CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 15-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2024 |
15-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1442 |
1.1383 |
-0.0059 |
-0.5% |
1.1576 |
| High |
1.1442 |
1.1439 |
-0.0003 |
0.0% |
1.1576 |
| Low |
1.1370 |
1.1380 |
0.0010 |
0.1% |
1.1370 |
| Close |
1.1406 |
1.1420 |
0.0014 |
0.1% |
1.1420 |
| Range |
0.0072 |
0.0060 |
-0.0012 |
-16.8% |
0.0206 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
0.0% |
0.0000 |
| Volume |
64 |
90 |
26 |
40.6% |
220 |
|
| Daily Pivots for day following 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1591 |
1.1565 |
1.1452 |
|
| R3 |
1.1532 |
1.1505 |
1.1436 |
|
| R2 |
1.1472 |
1.1472 |
1.1430 |
|
| R1 |
1.1446 |
1.1446 |
1.1425 |
1.1459 |
| PP |
1.1413 |
1.1413 |
1.1413 |
1.1419 |
| S1 |
1.1386 |
1.1386 |
1.1414 |
1.1400 |
| S2 |
1.1353 |
1.1353 |
1.1409 |
|
| S3 |
1.1294 |
1.1327 |
1.1403 |
|
| S4 |
1.1234 |
1.1267 |
1.1387 |
|
|
| Weekly Pivots for week ending 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2073 |
1.1952 |
1.1533 |
|
| R3 |
1.1867 |
1.1746 |
1.1476 |
|
| R2 |
1.1661 |
1.1661 |
1.1457 |
|
| R1 |
1.1540 |
1.1540 |
1.1438 |
1.1498 |
| PP |
1.1455 |
1.1455 |
1.1455 |
1.1434 |
| S1 |
1.1334 |
1.1334 |
1.1401 |
1.1292 |
| S2 |
1.1249 |
1.1249 |
1.1382 |
|
| S3 |
1.1043 |
1.1128 |
1.1363 |
|
| S4 |
1.0837 |
1.0922 |
1.1306 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1576 |
1.1370 |
0.0206 |
1.8% |
0.0056 |
0.5% |
24% |
False |
False |
44 |
| 10 |
1.1757 |
1.1370 |
0.0387 |
3.4% |
0.0053 |
0.5% |
13% |
False |
False |
33 |
| 20 |
1.1768 |
1.1370 |
0.0398 |
3.5% |
0.0040 |
0.3% |
12% |
False |
False |
23 |
| 40 |
1.2108 |
1.1370 |
0.0738 |
6.5% |
0.0042 |
0.4% |
7% |
False |
False |
18 |
| 60 |
1.2180 |
1.1370 |
0.0810 |
7.1% |
0.0041 |
0.4% |
6% |
False |
False |
16 |
| 80 |
1.2180 |
1.1370 |
0.0810 |
7.1% |
0.0040 |
0.4% |
6% |
False |
False |
13 |
| 100 |
1.2180 |
1.1370 |
0.0810 |
7.1% |
0.0036 |
0.3% |
6% |
False |
False |
11 |
| 120 |
1.2180 |
1.1313 |
0.0868 |
7.6% |
0.0033 |
0.3% |
12% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1692 |
|
2.618 |
1.1595 |
|
1.618 |
1.1535 |
|
1.000 |
1.1499 |
|
0.618 |
1.1476 |
|
HIGH |
1.1439 |
|
0.618 |
1.1416 |
|
0.500 |
1.1409 |
|
0.382 |
1.1402 |
|
LOW |
1.1380 |
|
0.618 |
1.1343 |
|
1.000 |
1.1320 |
|
1.618 |
1.1283 |
|
2.618 |
1.1224 |
|
4.250 |
1.1127 |
|
|
| Fisher Pivots for day following 15-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1416 |
1.1428 |
| PP |
1.1413 |
1.1425 |
| S1 |
1.1409 |
1.1422 |
|