CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 01-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2024 |
01-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1729 |
1.1693 |
-0.0036 |
-0.3% |
1.1680 |
| High |
1.1746 |
1.1755 |
0.0009 |
0.1% |
1.1755 |
| Low |
1.1729 |
1.1653 |
-0.0076 |
-0.6% |
1.1653 |
| Close |
1.1746 |
1.1661 |
-0.0085 |
-0.7% |
1.1661 |
| Range |
0.0017 |
0.0102 |
0.0085 |
515.2% |
0.0102 |
| ATR |
0.0043 |
0.0047 |
0.0004 |
9.7% |
0.0000 |
| Volume |
1 |
50 |
49 |
4,900.0% |
72 |
|
| Daily Pivots for day following 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1994 |
1.1929 |
1.1717 |
|
| R3 |
1.1893 |
1.1828 |
1.1689 |
|
| R2 |
1.1791 |
1.1791 |
1.1680 |
|
| R1 |
1.1726 |
1.1726 |
1.1670 |
1.1708 |
| PP |
1.1690 |
1.1690 |
1.1690 |
1.1680 |
| S1 |
1.1625 |
1.1625 |
1.1652 |
1.1606 |
| S2 |
1.1588 |
1.1588 |
1.1642 |
|
| S3 |
1.1487 |
1.1523 |
1.1633 |
|
| S4 |
1.1385 |
1.1422 |
1.1605 |
|
|
| Weekly Pivots for week ending 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1994 |
1.1929 |
1.1717 |
|
| R3 |
1.1893 |
1.1828 |
1.1689 |
|
| R2 |
1.1791 |
1.1791 |
1.1680 |
|
| R1 |
1.1726 |
1.1726 |
1.1670 |
1.1708 |
| PP |
1.1690 |
1.1690 |
1.1690 |
1.1680 |
| S1 |
1.1625 |
1.1625 |
1.1652 |
1.1606 |
| S2 |
1.1588 |
1.1588 |
1.1642 |
|
| S3 |
1.1487 |
1.1523 |
1.1633 |
|
| S4 |
1.1385 |
1.1422 |
1.1605 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1755 |
1.1653 |
0.0102 |
0.9% |
0.0037 |
0.3% |
8% |
True |
True |
14 |
| 10 |
1.1768 |
1.1653 |
0.0115 |
1.0% |
0.0027 |
0.2% |
7% |
False |
True |
13 |
| 20 |
1.1921 |
1.1653 |
0.0268 |
2.3% |
0.0027 |
0.2% |
3% |
False |
True |
11 |
| 40 |
1.2130 |
1.1653 |
0.0477 |
4.1% |
0.0037 |
0.3% |
2% |
False |
True |
14 |
| 60 |
1.2180 |
1.1653 |
0.0527 |
4.5% |
0.0038 |
0.3% |
2% |
False |
True |
12 |
| 80 |
1.2180 |
1.1471 |
0.0709 |
6.1% |
0.0037 |
0.3% |
27% |
False |
False |
9 |
| 100 |
1.2180 |
1.1396 |
0.0785 |
6.7% |
0.0032 |
0.3% |
34% |
False |
False |
8 |
| 120 |
1.2180 |
1.1296 |
0.0885 |
7.6% |
0.0030 |
0.3% |
41% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2186 |
|
2.618 |
1.2020 |
|
1.618 |
1.1919 |
|
1.000 |
1.1856 |
|
0.618 |
1.1817 |
|
HIGH |
1.1755 |
|
0.618 |
1.1716 |
|
0.500 |
1.1704 |
|
0.382 |
1.1692 |
|
LOW |
1.1653 |
|
0.618 |
1.1590 |
|
1.000 |
1.1552 |
|
1.618 |
1.1489 |
|
2.618 |
1.1387 |
|
4.250 |
1.1222 |
|
|
| Fisher Pivots for day following 01-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1704 |
1.1704 |
| PP |
1.1690 |
1.1690 |
| S1 |
1.1675 |
1.1675 |
|