CME Swiss Franc Future March 2025
Trading Metrics calculated at close of trading on 04-Dec-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2024 |
04-Dec-2024 |
Change |
Change % |
Previous Week |
Open |
1.1413 |
1.1412 |
-0.0001 |
0.0% |
1.1370 |
High |
1.1455 |
1.1461 |
0.0006 |
0.0% |
1.1506 |
Low |
1.1385 |
1.1395 |
0.0010 |
0.1% |
1.1364 |
Close |
1.1417 |
1.1444 |
0.0027 |
0.2% |
1.1488 |
Range |
0.0070 |
0.0066 |
-0.0005 |
-6.4% |
0.0142 |
ATR |
0.0070 |
0.0070 |
0.0000 |
-0.5% |
0.0000 |
Volume |
1,503 |
2,568 |
1,065 |
70.9% |
699 |
|
Daily Pivots for day following 04-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1630 |
1.1602 |
1.1480 |
|
R3 |
1.1564 |
1.1537 |
1.1462 |
|
R2 |
1.1499 |
1.1499 |
1.1456 |
|
R1 |
1.1471 |
1.1471 |
1.1450 |
1.1485 |
PP |
1.1433 |
1.1433 |
1.1433 |
1.1440 |
S1 |
1.1406 |
1.1406 |
1.1437 |
1.1419 |
S2 |
1.1368 |
1.1368 |
1.1431 |
|
S3 |
1.1302 |
1.1340 |
1.1425 |
|
S4 |
1.1237 |
1.1275 |
1.1407 |
|
|
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% |
0.0077 |
0.7% |
49% |
False |
False |
1,002 |
10 |
1.1506 |
1.1310 |
0.0196 |
1.7% |
0.0074 |
0.6% |
68% |
False |
False |
571 |
20 |
1.1655 |
1.1310 |
0.0345 |
3.0% |
0.0068 |
0.6% |
39% |
False |
False |
305 |
40 |
1.1881 |
1.1310 |
0.0572 |
5.0% |
0.0046 |
0.4% |
23% |
False |
False |
158 |
60 |
1.2130 |
1.1310 |
0.0821 |
7.2% |
0.0047 |
0.4% |
16% |
False |
False |
110 |
80 |
1.2180 |
1.1310 |
0.0871 |
7.6% |
0.0044 |
0.4% |
15% |
False |
False |
85 |
100 |
1.2180 |
1.1310 |
0.0871 |
7.6% |
0.0043 |
0.4% |
15% |
False |
False |
68 |
120 |
1.2180 |
1.1310 |
0.0871 |
7.6% |
0.0038 |
0.3% |
15% |
False |
False |
57 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1739 |
2.618 |
1.1632 |
1.618 |
1.1566 |
1.000 |
1.1526 |
0.618 |
1.1501 |
HIGH |
1.1461 |
0.618 |
1.1435 |
0.500 |
1.1428 |
0.382 |
1.1420 |
LOW |
1.1395 |
0.618 |
1.1355 |
1.000 |
1.1330 |
1.618 |
1.1289 |
2.618 |
1.1224 |
4.250 |
1.1117 |
|
|
Fisher Pivots for day following 04-Dec-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1438 |
1.1443 |
PP |
1.1433 |
1.1443 |
S1 |
1.1428 |
1.1442 |
|