CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 24-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2024 |
24-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1721 |
1.1727 |
0.0006 |
0.0% |
1.1833 |
| High |
1.1721 |
1.1734 |
0.0013 |
0.1% |
1.1833 |
| Low |
1.1720 |
1.1727 |
0.0007 |
0.1% |
1.1726 |
| Close |
1.1720 |
1.1731 |
0.0011 |
0.1% |
1.1746 |
| Range |
0.0001 |
0.0008 |
0.0007 |
650.0% |
0.0107 |
| ATR |
0.0051 |
0.0048 |
-0.0003 |
-5.2% |
0.0000 |
| Volume |
4 |
2 |
-2 |
-50.0% |
48 |
|
| Daily Pivots for day following 24-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1753 |
1.1749 |
1.1735 |
|
| R3 |
1.1745 |
1.1742 |
1.1733 |
|
| R2 |
1.1738 |
1.1738 |
1.1732 |
|
| R1 |
1.1734 |
1.1734 |
1.1731 |
1.1736 |
| PP |
1.1730 |
1.1730 |
1.1730 |
1.1731 |
| S1 |
1.1727 |
1.1727 |
1.1730 |
1.1729 |
| S2 |
1.1723 |
1.1723 |
1.1729 |
|
| S3 |
1.1715 |
1.1719 |
1.1728 |
|
| S4 |
1.1708 |
1.1712 |
1.1726 |
|
|
| 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 |
1.1768 |
1.1720 |
0.0048 |
0.4% |
0.0017 |
0.1% |
22% |
False |
False |
7 |
| 10 |
1.1881 |
1.1720 |
0.0161 |
1.4% |
0.0022 |
0.2% |
7% |
False |
False |
11 |
| 20 |
1.2108 |
1.1720 |
0.0388 |
3.3% |
0.0034 |
0.3% |
3% |
False |
False |
10 |
| 40 |
1.2180 |
1.1720 |
0.0460 |
3.9% |
0.0039 |
0.3% |
2% |
False |
False |
13 |
| 60 |
1.2180 |
1.1720 |
0.0460 |
3.9% |
0.0038 |
0.3% |
2% |
False |
False |
11 |
| 80 |
1.2180 |
1.1418 |
0.0763 |
6.5% |
0.0036 |
0.3% |
41% |
False |
False |
8 |
| 100 |
1.2180 |
1.1396 |
0.0785 |
6.7% |
0.0031 |
0.3% |
43% |
False |
False |
7 |
| 120 |
1.2180 |
1.1296 |
0.0885 |
7.5% |
0.0028 |
0.2% |
49% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1766 |
|
2.618 |
1.1754 |
|
1.618 |
1.1746 |
|
1.000 |
1.1742 |
|
0.618 |
1.1739 |
|
HIGH |
1.1734 |
|
0.618 |
1.1731 |
|
0.500 |
1.1730 |
|
0.382 |
1.1729 |
|
LOW |
1.1727 |
|
0.618 |
1.1722 |
|
1.000 |
1.1719 |
|
1.618 |
1.1714 |
|
2.618 |
1.1707 |
|
4.250 |
1.1695 |
|
|
| Fisher Pivots for day following 24-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1730 |
1.1734 |
| PP |
1.1730 |
1.1733 |
| S1 |
1.1730 |
1.1732 |
|