CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 15-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2024 |
15-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1833 |
1.1795 |
-0.0038 |
-0.3% |
1.1866 |
| High |
1.1833 |
1.1795 |
-0.0038 |
-0.3% |
1.1921 |
| Low |
1.1777 |
1.1787 |
0.0010 |
0.1% |
1.1820 |
| Close |
1.1777 |
1.1787 |
0.0010 |
0.1% |
1.1869 |
| Range |
0.0056 |
0.0008 |
-0.0048 |
-85.6% |
0.0102 |
| ATR |
0.0066 |
0.0063 |
-0.0003 |
-5.2% |
0.0000 |
| Volume |
34 |
4 |
-30 |
-88.2% |
37 |
|
| Daily Pivots for day following 15-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1814 |
1.1808 |
1.1791 |
|
| R3 |
1.1806 |
1.1800 |
1.1789 |
|
| R2 |
1.1798 |
1.1798 |
1.1788 |
|
| R1 |
1.1792 |
1.1792 |
1.1788 |
1.1791 |
| PP |
1.1790 |
1.1790 |
1.1790 |
1.1789 |
| S1 |
1.1784 |
1.1784 |
1.1786 |
1.1783 |
| S2 |
1.1782 |
1.1782 |
1.1786 |
|
| S3 |
1.1774 |
1.1776 |
1.1785 |
|
| S4 |
1.1766 |
1.1768 |
1.1783 |
|
|
| 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 |
1.1881 |
1.1777 |
0.0104 |
0.9% |
0.0026 |
0.2% |
10% |
False |
False |
13 |
| 10 |
1.2012 |
1.1777 |
0.0235 |
2.0% |
0.0040 |
0.3% |
4% |
False |
False |
15 |
| 20 |
1.2130 |
1.1777 |
0.0353 |
3.0% |
0.0050 |
0.4% |
3% |
False |
False |
16 |
| 40 |
1.2180 |
1.1777 |
0.0403 |
3.4% |
0.0044 |
0.4% |
2% |
False |
False |
14 |
| 60 |
1.2180 |
1.1521 |
0.0659 |
5.6% |
0.0042 |
0.4% |
40% |
False |
False |
10 |
| 80 |
1.2180 |
1.1396 |
0.0785 |
6.7% |
0.0035 |
0.3% |
50% |
False |
False |
8 |
| 100 |
1.2180 |
1.1296 |
0.0885 |
7.5% |
0.0032 |
0.3% |
56% |
False |
False |
7 |
| 120 |
1.2180 |
1.1290 |
0.0890 |
7.6% |
0.0029 |
0.2% |
56% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1829 |
|
2.618 |
1.1816 |
|
1.618 |
1.1808 |
|
1.000 |
1.1803 |
|
0.618 |
1.1800 |
|
HIGH |
1.1795 |
|
0.618 |
1.1792 |
|
0.500 |
1.1791 |
|
0.382 |
1.1790 |
|
LOW |
1.1787 |
|
0.618 |
1.1782 |
|
1.000 |
1.1779 |
|
1.618 |
1.1774 |
|
2.618 |
1.1766 |
|
4.250 |
1.1753 |
|
|
| Fisher Pivots for day following 15-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1791 |
1.1829 |
| PP |
1.1790 |
1.1815 |
| S1 |
1.1788 |
1.1801 |
|