CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 08-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2024 |
08-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1570 |
1.1606 |
0.0036 |
0.3% |
1.1755 |
| High |
1.1635 |
1.1655 |
0.0020 |
0.2% |
1.1757 |
| Low |
1.1570 |
1.1567 |
-0.0003 |
0.0% |
1.1567 |
| Close |
1.1612 |
1.1578 |
-0.0034 |
-0.3% |
1.1578 |
| Range |
0.0065 |
0.0088 |
0.0023 |
35.7% |
0.0190 |
| ATR |
0.0058 |
0.0060 |
0.0002 |
3.7% |
0.0000 |
| Volume |
11 |
3 |
-8 |
-72.7% |
114 |
|
| Daily Pivots for day following 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1862 |
1.1808 |
1.1626 |
|
| R3 |
1.1775 |
1.1720 |
1.1602 |
|
| R2 |
1.1687 |
1.1687 |
1.1594 |
|
| R1 |
1.1633 |
1.1633 |
1.1586 |
1.1616 |
| PP |
1.1600 |
1.1600 |
1.1600 |
1.1592 |
| S1 |
1.1545 |
1.1545 |
1.1570 |
1.1529 |
| S2 |
1.1512 |
1.1512 |
1.1562 |
|
| S3 |
1.1425 |
1.1458 |
1.1554 |
|
| S4 |
1.1337 |
1.1370 |
1.1530 |
|
|
| Weekly Pivots for week ending 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2204 |
1.2081 |
1.1683 |
|
| R3 |
1.2014 |
1.1891 |
1.1630 |
|
| R2 |
1.1824 |
1.1824 |
1.1613 |
|
| R1 |
1.1701 |
1.1701 |
1.1595 |
1.1668 |
| PP |
1.1634 |
1.1634 |
1.1634 |
1.1617 |
| S1 |
1.1511 |
1.1511 |
1.1561 |
1.1478 |
| S2 |
1.1444 |
1.1444 |
1.1543 |
|
| S3 |
1.1254 |
1.1321 |
1.1526 |
|
| S4 |
1.1064 |
1.1131 |
1.1474 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1757 |
1.1567 |
0.0190 |
1.6% |
0.0049 |
0.4% |
6% |
False |
True |
22 |
| 10 |
1.1757 |
1.1567 |
0.0190 |
1.6% |
0.0043 |
0.4% |
6% |
False |
True |
18 |
| 20 |
1.1833 |
1.1567 |
0.0266 |
2.3% |
0.0033 |
0.3% |
4% |
False |
True |
14 |
| 40 |
1.2130 |
1.1567 |
0.0563 |
4.9% |
0.0040 |
0.3% |
2% |
False |
True |
16 |
| 60 |
1.2180 |
1.1567 |
0.0613 |
5.3% |
0.0040 |
0.3% |
2% |
False |
True |
14 |
| 80 |
1.2180 |
1.1521 |
0.0659 |
5.7% |
0.0039 |
0.3% |
9% |
False |
False |
11 |
| 100 |
1.2180 |
1.1396 |
0.0785 |
6.8% |
0.0034 |
0.3% |
23% |
False |
False |
9 |
| 120 |
1.2180 |
1.1296 |
0.0885 |
7.6% |
0.0032 |
0.3% |
32% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2026 |
|
2.618 |
1.1884 |
|
1.618 |
1.1796 |
|
1.000 |
1.1742 |
|
0.618 |
1.1709 |
|
HIGH |
1.1655 |
|
0.618 |
1.1621 |
|
0.500 |
1.1611 |
|
0.382 |
1.1600 |
|
LOW |
1.1567 |
|
0.618 |
1.1513 |
|
1.000 |
1.1480 |
|
1.618 |
1.1425 |
|
2.618 |
1.1338 |
|
4.250 |
1.1195 |
|
|
| Fisher Pivots for day following 08-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1611 |
1.1611 |
| PP |
1.1600 |
1.1600 |
| S1 |
1.1589 |
1.1589 |
|