CME Swiss Franc Future March 2025
Trading Metrics calculated at close of trading on 23-Oct-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2024 |
23-Oct-2024 |
Change |
Change % |
Previous Week |
Open |
1.1734 |
1.1721 |
-0.0013 |
-0.1% |
1.1833 |
High |
1.1747 |
1.1721 |
-0.0026 |
-0.2% |
1.1833 |
Low |
1.1734 |
1.1720 |
-0.0014 |
-0.1% |
1.1726 |
Close |
1.1740 |
1.1720 |
-0.0020 |
-0.2% |
1.1746 |
Range |
0.0013 |
0.0001 |
-0.0012 |
-92.3% |
0.0107 |
ATR |
0.0053 |
0.0051 |
-0.0002 |
-4.5% |
0.0000 |
Volume |
24 |
4 |
-20 |
-83.3% |
48 |
|
Daily Pivots for day following 23-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1723 |
1.1723 |
1.1721 |
|
R3 |
1.1722 |
1.1722 |
1.1720 |
|
R2 |
1.1721 |
1.1721 |
1.1720 |
|
R1 |
1.1721 |
1.1721 |
1.1720 |
1.1721 |
PP |
1.1720 |
1.1720 |
1.1720 |
1.1720 |
S1 |
1.1720 |
1.1720 |
1.1720 |
1.1720 |
S2 |
1.1719 |
1.1719 |
1.1720 |
|
S3 |
1.1718 |
1.1719 |
1.1720 |
|
S4 |
1.1717 |
1.1718 |
1.1719 |
|
|
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 |
1.1720 |
0.0053 |
0.5% |
0.0025 |
0.2% |
0% |
False |
True |
9 |
10 |
1.1881 |
1.1720 |
0.0161 |
1.4% |
0.0023 |
0.2% |
0% |
False |
True |
11 |
20 |
1.2108 |
1.1720 |
0.0388 |
3.3% |
0.0035 |
0.3% |
0% |
False |
True |
11 |
40 |
1.2180 |
1.1720 |
0.0460 |
3.9% |
0.0039 |
0.3% |
0% |
False |
True |
13 |
60 |
1.2180 |
1.1671 |
0.0510 |
4.3% |
0.0039 |
0.3% |
10% |
False |
False |
11 |
80 |
1.2180 |
1.1396 |
0.0785 |
6.7% |
0.0036 |
0.3% |
41% |
False |
False |
8 |
100 |
1.2180 |
1.1396 |
0.0785 |
6.7% |
0.0032 |
0.3% |
41% |
False |
False |
7 |
120 |
1.2180 |
1.1296 |
0.0885 |
7.5% |
0.0029 |
0.2% |
48% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1725 |
2.618 |
1.1724 |
1.618 |
1.1723 |
1.000 |
1.1722 |
0.618 |
1.1722 |
HIGH |
1.1721 |
0.618 |
1.1721 |
0.500 |
1.1721 |
0.382 |
1.1720 |
LOW |
1.1720 |
0.618 |
1.1719 |
1.000 |
1.1719 |
1.618 |
1.1718 |
2.618 |
1.1717 |
4.250 |
1.1716 |
|
|
Fisher Pivots for day following 23-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1721 |
1.1744 |
PP |
1.1720 |
1.1736 |
S1 |
1.1720 |
1.1728 |
|