CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 11-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2024 |
11-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1872 |
1.1861 |
-0.0012 |
-0.1% |
1.1866 |
| High |
1.1872 |
1.1881 |
0.0009 |
0.1% |
1.1921 |
| Low |
1.1862 |
1.1852 |
-0.0011 |
-0.1% |
1.1820 |
| Close |
1.1867 |
1.1869 |
0.0003 |
0.0% |
1.1869 |
| Range |
0.0010 |
0.0030 |
0.0020 |
195.0% |
0.0102 |
| ATR |
0.0067 |
0.0064 |
-0.0003 |
-4.0% |
0.0000 |
| Volume |
2 |
25 |
23 |
1,150.0% |
37 |
|
| Daily Pivots for day following 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1956 |
1.1942 |
1.1885 |
|
| R3 |
1.1926 |
1.1912 |
1.1877 |
|
| R2 |
1.1897 |
1.1897 |
1.1874 |
|
| R1 |
1.1883 |
1.1883 |
1.1872 |
1.1890 |
| PP |
1.1867 |
1.1867 |
1.1867 |
1.1871 |
| S1 |
1.1853 |
1.1853 |
1.1866 |
1.1860 |
| S2 |
1.1838 |
1.1838 |
1.1864 |
|
| S3 |
1.1808 |
1.1824 |
1.1861 |
|
| S4 |
1.1779 |
1.1794 |
1.1853 |
|
|
| Weekly Pivots for week ending 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2174 |
1.2123 |
1.1925 |
|
| R3 |
1.2073 |
1.2022 |
1.1897 |
|
| R2 |
1.1971 |
1.1971 |
1.1888 |
|
| R1 |
1.1920 |
1.1920 |
1.1878 |
1.1946 |
| PP |
1.1870 |
1.1870 |
1.1870 |
1.1883 |
| S1 |
1.1819 |
1.1819 |
1.1860 |
1.1844 |
| S2 |
1.1768 |
1.1768 |
1.1850 |
|
| S3 |
1.1667 |
1.1717 |
1.1841 |
|
| S4 |
1.1565 |
1.1616 |
1.1813 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1921 |
1.1820 |
0.0102 |
0.9% |
0.0029 |
0.2% |
49% |
False |
False |
7 |
| 10 |
1.2032 |
1.1820 |
0.0212 |
1.8% |
0.0036 |
0.3% |
23% |
False |
False |
12 |
| 20 |
1.2130 |
1.1820 |
0.0311 |
2.6% |
0.0047 |
0.4% |
16% |
False |
False |
17 |
| 40 |
1.2180 |
1.1740 |
0.0440 |
3.7% |
0.0044 |
0.4% |
29% |
False |
False |
13 |
| 60 |
1.2180 |
1.1521 |
0.0659 |
5.6% |
0.0042 |
0.4% |
53% |
False |
False |
9 |
| 80 |
1.2180 |
1.1396 |
0.0785 |
6.6% |
0.0034 |
0.3% |
60% |
False |
False |
7 |
| 100 |
1.2180 |
1.1296 |
0.0885 |
7.5% |
0.0031 |
0.3% |
65% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2006 |
|
2.618 |
1.1958 |
|
1.618 |
1.1929 |
|
1.000 |
1.1911 |
|
0.618 |
1.1899 |
|
HIGH |
1.1881 |
|
0.618 |
1.1870 |
|
0.500 |
1.1866 |
|
0.382 |
1.1863 |
|
LOW |
1.1852 |
|
0.618 |
1.1833 |
|
1.000 |
1.1822 |
|
1.618 |
1.1804 |
|
2.618 |
1.1774 |
|
4.250 |
1.1726 |
|
|
| Fisher Pivots for day following 11-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1868 |
1.1863 |
| PP |
1.1867 |
1.1857 |
| S1 |
1.1866 |
1.1850 |
|