CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 18-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2024 |
18-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1773 |
1.1732 |
-0.0042 |
-0.4% |
1.1833 |
| High |
1.1773 |
1.1754 |
-0.0020 |
-0.2% |
1.1833 |
| Low |
1.1727 |
1.1726 |
-0.0001 |
0.0% |
1.1726 |
| Close |
1.1727 |
1.1746 |
0.0019 |
0.2% |
1.1746 |
| Range |
0.0047 |
0.0028 |
-0.0019 |
-39.8% |
0.0107 |
| ATR |
0.0060 |
0.0058 |
-0.0002 |
-3.8% |
0.0000 |
| Volume |
8 |
2 |
-6 |
-75.0% |
48 |
|
| Daily Pivots for day following 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1826 |
1.1814 |
1.1761 |
|
| R3 |
1.1798 |
1.1786 |
1.1753 |
|
| R2 |
1.1770 |
1.1770 |
1.1751 |
|
| R1 |
1.1758 |
1.1758 |
1.1748 |
1.1764 |
| PP |
1.1742 |
1.1742 |
1.1742 |
1.1745 |
| S1 |
1.1730 |
1.1730 |
1.1743 |
1.1736 |
| S2 |
1.1714 |
1.1714 |
1.1740 |
|
| S3 |
1.1686 |
1.1702 |
1.1738 |
|
| S4 |
1.1658 |
1.1674 |
1.1730 |
|
|
| Weekly Pivots for week ending 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2089 |
1.2024 |
1.1804 |
|
| R3 |
1.1982 |
1.1917 |
1.1775 |
|
| R2 |
1.1875 |
1.1875 |
1.1765 |
|
| R1 |
1.1810 |
1.1810 |
1.1755 |
1.1789 |
| PP |
1.1768 |
1.1768 |
1.1768 |
1.1757 |
| S1 |
1.1703 |
1.1703 |
1.1736 |
1.1682 |
| S2 |
1.1661 |
1.1661 |
1.1726 |
|
| S3 |
1.1554 |
1.1596 |
1.1716 |
|
| S4 |
1.1447 |
1.1489 |
1.1687 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1833 |
1.1726 |
0.0107 |
0.9% |
0.0028 |
0.2% |
19% |
False |
True |
9 |
| 10 |
1.1921 |
1.1726 |
0.0196 |
1.7% |
0.0028 |
0.2% |
10% |
False |
True |
8 |
| 20 |
1.2108 |
1.1726 |
0.0382 |
3.3% |
0.0044 |
0.4% |
5% |
False |
True |
13 |
| 40 |
1.2180 |
1.1726 |
0.0455 |
3.9% |
0.0042 |
0.4% |
4% |
False |
True |
13 |
| 60 |
1.2180 |
1.1571 |
0.0610 |
5.2% |
0.0041 |
0.3% |
29% |
False |
False |
10 |
| 80 |
1.2180 |
1.1396 |
0.0785 |
6.7% |
0.0036 |
0.3% |
45% |
False |
False |
8 |
| 100 |
1.2180 |
1.1313 |
0.0868 |
7.4% |
0.0032 |
0.3% |
50% |
False |
False |
7 |
| 120 |
1.2180 |
1.1290 |
0.0890 |
7.6% |
0.0029 |
0.2% |
51% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1873 |
|
2.618 |
1.1827 |
|
1.618 |
1.1799 |
|
1.000 |
1.1782 |
|
0.618 |
1.1771 |
|
HIGH |
1.1754 |
|
0.618 |
1.1743 |
|
0.500 |
1.1740 |
|
0.382 |
1.1736 |
|
LOW |
1.1726 |
|
0.618 |
1.1708 |
|
1.000 |
1.1698 |
|
1.618 |
1.1680 |
|
2.618 |
1.1652 |
|
4.250 |
1.1607 |
|
|
| Fisher Pivots for day following 18-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1744 |
1.1749 |
| PP |
1.1742 |
1.1748 |
| S1 |
1.1740 |
1.1747 |
|