CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 27-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2024 |
27-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1410 |
1.1432 |
0.0022 |
0.2% |
1.1417 |
| High |
1.1444 |
1.1505 |
0.0062 |
0.5% |
1.1507 |
| Low |
1.1400 |
1.1430 |
0.0030 |
0.3% |
1.1310 |
| Close |
1.1414 |
1.1481 |
0.0068 |
0.6% |
1.1325 |
| Range |
0.0044 |
0.0076 |
0.0032 |
73.6% |
0.0198 |
| ATR |
0.0065 |
0.0067 |
0.0002 |
2.9% |
0.0000 |
| Volume |
130 |
257 |
127 |
97.7% |
457 |
|
| Daily Pivots for day following 27-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1698 |
1.1665 |
1.1523 |
|
| R3 |
1.1623 |
1.1590 |
1.1502 |
|
| R2 |
1.1547 |
1.1547 |
1.1495 |
|
| R1 |
1.1514 |
1.1514 |
1.1488 |
1.1531 |
| PP |
1.1472 |
1.1472 |
1.1472 |
1.1480 |
| S1 |
1.1439 |
1.1439 |
1.1474 |
1.1455 |
| S2 |
1.1396 |
1.1396 |
1.1467 |
|
| S3 |
1.1321 |
1.1363 |
1.1460 |
|
| S4 |
1.1245 |
1.1288 |
1.1439 |
|
|
| 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 |
1.1505 |
1.1310 |
0.0196 |
1.7% |
0.0078 |
0.7% |
88% |
True |
False |
183 |
| 10 |
1.1507 |
1.1310 |
0.0198 |
1.7% |
0.0067 |
0.6% |
87% |
False |
False |
118 |
| 20 |
1.1757 |
1.1310 |
0.0448 |
3.9% |
0.0059 |
0.5% |
38% |
False |
False |
70 |
| 40 |
1.1964 |
1.1310 |
0.0655 |
5.7% |
0.0044 |
0.4% |
26% |
False |
False |
40 |
| 60 |
1.2180 |
1.1310 |
0.0871 |
7.6% |
0.0044 |
0.4% |
20% |
False |
False |
32 |
| 80 |
1.2180 |
1.1310 |
0.0871 |
7.6% |
0.0042 |
0.4% |
20% |
False |
False |
26 |
| 100 |
1.2180 |
1.1310 |
0.0871 |
7.6% |
0.0040 |
0.4% |
20% |
False |
False |
21 |
| 120 |
1.2180 |
1.1310 |
0.0871 |
7.6% |
0.0036 |
0.3% |
20% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1826 |
|
2.618 |
1.1703 |
|
1.618 |
1.1627 |
|
1.000 |
1.1581 |
|
0.618 |
1.1552 |
|
HIGH |
1.1505 |
|
0.618 |
1.1476 |
|
0.500 |
1.1467 |
|
0.382 |
1.1458 |
|
LOW |
1.1430 |
|
0.618 |
1.1383 |
|
1.000 |
1.1354 |
|
1.618 |
1.1307 |
|
2.618 |
1.1232 |
|
4.250 |
1.1109 |
|
|
| Fisher Pivots for day following 27-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1476 |
1.1466 |
| PP |
1.1472 |
1.1450 |
| S1 |
1.1467 |
1.1435 |
|