CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 03-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2024 |
03-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1500 |
1.1413 |
-0.0087 |
-0.8% |
1.1370 |
| High |
1.1500 |
1.1455 |
-0.0045 |
-0.4% |
1.1506 |
| Low |
1.1393 |
1.1385 |
-0.0008 |
-0.1% |
1.1364 |
| Close |
1.1414 |
1.1417 |
0.0004 |
0.0% |
1.1488 |
| Range |
0.0107 |
0.0070 |
-0.0037 |
-34.6% |
0.0142 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
0.0% |
0.0000 |
| Volume |
555 |
1,503 |
948 |
170.8% |
699 |
|
| Daily Pivots for day following 03-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1629 |
1.1593 |
1.1456 |
|
| R3 |
1.1559 |
1.1523 |
1.1436 |
|
| R2 |
1.1489 |
1.1489 |
1.1430 |
|
| R1 |
1.1453 |
1.1453 |
1.1423 |
1.1471 |
| PP |
1.1419 |
1.1419 |
1.1419 |
1.1428 |
| S1 |
1.1383 |
1.1383 |
1.1411 |
1.1401 |
| S2 |
1.1349 |
1.1349 |
1.1404 |
|
| S3 |
1.1279 |
1.1313 |
1.1398 |
|
| S4 |
1.1209 |
1.1243 |
1.1379 |
|
|
| 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 |
1.1385 |
0.0121 |
1.1% |
0.0072 |
0.6% |
27% |
False |
True |
515 |
| 10 |
1.1507 |
1.1310 |
0.0198 |
1.7% |
0.0073 |
0.6% |
54% |
False |
False |
319 |
| 20 |
1.1757 |
1.1310 |
0.0448 |
3.9% |
0.0065 |
0.6% |
24% |
False |
False |
176 |
| 40 |
1.1881 |
1.1310 |
0.0572 |
5.0% |
0.0045 |
0.4% |
19% |
False |
False |
94 |
| 60 |
1.2130 |
1.1310 |
0.0821 |
7.2% |
0.0046 |
0.4% |
13% |
False |
False |
69 |
| 80 |
1.2180 |
1.1310 |
0.0871 |
7.6% |
0.0044 |
0.4% |
12% |
False |
False |
53 |
| 100 |
1.2180 |
1.1310 |
0.0871 |
7.6% |
0.0042 |
0.4% |
12% |
False |
False |
43 |
| 120 |
1.2180 |
1.1310 |
0.0871 |
7.6% |
0.0038 |
0.3% |
12% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1753 |
|
2.618 |
1.1638 |
|
1.618 |
1.1568 |
|
1.000 |
1.1525 |
|
0.618 |
1.1498 |
|
HIGH |
1.1455 |
|
0.618 |
1.1428 |
|
0.500 |
1.1420 |
|
0.382 |
1.1412 |
|
LOW |
1.1385 |
|
0.618 |
1.1342 |
|
1.000 |
1.1315 |
|
1.618 |
1.1272 |
|
2.618 |
1.1202 |
|
4.250 |
1.1088 |
|
|
| Fisher Pivots for day following 03-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1420 |
1.1445 |
| PP |
1.1419 |
1.1436 |
| S1 |
1.1418 |
1.1426 |
|