CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 12-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2024 |
12-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1451 |
1.1430 |
-0.0021 |
-0.2% |
1.1500 |
| High |
1.1471 |
1.1459 |
-0.0012 |
-0.1% |
1.1580 |
| Low |
1.1416 |
1.1303 |
-0.0113 |
-1.0% |
1.1385 |
| Close |
1.1423 |
1.1338 |
-0.0085 |
-0.7% |
1.1504 |
| Range |
0.0055 |
0.0156 |
0.0101 |
185.3% |
0.0195 |
| ATR |
0.0071 |
0.0077 |
0.0006 |
8.6% |
0.0000 |
| Volume |
42,158 |
41,170 |
-988 |
-2.3% |
10,592 |
|
| Daily Pivots for day following 12-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1833 |
1.1741 |
1.1424 |
|
| R3 |
1.1678 |
1.1586 |
1.1381 |
|
| R2 |
1.1522 |
1.1522 |
1.1367 |
|
| R1 |
1.1430 |
1.1430 |
1.1352 |
1.1398 |
| PP |
1.1367 |
1.1367 |
1.1367 |
1.1351 |
| S1 |
1.1275 |
1.1275 |
1.1324 |
1.1243 |
| S2 |
1.1211 |
1.1211 |
1.1309 |
|
| S3 |
1.1056 |
1.1119 |
1.1295 |
|
| S4 |
1.0900 |
1.0964 |
1.1252 |
|
|
| 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 |
1.1303 |
0.0277 |
2.4% |
0.0087 |
0.8% |
13% |
False |
True |
29,454 |
| 10 |
1.1580 |
1.1303 |
0.0277 |
2.4% |
0.0084 |
0.7% |
13% |
False |
True |
15,400 |
| 20 |
1.1580 |
1.1303 |
0.0277 |
2.4% |
0.0075 |
0.7% |
13% |
False |
True |
7,759 |
| 40 |
1.1773 |
1.1303 |
0.0470 |
4.1% |
0.0056 |
0.5% |
7% |
False |
True |
3,887 |
| 60 |
1.2108 |
1.1303 |
0.0805 |
7.1% |
0.0053 |
0.5% |
4% |
False |
True |
2,597 |
| 80 |
1.2180 |
1.1303 |
0.0877 |
7.7% |
0.0049 |
0.4% |
4% |
False |
True |
1,950 |
| 100 |
1.2180 |
1.1303 |
0.0877 |
7.7% |
0.0048 |
0.4% |
4% |
False |
True |
1,561 |
| 120 |
1.2180 |
1.1303 |
0.0877 |
7.7% |
0.0042 |
0.4% |
4% |
False |
True |
1,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2119 |
|
2.618 |
1.1866 |
|
1.618 |
1.1710 |
|
1.000 |
1.1614 |
|
0.618 |
1.1555 |
|
HIGH |
1.1459 |
|
0.618 |
1.1399 |
|
0.500 |
1.1381 |
|
0.382 |
1.1362 |
|
LOW |
1.1303 |
|
0.618 |
1.1207 |
|
1.000 |
1.1148 |
|
1.618 |
1.1051 |
|
2.618 |
1.0896 |
|
4.250 |
1.0642 |
|
|
| Fisher Pivots for day following 12-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1381 |
1.1414 |
| PP |
1.1367 |
1.1389 |
| S1 |
1.1352 |
1.1363 |
|