CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 09-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2024 |
09-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1512 |
1.1506 |
-0.0007 |
-0.1% |
1.1500 |
| High |
1.1580 |
1.1543 |
-0.0037 |
-0.3% |
1.1580 |
| Low |
1.1494 |
1.1484 |
-0.0010 |
-0.1% |
1.1385 |
| Close |
1.1504 |
1.1506 |
0.0002 |
0.0% |
1.1504 |
| Range |
0.0087 |
0.0059 |
-0.0028 |
-31.8% |
0.0195 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
3,986 |
35,990 |
32,004 |
802.9% |
10,592 |
|
| Daily Pivots for day following 09-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1688 |
1.1656 |
1.1538 |
|
| R3 |
1.1629 |
1.1597 |
1.1522 |
|
| R2 |
1.1570 |
1.1570 |
1.1516 |
|
| R1 |
1.1538 |
1.1538 |
1.1511 |
1.1535 |
| PP |
1.1511 |
1.1511 |
1.1511 |
1.1510 |
| S1 |
1.1479 |
1.1479 |
1.1500 |
1.1476 |
| S2 |
1.1452 |
1.1452 |
1.1495 |
|
| S3 |
1.1393 |
1.1420 |
1.1489 |
|
| S4 |
1.1334 |
1.1361 |
1.1473 |
|
|
| 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% |
0.0075 |
0.6% |
62% |
False |
False |
9,205 |
| 10 |
1.1580 |
1.1364 |
0.0216 |
1.9% |
0.0074 |
0.6% |
66% |
False |
False |
4,728 |
| 20 |
1.1580 |
1.1310 |
0.0271 |
2.4% |
0.0068 |
0.6% |
72% |
False |
False |
2,397 |
| 40 |
1.1833 |
1.1310 |
0.0523 |
4.5% |
0.0050 |
0.4% |
37% |
False |
False |
1,206 |
| 60 |
1.2130 |
1.1310 |
0.0821 |
7.1% |
0.0049 |
0.4% |
24% |
False |
False |
809 |
| 80 |
1.2180 |
1.1310 |
0.0871 |
7.6% |
0.0047 |
0.4% |
23% |
False |
False |
610 |
| 100 |
1.2180 |
1.1310 |
0.0871 |
7.6% |
0.0045 |
0.4% |
23% |
False |
False |
488 |
| 120 |
1.2180 |
1.1310 |
0.0871 |
7.6% |
0.0040 |
0.3% |
23% |
False |
False |
407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1794 |
|
2.618 |
1.1697 |
|
1.618 |
1.1638 |
|
1.000 |
1.1602 |
|
0.618 |
1.1579 |
|
HIGH |
1.1543 |
|
0.618 |
1.1520 |
|
0.500 |
1.1514 |
|
0.382 |
1.1507 |
|
LOW |
1.1484 |
|
0.618 |
1.1448 |
|
1.000 |
1.1425 |
|
1.618 |
1.1389 |
|
2.618 |
1.1330 |
|
4.250 |
1.1233 |
|
|
| Fisher Pivots for day following 09-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1514 |
1.1505 |
| PP |
1.1511 |
1.1504 |
| S1 |
1.1508 |
1.1504 |
|