CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 11-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2024 |
11-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1606 |
1.1576 |
-0.0030 |
-0.3% |
1.1755 |
| High |
1.1655 |
1.1576 |
-0.0079 |
-0.7% |
1.1757 |
| Low |
1.1567 |
1.1514 |
-0.0054 |
-0.5% |
1.1567 |
| Close |
1.1578 |
1.1514 |
-0.0065 |
-0.6% |
1.1578 |
| Range |
0.0088 |
0.0063 |
-0.0025 |
-28.6% |
0.0190 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
0.5% |
0.0000 |
| Volume |
3 |
25 |
22 |
733.3% |
114 |
|
| Daily Pivots for day following 11-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1722 |
1.1680 |
1.1548 |
|
| R3 |
1.1659 |
1.1618 |
1.1531 |
|
| R2 |
1.1597 |
1.1597 |
1.1525 |
|
| R1 |
1.1555 |
1.1555 |
1.1519 |
1.1545 |
| PP |
1.1534 |
1.1534 |
1.1534 |
1.1529 |
| S1 |
1.1493 |
1.1493 |
1.1508 |
1.1482 |
| S2 |
1.1472 |
1.1472 |
1.1502 |
|
| S3 |
1.1409 |
1.1430 |
1.1496 |
|
| S4 |
1.1347 |
1.1368 |
1.1479 |
|
|
| 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 |
1.1514 |
0.0244 |
2.1% |
0.0061 |
0.5% |
0% |
False |
True |
25 |
| 10 |
1.1757 |
1.1514 |
0.0244 |
2.1% |
0.0043 |
0.4% |
0% |
False |
True |
19 |
| 20 |
1.1795 |
1.1514 |
0.0282 |
2.4% |
0.0033 |
0.3% |
0% |
False |
True |
14 |
| 40 |
1.2130 |
1.1514 |
0.0617 |
5.4% |
0.0041 |
0.4% |
0% |
False |
True |
15 |
| 60 |
1.2180 |
1.1514 |
0.0667 |
5.8% |
0.0040 |
0.3% |
0% |
False |
True |
14 |
| 80 |
1.2180 |
1.1514 |
0.0667 |
5.8% |
0.0040 |
0.3% |
0% |
False |
True |
11 |
| 100 |
1.2180 |
1.1396 |
0.0785 |
6.8% |
0.0035 |
0.3% |
15% |
False |
False |
9 |
| 120 |
1.2180 |
1.1296 |
0.0885 |
7.7% |
0.0032 |
0.3% |
25% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1842 |
|
2.618 |
1.1740 |
|
1.618 |
1.1677 |
|
1.000 |
1.1639 |
|
0.618 |
1.1615 |
|
HIGH |
1.1576 |
|
0.618 |
1.1552 |
|
0.500 |
1.1545 |
|
0.382 |
1.1537 |
|
LOW |
1.1514 |
|
0.618 |
1.1475 |
|
1.000 |
1.1451 |
|
1.618 |
1.1412 |
|
2.618 |
1.1350 |
|
4.250 |
1.1248 |
|
|
| Fisher Pivots for day following 11-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1545 |
1.1584 |
| PP |
1.1534 |
1.1561 |
| S1 |
1.1524 |
1.1537 |
|