CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 06-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2024 |
06-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1749 |
1.1650 |
-0.0099 |
-0.8% |
1.1680 |
| High |
1.1757 |
1.1650 |
-0.0107 |
-0.9% |
1.1755 |
| Low |
1.1749 |
1.1570 |
-0.0179 |
-1.5% |
1.1653 |
| Close |
1.1757 |
1.1582 |
-0.0175 |
-1.5% |
1.1661 |
| Range |
0.0008 |
0.0080 |
0.0072 |
900.0% |
0.0102 |
| ATR |
0.0047 |
0.0057 |
0.0010 |
21.0% |
0.0000 |
| Volume |
2 |
87 |
85 |
4,250.0% |
72 |
|
| Daily Pivots for day following 06-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1841 |
1.1791 |
1.1626 |
|
| R3 |
1.1761 |
1.1711 |
1.1604 |
|
| R2 |
1.1681 |
1.1681 |
1.1597 |
|
| R1 |
1.1631 |
1.1631 |
1.1589 |
1.1616 |
| PP |
1.1601 |
1.1601 |
1.1601 |
1.1593 |
| S1 |
1.1551 |
1.1551 |
1.1575 |
1.1536 |
| S2 |
1.1521 |
1.1521 |
1.1567 |
|
| S3 |
1.1441 |
1.1471 |
1.1560 |
|
| S4 |
1.1361 |
1.1391 |
1.1538 |
|
|
| 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 |
1.1570 |
0.0187 |
1.6% |
0.0042 |
0.4% |
6% |
False |
True |
30 |
| 10 |
1.1757 |
1.1570 |
0.0187 |
1.6% |
0.0031 |
0.3% |
6% |
False |
True |
20 |
| 20 |
1.1881 |
1.1570 |
0.0311 |
2.7% |
0.0027 |
0.2% |
4% |
False |
True |
15 |
| 40 |
1.2130 |
1.1570 |
0.0560 |
4.8% |
0.0038 |
0.3% |
2% |
False |
True |
15 |
| 60 |
1.2180 |
1.1570 |
0.0610 |
5.3% |
0.0038 |
0.3% |
2% |
False |
True |
13 |
| 80 |
1.2180 |
1.1521 |
0.0659 |
5.7% |
0.0037 |
0.3% |
9% |
False |
False |
10 |
| 100 |
1.2180 |
1.1396 |
0.0785 |
6.8% |
0.0033 |
0.3% |
24% |
False |
False |
9 |
| 120 |
1.2180 |
1.1296 |
0.0885 |
7.6% |
0.0031 |
0.3% |
32% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1990 |
|
2.618 |
1.1859 |
|
1.618 |
1.1779 |
|
1.000 |
1.1730 |
|
0.618 |
1.1699 |
|
HIGH |
1.1650 |
|
0.618 |
1.1619 |
|
0.500 |
1.1610 |
|
0.382 |
1.1601 |
|
LOW |
1.1570 |
|
0.618 |
1.1521 |
|
1.000 |
1.1490 |
|
1.618 |
1.1441 |
|
2.618 |
1.1361 |
|
4.250 |
1.1230 |
|
|
| Fisher Pivots for day following 06-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1610 |
1.1664 |
| PP |
1.1601 |
1.1636 |
| S1 |
1.1591 |
1.1609 |
|