CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 28-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2024 |
28-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1730 |
1.1680 |
-0.0050 |
-0.4% |
1.1757 |
| High |
1.1739 |
1.1740 |
0.0001 |
0.0% |
1.1768 |
| Low |
1.1711 |
1.1680 |
-0.0031 |
-0.3% |
1.1711 |
| Close |
1.1725 |
1.1740 |
0.0015 |
0.1% |
1.1725 |
| Range |
0.0029 |
0.0060 |
0.0031 |
108.8% |
0.0058 |
| ATR |
0.0047 |
0.0048 |
0.0001 |
2.0% |
0.0000 |
| Volume |
28 |
13 |
-15 |
-53.6% |
65 |
|
| Daily Pivots for day following 28-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1898 |
1.1878 |
1.1772 |
|
| R3 |
1.1839 |
1.1819 |
1.1756 |
|
| R2 |
1.1779 |
1.1779 |
1.1750 |
|
| R1 |
1.1759 |
1.1759 |
1.1745 |
1.1769 |
| PP |
1.1720 |
1.1720 |
1.1720 |
1.1725 |
| S1 |
1.1700 |
1.1700 |
1.1734 |
1.1710 |
| S2 |
1.1660 |
1.1660 |
1.1729 |
|
| S3 |
1.1601 |
1.1640 |
1.1723 |
|
| S4 |
1.1541 |
1.1581 |
1.1707 |
|
|
| Weekly Pivots for week ending 25-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1907 |
1.1873 |
1.1756 |
|
| R3 |
1.1849 |
1.1816 |
1.1740 |
|
| R2 |
1.1792 |
1.1792 |
1.1735 |
|
| R1 |
1.1758 |
1.1758 |
1.1730 |
1.1746 |
| PP |
1.1734 |
1.1734 |
1.1734 |
1.1728 |
| S1 |
1.1701 |
1.1701 |
1.1719 |
1.1689 |
| S2 |
1.1677 |
1.1677 |
1.1714 |
|
| S3 |
1.1619 |
1.1643 |
1.1709 |
|
| S4 |
1.1562 |
1.1586 |
1.1693 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1747 |
1.1680 |
0.0067 |
0.6% |
0.0022 |
0.2% |
89% |
False |
True |
14 |
| 10 |
1.1795 |
1.1680 |
0.0115 |
1.0% |
0.0023 |
0.2% |
52% |
False |
True |
9 |
| 20 |
1.2032 |
1.1680 |
0.0352 |
3.0% |
0.0032 |
0.3% |
17% |
False |
True |
12 |
| 40 |
1.2180 |
1.1680 |
0.0500 |
4.3% |
0.0039 |
0.3% |
12% |
False |
True |
13 |
| 60 |
1.2180 |
1.1680 |
0.0500 |
4.3% |
0.0037 |
0.3% |
12% |
False |
True |
11 |
| 80 |
1.2180 |
1.1440 |
0.0741 |
6.3% |
0.0036 |
0.3% |
41% |
False |
False |
8 |
| 100 |
1.2180 |
1.1396 |
0.0785 |
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 |
1.1992 |
|
2.618 |
1.1895 |
|
1.618 |
1.1836 |
|
1.000 |
1.1799 |
|
0.618 |
1.1776 |
|
HIGH |
1.1740 |
|
0.618 |
1.1717 |
|
0.500 |
1.1710 |
|
0.382 |
1.1703 |
|
LOW |
1.1680 |
|
0.618 |
1.1643 |
|
1.000 |
1.1621 |
|
1.618 |
1.1584 |
|
2.618 |
1.1524 |
|
4.250 |
1.1427 |
|
|
| Fisher Pivots for day following 28-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1730 |
1.1730 |
| PP |
1.1720 |
1.1720 |
| S1 |
1.1710 |
1.1710 |
|