CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 18-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2024 |
18-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1383 |
1.1417 |
0.0035 |
0.3% |
1.1576 |
| High |
1.1439 |
1.1473 |
0.0034 |
0.3% |
1.1576 |
| Low |
1.1380 |
1.1415 |
0.0035 |
0.3% |
1.1370 |
| Close |
1.1420 |
1.1470 |
0.0050 |
0.4% |
1.1420 |
| Range |
0.0060 |
0.0058 |
-0.0002 |
-2.5% |
0.0206 |
| ATR |
0.0060 |
0.0059 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
90 |
24 |
-66 |
-73.3% |
220 |
|
| Daily Pivots for day following 18-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1626 |
1.1606 |
1.1501 |
|
| R3 |
1.1568 |
1.1548 |
1.1485 |
|
| R2 |
1.1510 |
1.1510 |
1.1480 |
|
| R1 |
1.1490 |
1.1490 |
1.1475 |
1.1500 |
| PP |
1.1452 |
1.1452 |
1.1452 |
1.1457 |
| S1 |
1.1432 |
1.1432 |
1.1464 |
1.1442 |
| S2 |
1.1394 |
1.1394 |
1.1459 |
|
| S3 |
1.1336 |
1.1374 |
1.1454 |
|
| S4 |
1.1278 |
1.1316 |
1.1438 |
|
|
| 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 |
1.1520 |
1.1370 |
0.0150 |
1.3% |
0.0055 |
0.5% |
66% |
False |
False |
43 |
| 10 |
1.1757 |
1.1370 |
0.0387 |
3.4% |
0.0058 |
0.5% |
26% |
False |
False |
34 |
| 20 |
1.1757 |
1.1370 |
0.0387 |
3.4% |
0.0041 |
0.4% |
26% |
False |
False |
24 |
| 40 |
1.2108 |
1.1370 |
0.0738 |
6.4% |
0.0042 |
0.4% |
13% |
False |
False |
19 |
| 60 |
1.2180 |
1.1370 |
0.0810 |
7.1% |
0.0041 |
0.4% |
12% |
False |
False |
17 |
| 80 |
1.2180 |
1.1370 |
0.0810 |
7.1% |
0.0041 |
0.4% |
12% |
False |
False |
14 |
| 100 |
1.2180 |
1.1370 |
0.0810 |
7.1% |
0.0037 |
0.3% |
12% |
False |
False |
11 |
| 120 |
1.2180 |
1.1370 |
0.0810 |
7.1% |
0.0034 |
0.3% |
12% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1719 |
|
2.618 |
1.1624 |
|
1.618 |
1.1566 |
|
1.000 |
1.1531 |
|
0.618 |
1.1508 |
|
HIGH |
1.1473 |
|
0.618 |
1.1450 |
|
0.500 |
1.1444 |
|
0.382 |
1.1437 |
|
LOW |
1.1415 |
|
0.618 |
1.1379 |
|
1.000 |
1.1357 |
|
1.618 |
1.1321 |
|
2.618 |
1.1263 |
|
4.250 |
1.1168 |
|
|
| Fisher Pivots for day following 18-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1461 |
1.1453 |
| PP |
1.1452 |
1.1437 |
| S1 |
1.1444 |
1.1421 |
|