CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 14-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2024 |
14-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1487 |
1.1442 |
-0.0045 |
-0.4% |
1.1755 |
| High |
1.1487 |
1.1442 |
-0.0045 |
-0.4% |
1.1757 |
| Low |
1.1440 |
1.1370 |
-0.0070 |
-0.6% |
1.1567 |
| Close |
1.1446 |
1.1406 |
-0.0040 |
-0.3% |
1.1578 |
| Range |
0.0047 |
0.0072 |
0.0025 |
53.8% |
0.0190 |
| ATR |
0.0058 |
0.0060 |
0.0001 |
2.1% |
0.0000 |
| Volume |
10 |
64 |
54 |
540.0% |
114 |
|
| Daily Pivots for day following 14-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1620 |
1.1584 |
1.1445 |
|
| R3 |
1.1549 |
1.1513 |
1.1425 |
|
| R2 |
1.1477 |
1.1477 |
1.1419 |
|
| R1 |
1.1441 |
1.1441 |
1.1412 |
1.1424 |
| PP |
1.1406 |
1.1406 |
1.1406 |
1.1397 |
| S1 |
1.1370 |
1.1370 |
1.1399 |
1.1352 |
| S2 |
1.1334 |
1.1334 |
1.1392 |
|
| S3 |
1.1263 |
1.1298 |
1.1386 |
|
| S4 |
1.1191 |
1.1227 |
1.1366 |
|
|
| 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 |
1.1370 |
0.0285 |
2.5% |
0.0062 |
0.5% |
12% |
False |
True |
26 |
| 10 |
1.1757 |
1.1370 |
0.0387 |
3.4% |
0.0057 |
0.5% |
9% |
False |
True |
29 |
| 20 |
1.1768 |
1.1370 |
0.0398 |
3.5% |
0.0038 |
0.3% |
9% |
False |
True |
19 |
| 40 |
1.2108 |
1.1370 |
0.0738 |
6.5% |
0.0042 |
0.4% |
5% |
False |
True |
16 |
| 60 |
1.2180 |
1.1370 |
0.0810 |
7.1% |
0.0040 |
0.4% |
4% |
False |
True |
15 |
| 80 |
1.2180 |
1.1370 |
0.0810 |
7.1% |
0.0040 |
0.4% |
4% |
False |
True |
12 |
| 100 |
1.2180 |
1.1370 |
0.0810 |
7.1% |
0.0036 |
0.3% |
4% |
False |
True |
10 |
| 120 |
1.2180 |
1.1313 |
0.0868 |
7.6% |
0.0033 |
0.3% |
11% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1745 |
|
2.618 |
1.1629 |
|
1.618 |
1.1557 |
|
1.000 |
1.1513 |
|
0.618 |
1.1486 |
|
HIGH |
1.1442 |
|
0.618 |
1.1414 |
|
0.500 |
1.1406 |
|
0.382 |
1.1397 |
|
LOW |
1.1370 |
|
0.618 |
1.1326 |
|
1.000 |
1.1299 |
|
1.618 |
1.1254 |
|
2.618 |
1.1183 |
|
4.250 |
1.1066 |
|
|
| Fisher Pivots for day following 14-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1406 |
1.1445 |
| PP |
1.1406 |
1.1432 |
| S1 |
1.1406 |
1.1419 |
|