CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 25-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2024 |
25-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1438 |
1.1370 |
-0.0068 |
-0.6% |
1.1417 |
| High |
1.1442 |
1.1442 |
0.0000 |
0.0% |
1.1507 |
| Low |
1.1310 |
1.1364 |
0.0055 |
0.5% |
1.1310 |
| Close |
1.1325 |
1.1435 |
0.0111 |
1.0% |
1.1325 |
| Range |
0.0132 |
0.0078 |
-0.0055 |
-41.3% |
0.0198 |
| ATR |
0.0063 |
0.0067 |
0.0004 |
6.1% |
0.0000 |
| Volume |
301 |
182 |
-119 |
-39.5% |
457 |
|
| Daily Pivots for day following 25-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1646 |
1.1618 |
1.1478 |
|
| R3 |
1.1569 |
1.1541 |
1.1456 |
|
| R2 |
1.1491 |
1.1491 |
1.1449 |
|
| R1 |
1.1463 |
1.1463 |
1.1442 |
1.1477 |
| PP |
1.1414 |
1.1414 |
1.1414 |
1.1421 |
| S1 |
1.1386 |
1.1386 |
1.1428 |
1.1400 |
| S2 |
1.1336 |
1.1336 |
1.1421 |
|
| S3 |
1.1259 |
1.1308 |
1.1414 |
|
| S4 |
1.1181 |
1.1231 |
1.1392 |
|
|
| Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1973 |
1.1846 |
1.1433 |
|
| R3 |
1.1775 |
1.1649 |
1.1379 |
|
| R2 |
1.1578 |
1.1578 |
1.1361 |
|
| R1 |
1.1451 |
1.1451 |
1.1343 |
1.1416 |
| PP |
1.1380 |
1.1380 |
1.1380 |
1.1363 |
| S1 |
1.1254 |
1.1254 |
1.1306 |
1.1218 |
| S2 |
1.1183 |
1.1183 |
1.1288 |
|
| S3 |
1.0985 |
1.1056 |
1.1270 |
|
| S4 |
1.0788 |
1.0859 |
1.1216 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1507 |
1.1310 |
0.0198 |
1.7% |
0.0073 |
0.6% |
64% |
False |
False |
123 |
| 10 |
1.1520 |
1.1310 |
0.0211 |
1.8% |
0.0064 |
0.6% |
60% |
False |
False |
83 |
| 20 |
1.1757 |
1.1310 |
0.0448 |
3.9% |
0.0053 |
0.5% |
28% |
False |
False |
51 |
| 40 |
1.2032 |
1.1310 |
0.0722 |
6.3% |
0.0043 |
0.4% |
17% |
False |
False |
32 |
| 60 |
1.2180 |
1.1310 |
0.0871 |
7.6% |
0.0044 |
0.4% |
14% |
False |
False |
26 |
| 80 |
1.2180 |
1.1310 |
0.0871 |
7.6% |
0.0041 |
0.4% |
14% |
False |
False |
21 |
| 100 |
1.2180 |
1.1310 |
0.0871 |
7.6% |
0.0040 |
0.3% |
14% |
False |
False |
17 |
| 120 |
1.2180 |
1.1310 |
0.0871 |
7.6% |
0.0036 |
0.3% |
14% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1771 |
|
2.618 |
1.1644 |
|
1.618 |
1.1567 |
|
1.000 |
1.1519 |
|
0.618 |
1.1489 |
|
HIGH |
1.1442 |
|
0.618 |
1.1412 |
|
0.500 |
1.1403 |
|
0.382 |
1.1394 |
|
LOW |
1.1364 |
|
0.618 |
1.1316 |
|
1.000 |
1.1287 |
|
1.618 |
1.1239 |
|
2.618 |
1.1161 |
|
4.250 |
1.1035 |
|
|
| Fisher Pivots for day following 25-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1424 |
1.1422 |
| PP |
1.1414 |
1.1409 |
| S1 |
1.1403 |
1.1396 |
|