CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 31-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2024 |
31-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1721 |
1.1729 |
0.0009 |
0.1% |
1.1757 |
| High |
1.1726 |
1.1746 |
0.0020 |
0.2% |
1.1768 |
| Low |
1.1721 |
1.1729 |
0.0009 |
0.1% |
1.1711 |
| Close |
1.1726 |
1.1746 |
0.0020 |
0.2% |
1.1725 |
| Range |
0.0005 |
0.0017 |
0.0012 |
230.0% |
0.0058 |
| ATR |
0.0045 |
0.0043 |
-0.0002 |
-3.9% |
0.0000 |
| Volume |
8 |
1 |
-7 |
-87.5% |
65 |
|
| Daily Pivots for day following 31-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1790 |
1.1784 |
1.1755 |
|
| R3 |
1.1773 |
1.1768 |
1.1750 |
|
| R2 |
1.1757 |
1.1757 |
1.1749 |
|
| R1 |
1.1751 |
1.1751 |
1.1747 |
1.1754 |
| PP |
1.1740 |
1.1740 |
1.1740 |
1.1741 |
| S1 |
1.1735 |
1.1735 |
1.1744 |
1.1737 |
| S2 |
1.1724 |
1.1724 |
1.1742 |
|
| S3 |
1.1707 |
1.1718 |
1.1741 |
|
| S4 |
1.1691 |
1.1702 |
1.1736 |
|
|
| 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 |
1.1746 |
1.1680 |
0.0066 |
0.6% |
0.0022 |
0.2% |
100% |
True |
False |
10 |
| 10 |
1.1768 |
1.1680 |
0.0088 |
0.7% |
0.0019 |
0.2% |
74% |
False |
False |
8 |
| 20 |
1.1964 |
1.1680 |
0.0284 |
2.4% |
0.0030 |
0.3% |
23% |
False |
False |
9 |
| 40 |
1.2180 |
1.1680 |
0.0500 |
4.3% |
0.0037 |
0.3% |
13% |
False |
False |
13 |
| 60 |
1.2180 |
1.1680 |
0.0500 |
4.3% |
0.0037 |
0.3% |
13% |
False |
False |
11 |
| 80 |
1.2180 |
1.1471 |
0.0709 |
6.0% |
0.0035 |
0.3% |
39% |
False |
False |
9 |
| 100 |
1.2180 |
1.1396 |
0.0785 |
6.7% |
0.0031 |
0.3% |
45% |
False |
False |
7 |
| 120 |
1.2180 |
1.1296 |
0.0885 |
7.5% |
0.0029 |
0.2% |
51% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1816 |
|
2.618 |
1.1789 |
|
1.618 |
1.1772 |
|
1.000 |
1.1762 |
|
0.618 |
1.1756 |
|
HIGH |
1.1746 |
|
0.618 |
1.1739 |
|
0.500 |
1.1737 |
|
0.382 |
1.1735 |
|
LOW |
1.1729 |
|
0.618 |
1.1719 |
|
1.000 |
1.1713 |
|
1.618 |
1.1702 |
|
2.618 |
1.1686 |
|
4.250 |
1.1659 |
|
|
| Fisher Pivots for day following 31-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1743 |
1.1739 |
| PP |
1.1740 |
1.1732 |
| S1 |
1.1737 |
1.1726 |
|