CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 19-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2024 |
19-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1417 |
1.1478 |
0.0061 |
0.5% |
1.1576 |
| High |
1.1473 |
1.1507 |
0.0035 |
0.3% |
1.1576 |
| Low |
1.1415 |
1.1460 |
0.0046 |
0.4% |
1.1370 |
| Close |
1.1470 |
1.1479 |
0.0010 |
0.1% |
1.1420 |
| Range |
0.0058 |
0.0047 |
-0.0011 |
-19.0% |
0.0206 |
| ATR |
0.0059 |
0.0059 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
24 |
42 |
18 |
75.0% |
220 |
|
| Daily Pivots for day following 19-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1623 |
1.1598 |
1.1505 |
|
| R3 |
1.1576 |
1.1551 |
1.1492 |
|
| R2 |
1.1529 |
1.1529 |
1.1488 |
|
| R1 |
1.1504 |
1.1504 |
1.1483 |
1.1517 |
| PP |
1.1482 |
1.1482 |
1.1482 |
1.1488 |
| S1 |
1.1457 |
1.1457 |
1.1475 |
1.1470 |
| S2 |
1.1435 |
1.1435 |
1.1470 |
|
| S3 |
1.1388 |
1.1410 |
1.1466 |
|
| S4 |
1.1341 |
1.1363 |
1.1453 |
|
|
| 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 |
1.1507 |
1.1370 |
0.0137 |
1.2% |
0.0057 |
0.5% |
80% |
True |
False |
46 |
| 10 |
1.1655 |
1.1370 |
0.0285 |
2.5% |
0.0062 |
0.5% |
38% |
False |
False |
38 |
| 20 |
1.1757 |
1.1370 |
0.0387 |
3.4% |
0.0042 |
0.4% |
28% |
False |
False |
25 |
| 40 |
1.2108 |
1.1370 |
0.0738 |
6.4% |
0.0042 |
0.4% |
15% |
False |
False |
18 |
| 60 |
1.2180 |
1.1370 |
0.0810 |
7.1% |
0.0041 |
0.4% |
13% |
False |
False |
17 |
| 80 |
1.2180 |
1.1370 |
0.0810 |
7.1% |
0.0040 |
0.4% |
13% |
False |
False |
14 |
| 100 |
1.2180 |
1.1370 |
0.0810 |
7.1% |
0.0037 |
0.3% |
13% |
False |
False |
12 |
| 120 |
1.2180 |
1.1370 |
0.0810 |
7.1% |
0.0034 |
0.3% |
13% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1707 |
|
2.618 |
1.1630 |
|
1.618 |
1.1583 |
|
1.000 |
1.1554 |
|
0.618 |
1.1536 |
|
HIGH |
1.1507 |
|
0.618 |
1.1489 |
|
0.500 |
1.1484 |
|
0.382 |
1.1478 |
|
LOW |
1.1460 |
|
0.618 |
1.1431 |
|
1.000 |
1.1413 |
|
1.618 |
1.1384 |
|
2.618 |
1.1337 |
|
4.250 |
1.1260 |
|
|
| Fisher Pivots for day following 19-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1484 |
1.1467 |
| PP |
1.1482 |
1.1455 |
| S1 |
1.1481 |
1.1443 |
|