CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 02-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2024 |
02-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1462 |
1.1500 |
0.0038 |
0.3% |
1.1370 |
| High |
1.1506 |
1.1500 |
-0.0006 |
-0.1% |
1.1506 |
| Low |
1.1440 |
1.1393 |
-0.0048 |
-0.4% |
1.1364 |
| Close |
1.1488 |
1.1414 |
-0.0074 |
-0.6% |
1.1488 |
| Range |
0.0066 |
0.0107 |
0.0042 |
63.4% |
0.0142 |
| ATR |
0.0067 |
0.0070 |
0.0003 |
4.2% |
0.0000 |
| Volume |
130 |
555 |
425 |
326.9% |
699 |
|
| Daily Pivots for day following 02-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1756 |
1.1692 |
1.1472 |
|
| R3 |
1.1649 |
1.1585 |
1.1443 |
|
| R2 |
1.1542 |
1.1542 |
1.1433 |
|
| R1 |
1.1478 |
1.1478 |
1.1423 |
1.1457 |
| PP |
1.1435 |
1.1435 |
1.1435 |
1.1425 |
| S1 |
1.1371 |
1.1371 |
1.1404 |
1.1350 |
| S2 |
1.1328 |
1.1328 |
1.1394 |
|
| S3 |
1.1221 |
1.1264 |
1.1384 |
|
| S4 |
1.1114 |
1.1157 |
1.1355 |
|
|
| 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 |
1.1364 |
0.0142 |
1.2% |
0.0074 |
0.6% |
35% |
False |
False |
250 |
| 10 |
1.1507 |
1.1310 |
0.0198 |
1.7% |
0.0071 |
0.6% |
53% |
False |
False |
171 |
| 20 |
1.1757 |
1.1310 |
0.0448 |
3.9% |
0.0062 |
0.5% |
23% |
False |
False |
102 |
| 40 |
1.1921 |
1.1310 |
0.0612 |
5.4% |
0.0045 |
0.4% |
17% |
False |
False |
56 |
| 60 |
1.2130 |
1.1310 |
0.0821 |
7.2% |
0.0045 |
0.4% |
13% |
False |
False |
44 |
| 80 |
1.2180 |
1.1310 |
0.0871 |
7.6% |
0.0044 |
0.4% |
12% |
False |
False |
34 |
| 100 |
1.2180 |
1.1310 |
0.0871 |
7.6% |
0.0042 |
0.4% |
12% |
False |
False |
28 |
| 120 |
1.2180 |
1.1310 |
0.0871 |
7.6% |
0.0037 |
0.3% |
12% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1954 |
|
2.618 |
1.1780 |
|
1.618 |
1.1673 |
|
1.000 |
1.1607 |
|
0.618 |
1.1566 |
|
HIGH |
1.1500 |
|
0.618 |
1.1459 |
|
0.500 |
1.1446 |
|
0.382 |
1.1433 |
|
LOW |
1.1393 |
|
0.618 |
1.1326 |
|
1.000 |
1.1286 |
|
1.618 |
1.1219 |
|
2.618 |
1.1112 |
|
4.250 |
1.0938 |
|
|
| Fisher Pivots for day following 02-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1446 |
1.1449 |
| PP |
1.1435 |
1.1437 |
| S1 |
1.1424 |
1.1425 |
|