CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 05-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2024 |
05-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1755 |
1.1749 |
-0.0006 |
0.0% |
1.1680 |
| High |
1.1755 |
1.1757 |
0.0003 |
0.0% |
1.1755 |
| Low |
1.1750 |
1.1749 |
-0.0001 |
0.0% |
1.1653 |
| Close |
1.1750 |
1.1757 |
0.0007 |
0.1% |
1.1661 |
| Range |
0.0005 |
0.0008 |
0.0003 |
60.0% |
0.0102 |
| ATR |
0.0050 |
0.0047 |
-0.0003 |
-6.0% |
0.0000 |
| Volume |
11 |
2 |
-9 |
-81.8% |
72 |
|
| Daily Pivots for day following 05-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1778 |
1.1776 |
1.1761 |
|
| R3 |
1.1770 |
1.1768 |
1.1759 |
|
| R2 |
1.1762 |
1.1762 |
1.1758 |
|
| R1 |
1.1760 |
1.1760 |
1.1758 |
1.1761 |
| PP |
1.1754 |
1.1754 |
1.1754 |
1.1755 |
| S1 |
1.1752 |
1.1752 |
1.1756 |
1.1753 |
| S2 |
1.1746 |
1.1746 |
1.1756 |
|
| S3 |
1.1738 |
1.1744 |
1.1755 |
|
| S4 |
1.1730 |
1.1736 |
1.1753 |
|
|
| 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 |
1.1757 |
1.1653 |
0.0104 |
0.9% |
0.0027 |
0.2% |
100% |
True |
False |
14 |
| 10 |
1.1757 |
1.1653 |
0.0104 |
0.9% |
0.0023 |
0.2% |
100% |
True |
False |
11 |
| 20 |
1.1881 |
1.1653 |
0.0228 |
1.9% |
0.0024 |
0.2% |
46% |
False |
False |
11 |
| 40 |
1.2130 |
1.1653 |
0.0477 |
4.1% |
0.0036 |
0.3% |
22% |
False |
False |
13 |
| 60 |
1.2180 |
1.1653 |
0.0527 |
4.5% |
0.0037 |
0.3% |
20% |
False |
False |
12 |
| 80 |
1.2180 |
1.1498 |
0.0682 |
5.8% |
0.0036 |
0.3% |
38% |
False |
False |
9 |
| 100 |
1.2180 |
1.1396 |
0.0785 |
6.7% |
0.0032 |
0.3% |
46% |
False |
False |
8 |
| 120 |
1.2180 |
1.1296 |
0.0885 |
7.5% |
0.0030 |
0.3% |
52% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1791 |
|
2.618 |
1.1778 |
|
1.618 |
1.1770 |
|
1.000 |
1.1765 |
|
0.618 |
1.1762 |
|
HIGH |
1.1757 |
|
0.618 |
1.1754 |
|
0.500 |
1.1753 |
|
0.382 |
1.1752 |
|
LOW |
1.1749 |
|
0.618 |
1.1744 |
|
1.000 |
1.1741 |
|
1.618 |
1.1736 |
|
2.618 |
1.1728 |
|
4.250 |
1.1715 |
|
|
| Fisher Pivots for day following 05-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1756 |
1.1740 |
| PP |
1.1754 |
1.1722 |
| S1 |
1.1753 |
1.1705 |
|