 |
200.0% |
87 |
|
| Daily Pivots for day following 09-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1911 |
1.1893 |
1.1835 |
|
| R3 |
1.1884 |
1.1865 |
1.1827 |
|
| R2 |
1.1856 |
1.1856 |
1.1825 |
|
| R1 |
1.1838 |
1.1838 |
1.1822 |
1.1833 |
| PP |
1.1829 |
1.1829 |
1.1829 |
1.1826 |
| S1 |
1.1810 |
1.1810 |
1.1817 |
1.1806 |
| S2 |
1.1801 |
1.1801 |
1.1814 |
|
| S3 |
1.1774 |
1.1783 |
1.1812 |
|
| S4 |
1.1746 |
1.1755 |
1.1804 |
|
|
| 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 |
1.1964 |
1.1820 |
0.0145 |
1.2% |
0.0051 |
0.4% |
0% |
False |
True |
12 |
| 10 |
1.2108 |
1.1820 |
0.0288 |
2.4% |
0.0048 |
0.4% |
0% |
False |
True |
12 |
| 20 |
1.2130 |
1.1820 |
0.0311 |
2.6% |
0.0049 |
0.4% |
0% |
False |
True |
16 |
| 40 |
1.2180 |
1.1740 |
0.0440 |
3.7% |
0.0043 |
0.4% |
18% |
False |
False |
13 |
| 60 |
1.2180 |
1.1521 |
0.0659 |
5.6% |
0.0041 |
0.3% |
45% |
False |
False |
9 |
| 80 |
1.2180 |
1.1396 |
0.0785 |
6.6% |
0.0034 |
0.3% |
54% |
False |
False |
7 |
| 100 |
1.2180 |
1.1296 |
0.0885 |
7.5% |
0.0031 |
0.3% |
59% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1964 |
|
2.618 |
1.1919 |
|
1.618 |
1.1891 |
|
1.000 |
1.1875 |
|
0.618 |
1.1864 |
|
HIGH |
1.1847 |
|
0.618 |
1.1836 |
|
0.500 |
1.1833 |
|
0.382 |
1.1830 |
|
LOW |
1.1820 |
|
0.618 |
1.1803 |
|
1.000 |
1.1792 |
|
1.618 |
1.1775 |
|
2.618 |
1.1748 |
|
4.250 |
1.1703 |
|
|
| Fisher Pivots for day following 09-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1833 |
1.1870 |
| PP |
1.1829 |
1.1853 |
| S1 |
1.1824 |
1.1836 |
|