CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 07-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2024 |
07-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1650 |
1.1570 |
-0.0080 |
-0.7% |
1.1680 |
| High |
1.1650 |
1.1635 |
-0.0016 |
-0.1% |
1.1755 |
| Low |
1.1570 |
1.1570 |
0.0000 |
0.0% |
1.1653 |
| Close |
1.1582 |
1.1612 |
0.0030 |
0.3% |
1.1661 |
| Range |
0.0080 |
0.0065 |
-0.0016 |
-19.4% |
0.0102 |
| ATR |
0.0057 |
0.0058 |
0.0001 |
0.9% |
0.0000 |
| Volume |
87 |
11 |
-76 |
-87.4% |
72 |
|
| Daily Pivots for day following 07-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1799 |
1.1770 |
1.1647 |
|
| R3 |
1.1735 |
1.1706 |
1.1630 |
|
| R2 |
1.1670 |
1.1670 |
1.1624 |
|
| R1 |
1.1641 |
1.1641 |
1.1618 |
1.1656 |
| PP |
1.1606 |
1.1606 |
1.1606 |
1.1613 |
| S1 |
1.1577 |
1.1577 |
1.1606 |
1.1591 |
| S2 |
1.1541 |
1.1541 |
1.1600 |
|
| S3 |
1.1477 |
1.1512 |
1.1594 |
|
| S4 |
1.1412 |
1.1448 |
1.1577 |
|
|
| 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% |
0.0052 |
0.4% |
22% |
False |
True |
32 |
| 10 |
1.1757 |
1.1570 |
0.0187 |
1.6% |
0.0037 |
0.3% |
22% |
False |
True |
21 |
| 20 |
1.1881 |
1.1570 |
0.0311 |
2.7% |
0.0030 |
0.3% |
14% |
False |
True |
16 |
| 40 |
1.2130 |
1.1570 |
0.0560 |
4.8% |
0.0039 |
0.3% |
8% |
False |
True |
16 |
| 60 |
1.2180 |
1.1570 |
0.0610 |
5.3% |
0.0039 |
0.3% |
7% |
False |
True |
14 |
| 80 |
1.2180 |
1.1521 |
0.0659 |
5.7% |
0.0038 |
0.3% |
14% |
False |
False |
11 |
| 100 |
1.2180 |
1.1396 |
0.0785 |
6.8% |
0.0033 |
0.3% |
28% |
False |
False |
9 |
| 120 |
1.2180 |
1.1296 |
0.0885 |
7.6% |
0.0031 |
0.3% |
36% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1909 |
|
2.618 |
1.1803 |
|
1.618 |
1.1739 |
|
1.000 |
1.1699 |
|
0.618 |
1.1674 |
|
HIGH |
1.1635 |
|
0.618 |
1.1610 |
|
0.500 |
1.1602 |
|
0.382 |
1.1595 |
|
LOW |
1.1570 |
|
0.618 |
1.1530 |
|
1.000 |
1.1506 |
|
1.618 |
1.1466 |
|
2.618 |
1.1401 |
|
4.250 |
1.1296 |
|
|
| Fisher Pivots for day following 07-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1609 |
1.1664 |
| PP |
1.1606 |
1.1646 |
| S1 |
1.1602 |
1.1629 |
|