CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 21-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2024 |
21-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1732 |
1.1757 |
0.0025 |
0.2% |
1.1833 |
| High |
1.1754 |
1.1768 |
0.0015 |
0.1% |
1.1833 |
| Low |
1.1726 |
1.1733 |
0.0007 |
0.1% |
1.1726 |
| Close |
1.1746 |
1.1733 |
-0.0013 |
-0.1% |
1.1746 |
| Range |
0.0028 |
0.0036 |
0.0008 |
26.8% |
0.0107 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
2 |
7 |
5 |
250.0% |
48 |
|
| Daily Pivots for day following 21-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1851 |
1.1827 |
1.1752 |
|
| R3 |
1.1815 |
1.1792 |
1.1742 |
|
| R2 |
1.1780 |
1.1780 |
1.1739 |
|
| R1 |
1.1756 |
1.1756 |
1.1736 |
1.1750 |
| PP |
1.1744 |
1.1744 |
1.1744 |
1.1741 |
| S1 |
1.1721 |
1.1721 |
1.1729 |
1.1715 |
| S2 |
1.1709 |
1.1709 |
1.1726 |
|
| S3 |
1.1673 |
1.1685 |
1.1723 |
|
| S4 |
1.1638 |
1.1650 |
1.1713 |
|
|
| 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 |
1.1795 |
1.1726 |
0.0070 |
0.6% |
0.0024 |
0.2% |
10% |
False |
False |
4 |
| 10 |
1.1881 |
1.1726 |
0.0156 |
1.3% |
0.0025 |
0.2% |
5% |
False |
False |
8 |
| 20 |
1.2108 |
1.1726 |
0.0382 |
3.3% |
0.0043 |
0.4% |
2% |
False |
False |
13 |
| 40 |
1.2180 |
1.1726 |
0.0455 |
3.9% |
0.0041 |
0.3% |
2% |
False |
False |
13 |
| 60 |
1.2180 |
1.1571 |
0.0610 |
5.2% |
0.0040 |
0.3% |
27% |
False |
False |
10 |
| 80 |
1.2180 |
1.1396 |
0.0785 |
6.7% |
0.0036 |
0.3% |
43% |
False |
False |
8 |
| 100 |
1.2180 |
1.1390 |
0.0791 |
6.7% |
0.0032 |
0.3% |
43% |
False |
False |
7 |
| 120 |
1.2180 |
1.1296 |
0.0885 |
7.5% |
0.0029 |
0.2% |
49% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1919 |
|
2.618 |
1.1861 |
|
1.618 |
1.1825 |
|
1.000 |
1.1804 |
|
0.618 |
1.1790 |
|
HIGH |
1.1768 |
|
0.618 |
1.1754 |
|
0.500 |
1.1750 |
|
0.382 |
1.1746 |
|
LOW |
1.1733 |
|
0.618 |
1.1711 |
|
1.000 |
1.1697 |
|
1.618 |
1.1675 |
|
2.618 |
1.1640 |
|
4.250 |
1.1582 |
|
|
| Fisher Pivots for day following 21-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1750 |
1.1749 |
| PP |
1.1744 |
1.1744 |
| S1 |
1.1738 |
1.1738 |
|