CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 22-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2024 |
22-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1757 |
1.1734 |
-0.0023 |
-0.2% |
1.1833 |
| High |
1.1768 |
1.1747 |
-0.0021 |
-0.2% |
1.1833 |
| Low |
1.1733 |
1.1734 |
0.0002 |
0.0% |
1.1726 |
| Close |
1.1733 |
1.1740 |
0.0007 |
0.1% |
1.1746 |
| Range |
0.0036 |
0.0013 |
-0.0023 |
-63.4% |
0.0107 |
| ATR |
0.0056 |
0.0053 |
-0.0003 |
-5.3% |
0.0000 |
| Volume |
7 |
24 |
17 |
242.9% |
48 |
|
| Daily Pivots for day following 22-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1779 |
1.1772 |
1.1747 |
|
| R3 |
1.1766 |
1.1759 |
1.1743 |
|
| R2 |
1.1753 |
1.1753 |
1.1742 |
|
| R1 |
1.1746 |
1.1746 |
1.1741 |
1.1750 |
| PP |
1.1740 |
1.1740 |
1.1740 |
1.1742 |
| S1 |
1.1733 |
1.1733 |
1.1738 |
1.1737 |
| S2 |
1.1727 |
1.1727 |
1.1737 |
|
| S3 |
1.1714 |
1.1720 |
1.1736 |
|
| S4 |
1.1701 |
1.1707 |
1.1732 |
|
|
| 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 |
1.1773 |
1.1726 |
0.0048 |
0.4% |
0.0025 |
0.2% |
29% |
False |
False |
8 |
| 10 |
1.1881 |
1.1726 |
0.0156 |
1.3% |
0.0025 |
0.2% |
9% |
False |
False |
10 |
| 20 |
1.2108 |
1.1726 |
0.0382 |
3.3% |
0.0041 |
0.3% |
4% |
False |
False |
11 |
| 40 |
1.2180 |
1.1726 |
0.0455 |
3.9% |
0.0041 |
0.3% |
3% |
False |
False |
13 |
| 60 |
1.2180 |
1.1571 |
0.0610 |
5.2% |
0.0040 |
0.3% |
28% |
False |
False |
11 |
| 80 |
1.2180 |
1.1396 |
0.0785 |
6.7% |
0.0036 |
0.3% |
44% |
False |
False |
8 |
| 100 |
1.2180 |
1.1390 |
0.0791 |
6.7% |
0.0032 |
0.3% |
44% |
False |
False |
7 |
| 120 |
1.2180 |
1.1296 |
0.0885 |
7.5% |
0.0029 |
0.2% |
50% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1802 |
|
2.618 |
1.1781 |
|
1.618 |
1.1768 |
|
1.000 |
1.1760 |
|
0.618 |
1.1755 |
|
HIGH |
1.1747 |
|
0.618 |
1.1742 |
|
0.500 |
1.1741 |
|
0.382 |
1.1739 |
|
LOW |
1.1734 |
|
0.618 |
1.1726 |
|
1.000 |
1.1721 |
|
1.618 |
1.1713 |
|
2.618 |
1.1700 |
|
4.250 |
1.1679 |
|
|
| Fisher Pivots for day following 22-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1741 |
1.1747 |
| PP |
1.1740 |
1.1744 |
| S1 |
1.1740 |
1.1742 |
|