CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 17-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2024 |
17-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1750 |
1.1773 |
0.0024 |
0.2% |
1.1866 |
| High |
1.1750 |
1.1773 |
0.0024 |
0.2% |
1.1921 |
| Low |
1.1750 |
1.1727 |
-0.0023 |
-0.2% |
1.1820 |
| Close |
1.1750 |
1.1727 |
-0.0023 |
-0.2% |
1.1869 |
| Range |
0.0000 |
0.0047 |
0.0047 |
|
0.0102 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
0 |
8 |
8 |
|
37 |
|
| Daily Pivots for day following 17-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1882 |
1.1851 |
1.1752 |
|
| R3 |
1.1835 |
1.1804 |
1.1739 |
|
| R2 |
1.1789 |
1.1789 |
1.1735 |
|
| R1 |
1.1758 |
1.1758 |
1.1731 |
1.1750 |
| PP |
1.1742 |
1.1742 |
1.1742 |
1.1738 |
| S1 |
1.1711 |
1.1711 |
1.1722 |
1.1703 |
| S2 |
1.1696 |
1.1696 |
1.1718 |
|
| S3 |
1.1649 |
1.1665 |
1.1714 |
|
| S4 |
1.1603 |
1.1618 |
1.1701 |
|
|
| 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 |
1.1727 |
0.0155 |
1.3% |
0.0028 |
0.2% |
0% |
False |
True |
14 |
| 10 |
1.1964 |
1.1727 |
0.0238 |
2.0% |
0.0040 |
0.3% |
0% |
False |
True |
9 |
| 20 |
1.2108 |
1.1727 |
0.0381 |
3.2% |
0.0047 |
0.4% |
0% |
False |
True |
14 |
| 40 |
1.2180 |
1.1727 |
0.0454 |
3.9% |
0.0041 |
0.4% |
0% |
False |
True |
13 |
| 60 |
1.2180 |
1.1571 |
0.0610 |
5.2% |
0.0041 |
0.4% |
26% |
False |
False |
10 |
| 80 |
1.2180 |
1.1396 |
0.0785 |
6.7% |
0.0035 |
0.3% |
42% |
False |
False |
8 |
| 100 |
1.2180 |
1.1313 |
0.0868 |
7.4% |
0.0032 |
0.3% |
48% |
False |
False |
7 |
| 120 |
1.2180 |
1.1290 |
0.0890 |
7.6% |
0.0029 |
0.2% |
49% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1971 |
|
2.618 |
1.1895 |
|
1.618 |
1.1848 |
|
1.000 |
1.1820 |
|
0.618 |
1.1802 |
|
HIGH |
1.1773 |
|
0.618 |
1.1755 |
|
0.500 |
1.1750 |
|
0.382 |
1.1744 |
|
LOW |
1.1727 |
|
0.618 |
1.1698 |
|
1.000 |
1.1680 |
|
1.618 |
1.1651 |
|
2.618 |
1.1605 |
|
4.250 |
1.1529 |
|
|
| Fisher Pivots for day following 17-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1750 |
1.1761 |
| PP |
1.1742 |
1.1749 |
| S1 |
1.1734 |
1.1738 |
|