CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 06-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2024 |
06-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1440 |
1.1512 |
0.0072 |
0.6% |
1.1500 |
| High |
1.1520 |
1.1580 |
0.0061 |
0.5% |
1.1580 |
| Low |
1.1427 |
1.1494 |
0.0067 |
0.6% |
1.1385 |
| Close |
1.1519 |
1.1504 |
-0.0015 |
-0.1% |
1.1504 |
| Range |
0.0093 |
0.0087 |
-0.0006 |
-6.5% |
0.0195 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
1.5% |
0.0000 |
| Volume |
1,980 |
3,986 |
2,006 |
101.3% |
10,592 |
|
| Daily Pivots for day following 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1785 |
1.1731 |
1.1552 |
|
| R3 |
1.1699 |
1.1645 |
1.1528 |
|
| R2 |
1.1612 |
1.1612 |
1.1520 |
|
| R1 |
1.1558 |
1.1558 |
1.1512 |
1.1542 |
| PP |
1.1526 |
1.1526 |
1.1526 |
1.1518 |
| S1 |
1.1472 |
1.1472 |
1.1496 |
1.1456 |
| S2 |
1.1439 |
1.1439 |
1.1488 |
|
| S3 |
1.1353 |
1.1385 |
1.1480 |
|
| S4 |
1.1266 |
1.1299 |
1.1456 |
|
|
| Weekly Pivots for week ending 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2075 |
1.1984 |
1.1611 |
|
| R3 |
1.1880 |
1.1789 |
1.1558 |
|
| R2 |
1.1685 |
1.1685 |
1.1540 |
|
| R1 |
1.1594 |
1.1594 |
1.1522 |
1.1640 |
| PP |
1.1490 |
1.1490 |
1.1490 |
1.1512 |
| S1 |
1.1399 |
1.1399 |
1.1486 |
1.1445 |
| S2 |
1.1295 |
1.1295 |
1.1468 |
|
| S3 |
1.1100 |
1.1204 |
1.1450 |
|
| S4 |
1.0905 |
1.1009 |
1.1397 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1580 |
1.1385 |
0.0195 |
1.7% |
0.0084 |
0.7% |
61% |
True |
False |
2,118 |
| 10 |
1.1580 |
1.1310 |
0.0271 |
2.4% |
0.0082 |
0.7% |
72% |
True |
False |
1,159 |
| 20 |
1.1655 |
1.1310 |
0.0345 |
3.0% |
0.0070 |
0.6% |
56% |
False |
False |
598 |
| 40 |
1.1881 |
1.1310 |
0.0572 |
5.0% |
0.0050 |
0.4% |
34% |
False |
False |
307 |
| 60 |
1.2130 |
1.1310 |
0.0821 |
7.1% |
0.0049 |
0.4% |
24% |
False |
False |
210 |
| 80 |
1.2180 |
1.1310 |
0.0871 |
7.6% |
0.0047 |
0.4% |
22% |
False |
False |
160 |
| 100 |
1.2180 |
1.1310 |
0.0871 |
7.6% |
0.0045 |
0.4% |
22% |
False |
False |
128 |
| 120 |
1.2180 |
1.1310 |
0.0871 |
7.6% |
0.0039 |
0.3% |
22% |
False |
False |
107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1948 |
|
2.618 |
1.1806 |
|
1.618 |
1.1720 |
|
1.000 |
1.1667 |
|
0.618 |
1.1633 |
|
HIGH |
1.1580 |
|
0.618 |
1.1547 |
|
0.500 |
1.1537 |
|
0.382 |
1.1527 |
|
LOW |
1.1494 |
|
0.618 |
1.1440 |
|
1.000 |
1.1407 |
|
1.618 |
1.1354 |
|
2.618 |
1.1267 |
|
4.250 |
1.1126 |
|
|
| Fisher Pivots for day following 06-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1537 |
1.1499 |
| PP |
1.1526 |
1.1493 |
| S1 |
1.1515 |
1.1488 |
|