CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 12-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2024 |
12-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1576 |
1.1520 |
-0.0056 |
-0.5% |
1.1755 |
| High |
1.1576 |
1.1520 |
-0.0056 |
-0.5% |
1.1757 |
| Low |
1.1514 |
1.1480 |
-0.0034 |
-0.3% |
1.1567 |
| Close |
1.1514 |
1.1492 |
-0.0022 |
-0.2% |
1.1578 |
| Range |
0.0063 |
0.0040 |
-0.0023 |
-36.0% |
0.0190 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
25 |
31 |
6 |
24.0% |
114 |
|
| Daily Pivots for day following 12-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1617 |
1.1595 |
1.1514 |
|
| R3 |
1.1577 |
1.1555 |
1.1503 |
|
| R2 |
1.1537 |
1.1537 |
1.1499 |
|
| R1 |
1.1515 |
1.1515 |
1.1496 |
1.1506 |
| PP |
1.1497 |
1.1497 |
1.1497 |
1.1493 |
| S1 |
1.1475 |
1.1475 |
1.1488 |
1.1466 |
| S2 |
1.1457 |
1.1457 |
1.1485 |
|
| S3 |
1.1417 |
1.1435 |
1.1481 |
|
| S4 |
1.1377 |
1.1395 |
1.1470 |
|
|
| 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 |
1.1655 |
1.1480 |
0.0175 |
1.5% |
0.0067 |
0.6% |
7% |
False |
True |
31 |
| 10 |
1.1757 |
1.1480 |
0.0277 |
2.4% |
0.0047 |
0.4% |
4% |
False |
True |
22 |
| 20 |
1.1773 |
1.1480 |
0.0293 |
2.5% |
0.0035 |
0.3% |
4% |
False |
True |
15 |
| 40 |
1.2130 |
1.1480 |
0.0650 |
5.7% |
0.0042 |
0.4% |
2% |
False |
True |
16 |
| 60 |
1.2180 |
1.1480 |
0.0700 |
6.1% |
0.0041 |
0.4% |
2% |
False |
True |
15 |
| 80 |
1.2180 |
1.1480 |
0.0700 |
6.1% |
0.0040 |
0.4% |
2% |
False |
True |
11 |
| 100 |
1.2180 |
1.1396 |
0.0785 |
6.8% |
0.0035 |
0.3% |
12% |
False |
False |
9 |
| 120 |
1.2180 |
1.1296 |
0.0885 |
7.7% |
0.0032 |
0.3% |
22% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1690 |
|
2.618 |
1.1625 |
|
1.618 |
1.1585 |
|
1.000 |
1.1560 |
|
0.618 |
1.1545 |
|
HIGH |
1.1520 |
|
0.618 |
1.1505 |
|
0.500 |
1.1500 |
|
0.382 |
1.1495 |
|
LOW |
1.1480 |
|
0.618 |
1.1455 |
|
1.000 |
1.1440 |
|
1.618 |
1.1415 |
|
2.618 |
1.1375 |
|
4.250 |
1.1310 |
|
|
| Fisher Pivots for day following 12-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1500 |
1.1567 |
| PP |
1.1497 |
1.1542 |
| S1 |
1.1495 |
1.1517 |
|