CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 29-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2024 |
29-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1432 |
1.1462 |
0.0030 |
0.3% |
1.1370 |
| High |
1.1505 |
1.1506 |
0.0001 |
0.0% |
1.1506 |
| Low |
1.1430 |
1.1440 |
0.0011 |
0.1% |
1.1364 |
| Close |
1.1481 |
1.1488 |
0.0007 |
0.1% |
1.1488 |
| Range |
0.0076 |
0.0066 |
-0.0010 |
-13.2% |
0.0142 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
257 |
130 |
-127 |
-49.4% |
699 |
|
| Daily Pivots for day following 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1674 |
1.1646 |
1.1524 |
|
| R3 |
1.1609 |
1.1581 |
1.1506 |
|
| R2 |
1.1543 |
1.1543 |
1.1500 |
|
| R1 |
1.1515 |
1.1515 |
1.1494 |
1.1529 |
| PP |
1.1478 |
1.1478 |
1.1478 |
1.1485 |
| S1 |
1.1450 |
1.1450 |
1.1481 |
1.1464 |
| S2 |
1.1412 |
1.1412 |
1.1475 |
|
| S3 |
1.1347 |
1.1384 |
1.1469 |
|
| S4 |
1.1281 |
1.1319 |
1.1451 |
|
|
| Weekly Pivots for week ending 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1877 |
1.1824 |
1.1565 |
|
| R3 |
1.1735 |
1.1682 |
1.1526 |
|
| R2 |
1.1594 |
1.1594 |
1.1513 |
|
| R1 |
1.1541 |
1.1541 |
1.1500 |
1.1567 |
| PP |
1.1452 |
1.1452 |
1.1452 |
1.1466 |
| S1 |
1.1399 |
1.1399 |
1.1475 |
1.1426 |
| S2 |
1.1311 |
1.1311 |
1.1462 |
|
| S3 |
1.1169 |
1.1258 |
1.1449 |
|
| S4 |
1.1028 |
1.1116 |
1.1410 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1506 |
1.1310 |
0.0196 |
1.7% |
0.0079 |
0.7% |
91% |
True |
False |
200 |
| 10 |
1.1507 |
1.1310 |
0.0198 |
1.7% |
0.0067 |
0.6% |
90% |
False |
False |
124 |
| 20 |
1.1757 |
1.1310 |
0.0448 |
3.9% |
0.0062 |
0.5% |
40% |
False |
False |
77 |
| 40 |
1.1964 |
1.1310 |
0.0655 |
5.7% |
0.0046 |
0.4% |
27% |
False |
False |
43 |
| 60 |
1.2180 |
1.1310 |
0.0871 |
7.6% |
0.0045 |
0.4% |
20% |
False |
False |
34 |
| 80 |
1.2180 |
1.1310 |
0.0871 |
7.6% |
0.0043 |
0.4% |
20% |
False |
False |
27 |
| 100 |
1.2180 |
1.1310 |
0.0871 |
7.6% |
0.0041 |
0.4% |
20% |
False |
False |
22 |
| 120 |
1.2180 |
1.1310 |
0.0871 |
7.6% |
0.0036 |
0.3% |
20% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1784 |
|
2.618 |
1.1677 |
|
1.618 |
1.1611 |
|
1.000 |
1.1571 |
|
0.618 |
1.1546 |
|
HIGH |
1.1506 |
|
0.618 |
1.1480 |
|
0.500 |
1.1473 |
|
0.382 |
1.1465 |
|
LOW |
1.1440 |
|
0.618 |
1.1400 |
|
1.000 |
1.1375 |
|
1.618 |
1.1334 |
|
2.618 |
1.1269 |
|
4.250 |
1.1162 |
|
|
| Fisher Pivots for day following 29-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1483 |
1.1476 |
| PP |
1.1478 |
1.1464 |
| S1 |
1.1473 |
1.1453 |
|