CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 21-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2024 |
21-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1480 |
1.1463 |
-0.0017 |
-0.1% |
1.1576 |
| High |
1.1480 |
1.1482 |
0.0003 |
0.0% |
1.1576 |
| Low |
1.1433 |
1.1422 |
-0.0012 |
-0.1% |
1.1370 |
| Close |
1.1458 |
1.1429 |
-0.0029 |
-0.3% |
1.1420 |
| Range |
0.0047 |
0.0061 |
0.0014 |
30.1% |
0.0206 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
0.3% |
0.0000 |
| Volume |
41 |
49 |
8 |
19.5% |
220 |
|
| Daily Pivots for day following 21-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1626 |
1.1588 |
1.1462 |
|
| R3 |
1.1565 |
1.1527 |
1.1445 |
|
| R2 |
1.1505 |
1.1505 |
1.1440 |
|
| R1 |
1.1467 |
1.1467 |
1.1434 |
1.1455 |
| PP |
1.1444 |
1.1444 |
1.1444 |
1.1438 |
| S1 |
1.1406 |
1.1406 |
1.1423 |
1.1395 |
| S2 |
1.1384 |
1.1384 |
1.1417 |
|
| S3 |
1.1323 |
1.1346 |
1.1412 |
|
| S4 |
1.1263 |
1.1285 |
1.1395 |
|
|
| 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 |
1.1380 |
0.0128 |
1.1% |
0.0054 |
0.5% |
38% |
False |
False |
49 |
| 10 |
1.1655 |
1.1370 |
0.0285 |
2.5% |
0.0058 |
0.5% |
21% |
False |
False |
37 |
| 20 |
1.1757 |
1.1370 |
0.0387 |
3.4% |
0.0047 |
0.4% |
15% |
False |
False |
29 |
| 40 |
1.2108 |
1.1370 |
0.0738 |
6.5% |
0.0041 |
0.4% |
8% |
False |
False |
20 |
| 60 |
1.2180 |
1.1370 |
0.0810 |
7.1% |
0.0042 |
0.4% |
7% |
False |
False |
18 |
| 80 |
1.2180 |
1.1370 |
0.0810 |
7.1% |
0.0041 |
0.4% |
7% |
False |
False |
15 |
| 100 |
1.2180 |
1.1370 |
0.0810 |
7.1% |
0.0038 |
0.3% |
7% |
False |
False |
12 |
| 120 |
1.2180 |
1.1370 |
0.0810 |
7.1% |
0.0034 |
0.3% |
7% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1739 |
|
2.618 |
1.1640 |
|
1.618 |
1.1580 |
|
1.000 |
1.1543 |
|
0.618 |
1.1519 |
|
HIGH |
1.1482 |
|
0.618 |
1.1459 |
|
0.500 |
1.1452 |
|
0.382 |
1.1445 |
|
LOW |
1.1422 |
|
0.618 |
1.1384 |
|
1.000 |
1.1361 |
|
1.618 |
1.1324 |
|
2.618 |
1.1263 |
|
4.250 |
1.1164 |
|
|
| Fisher Pivots for day following 21-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1452 |
1.1464 |
| PP |
1.1444 |
1.1452 |
| S1 |
1.1436 |
1.1440 |
|