CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 13-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2024 |
13-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1520 |
1.1487 |
-0.0034 |
-0.3% |
1.1755 |
| High |
1.1520 |
1.1487 |
-0.0034 |
-0.3% |
1.1757 |
| Low |
1.1480 |
1.1440 |
-0.0040 |
-0.3% |
1.1567 |
| Close |
1.1492 |
1.1446 |
-0.0047 |
-0.4% |
1.1578 |
| Range |
0.0040 |
0.0047 |
0.0007 |
16.3% |
0.0190 |
| ATR |
0.0059 |
0.0058 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
31 |
10 |
-21 |
-67.7% |
114 |
|
| Daily Pivots for day following 13-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1597 |
1.1568 |
1.1471 |
|
| R3 |
1.1550 |
1.1521 |
1.1458 |
|
| R2 |
1.1504 |
1.1504 |
1.1454 |
|
| R1 |
1.1475 |
1.1475 |
1.1450 |
1.1466 |
| PP |
1.1457 |
1.1457 |
1.1457 |
1.1453 |
| S1 |
1.1428 |
1.1428 |
1.1441 |
1.1420 |
| S2 |
1.1411 |
1.1411 |
1.1437 |
|
| S3 |
1.1364 |
1.1382 |
1.1433 |
|
| S4 |
1.1318 |
1.1335 |
1.1420 |
|
|
| 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 |
1.1440 |
0.0215 |
1.9% |
0.0060 |
0.5% |
3% |
False |
True |
16 |
| 10 |
1.1757 |
1.1440 |
0.0317 |
2.8% |
0.0051 |
0.4% |
2% |
False |
True |
23 |
| 20 |
1.1773 |
1.1440 |
0.0333 |
2.9% |
0.0037 |
0.3% |
2% |
False |
True |
16 |
| 40 |
1.2108 |
1.1440 |
0.0668 |
5.8% |
0.0041 |
0.4% |
1% |
False |
True |
15 |
| 60 |
1.2180 |
1.1440 |
0.0740 |
6.5% |
0.0040 |
0.3% |
1% |
False |
True |
14 |
| 80 |
1.2180 |
1.1440 |
0.0740 |
6.5% |
0.0041 |
0.4% |
1% |
False |
True |
11 |
| 100 |
1.2180 |
1.1396 |
0.0785 |
6.9% |
0.0035 |
0.3% |
6% |
False |
False |
9 |
| 120 |
1.2180 |
1.1296 |
0.0885 |
7.7% |
0.0032 |
0.3% |
17% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1684 |
|
2.618 |
1.1608 |
|
1.618 |
1.1562 |
|
1.000 |
1.1533 |
|
0.618 |
1.1515 |
|
HIGH |
1.1487 |
|
0.618 |
1.1469 |
|
0.500 |
1.1463 |
|
0.382 |
1.1458 |
|
LOW |
1.1440 |
|
0.618 |
1.1411 |
|
1.000 |
1.1394 |
|
1.618 |
1.1365 |
|
2.618 |
1.1318 |
|
4.250 |
1.1242 |
|
|
| Fisher Pivots for day following 13-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1463 |
1.1508 |
| PP |
1.1457 |
1.1487 |
| S1 |
1.1451 |
1.1466 |
|