CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 20-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2024 |
20-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1478 |
1.1480 |
0.0002 |
0.0% |
1.1576 |
| High |
1.1507 |
1.1480 |
-0.0028 |
-0.2% |
1.1576 |
| Low |
1.1460 |
1.1433 |
-0.0027 |
-0.2% |
1.1370 |
| Close |
1.1479 |
1.1458 |
-0.0022 |
-0.2% |
1.1420 |
| Range |
0.0047 |
0.0047 |
-0.0001 |
-1.1% |
0.0206 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
42 |
41 |
-1 |
-2.4% |
220 |
|
| Daily Pivots for day following 20-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1596 |
1.1573 |
1.1483 |
|
| R3 |
1.1550 |
1.1527 |
1.1470 |
|
| R2 |
1.1503 |
1.1503 |
1.1466 |
|
| R1 |
1.1480 |
1.1480 |
1.1462 |
1.1469 |
| PP |
1.1457 |
1.1457 |
1.1457 |
1.1451 |
| S1 |
1.1434 |
1.1434 |
1.1453 |
1.1422 |
| S2 |
1.1410 |
1.1410 |
1.1449 |
|
| S3 |
1.1364 |
1.1387 |
1.1445 |
|
| S4 |
1.1317 |
1.1341 |
1.1432 |
|
|
| 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% |
64% |
False |
False |
52 |
| 10 |
1.1655 |
1.1370 |
0.0285 |
2.5% |
0.0058 |
0.5% |
31% |
False |
False |
34 |
| 20 |
1.1757 |
1.1370 |
0.0387 |
3.4% |
0.0045 |
0.4% |
23% |
False |
False |
27 |
| 40 |
1.2108 |
1.1370 |
0.0738 |
6.4% |
0.0040 |
0.3% |
12% |
False |
False |
19 |
| 60 |
1.2180 |
1.1370 |
0.0810 |
7.1% |
0.0041 |
0.4% |
11% |
False |
False |
17 |
| 80 |
1.2180 |
1.1370 |
0.0810 |
7.1% |
0.0040 |
0.4% |
11% |
False |
False |
15 |
| 100 |
1.2180 |
1.1370 |
0.0810 |
7.1% |
0.0038 |
0.3% |
11% |
False |
False |
12 |
| 120 |
1.2180 |
1.1370 |
0.0810 |
7.1% |
0.0034 |
0.3% |
11% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1677 |
|
2.618 |
1.1601 |
|
1.618 |
1.1555 |
|
1.000 |
1.1526 |
|
0.618 |
1.1508 |
|
HIGH |
1.1480 |
|
0.618 |
1.1462 |
|
0.500 |
1.1456 |
|
0.382 |
1.1451 |
|
LOW |
1.1433 |
|
0.618 |
1.1404 |
|
1.000 |
1.1387 |
|
1.618 |
1.1358 |
|
2.618 |
1.1311 |
|
4.250 |
1.1235 |
|
|
| Fisher Pivots for day following 20-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1457 |
1.1461 |
| PP |
1.1457 |
1.1460 |
| S1 |
1.1456 |
1.1459 |
|