CME Swiss Franc Future March 2025
Trading Metrics calculated at close of trading on 16-Oct-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2024 |
16-Oct-2024 |
Change |
Change % |
Previous Week |
Open |
1.1795 |
1.1750 |
-0.0046 |
-0.4% |
1.1866 |
High |
1.1795 |
1.1750 |
-0.0046 |
-0.4% |
1.1921 |
Low |
1.1787 |
1.1750 |
-0.0038 |
-0.3% |
1.1820 |
Close |
1.1787 |
1.1750 |
-0.0038 |
-0.3% |
1.1869 |
Range |
0.0008 |
0.0000 |
-0.0008 |
-100.0% |
0.0102 |
ATR |
0.0063 |
0.0061 |
-0.0002 |
-2.9% |
0.0000 |
Volume |
4 |
0 |
-4 |
-100.0% |
37 |
|
Daily Pivots for day following 16-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1750 |
1.1750 |
1.1750 |
|
R3 |
1.1750 |
1.1750 |
1.1750 |
|
R2 |
1.1750 |
1.1750 |
1.1750 |
|
R1 |
1.1750 |
1.1750 |
1.1750 |
1.1750 |
PP |
1.1750 |
1.1750 |
1.1750 |
1.1750 |
S1 |
1.1750 |
1.1750 |
1.1750 |
1.1750 |
S2 |
1.1750 |
1.1750 |
1.1750 |
|
S3 |
1.1750 |
1.1750 |
1.1750 |
|
S4 |
1.1750 |
1.1750 |
1.1750 |
|
|
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 |
1.1750 |
0.0132 |
1.1% |
0.0021 |
0.2% |
0% |
False |
True |
13 |
10 |
1.1964 |
1.1750 |
0.0215 |
1.8% |
0.0036 |
0.3% |
0% |
False |
True |
12 |
20 |
1.2108 |
1.1750 |
0.0358 |
3.0% |
0.0046 |
0.4% |
0% |
False |
True |
15 |
40 |
1.2180 |
1.1750 |
0.0431 |
3.7% |
0.0041 |
0.4% |
0% |
False |
True |
13 |
60 |
1.2180 |
1.1521 |
0.0659 |
5.6% |
0.0042 |
0.4% |
35% |
False |
False |
10 |
80 |
1.2180 |
1.1396 |
0.0785 |
6.7% |
0.0035 |
0.3% |
45% |
False |
False |
8 |
100 |
1.2180 |
1.1296 |
0.0885 |
7.5% |
0.0031 |
0.3% |
51% |
False |
False |
7 |
120 |
1.2180 |
1.1290 |
0.0890 |
7.6% |
0.0029 |
0.2% |
52% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1750 |
2.618 |
1.1750 |
1.618 |
1.1750 |
1.000 |
1.1750 |
0.618 |
1.1750 |
HIGH |
1.1750 |
0.618 |
1.1750 |
0.500 |
1.1750 |
0.382 |
1.1750 |
LOW |
1.1750 |
0.618 |
1.1750 |
1.000 |
1.1750 |
1.618 |
1.1750 |
2.618 |
1.1750 |
4.250 |
1.1750 |
|
|
Fisher Pivots for day following 16-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1750 |
1.1791 |
PP |
1.1750 |
1.1777 |
S1 |
1.1750 |
1.1763 |
|