CME Swiss Franc Future March 2025


Trading Metrics calculated at close of trading on 29-Oct-2024
Day Change Summary
Previous Current
28-Oct-2024 29-Oct-2024 Change Change % Previous Week
Open 1.1680 1.1706 0.0026 0.2% 1.1757
High 1.1740 1.1706 -0.0034 -0.3% 1.1768
Low 1.1680 1.1706 0.0026 0.2% 1.1711
Close 1.1740 1.1706 -0.0034 -0.3% 1.1725
Range 0.0060 0.0000 -0.0060 -100.0% 0.0058
ATR 0.0048 0.0047 -0.0001 -2.0% 0.0000
Volume 13 0 -13 -100.0% 65
Daily Pivots for day following 29-Oct-2024
Classic Woodie Camarilla DeMark
R4 1.1706 1.1706 1.1706
R3 1.1706 1.1706 1.1706
R2 1.1706 1.1706 1.1706
R1 1.1706 1.1706 1.1706 1.1706
PP 1.1706 1.1706 1.1706 1.1706
S1 1.1706 1.1706 1.1706 1.1706
S2 1.1706 1.1706 1.1706
S3 1.1706 1.1706 1.1706
S4 1.1706 1.1706 1.1706
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 1.1740 1.1680 0.0060 0.5% 0.0019 0.2% 43% False False 9
10 1.1773 1.1680 0.0093 0.8% 0.0022 0.2% 27% False False 8
20 1.2012 1.1680 0.0332 2.8% 0.0031 0.3% 8% False False 12
40 1.2180 1.1680 0.0500 4.3% 0.0038 0.3% 5% False False 13
60 1.2180 1.1680 0.0500 4.3% 0.0036 0.3% 5% False False 11
80 1.2180 1.1440 0.0741 6.3% 0.0036 0.3% 36% False False 8
100 1.2180 1.1396 0.0785 6.7% 0.0032 0.3% 40% False False 7
120 1.2180 1.1296 0.0885 7.6% 0.0029 0.2% 46% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.1706
2.618 1.1706
1.618 1.1706
1.000 1.1706
0.618 1.1706
HIGH 1.1706
0.618 1.1706
0.500 1.1706
0.382 1.1706
LOW 1.1706
0.618 1.1706
1.000 1.1706
1.618 1.1706
2.618 1.1706
4.250 1.1706
Fisher Pivots for day following 29-Oct-2024
Pivot 1 day 3 day
R1 1.1706 1.1710
PP 1.1706 1.1708
S1 1.1706 1.1707

These figures are updated between 7pm and 10pm EST after a trading day.

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