CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 13-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2024 |
13-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1430 |
1.1331 |
-0.0099 |
-0.9% |
1.1506 |
| High |
1.1459 |
1.1335 |
-0.0124 |
-1.1% |
1.1543 |
| Low |
1.1303 |
1.1296 |
-0.0008 |
-0.1% |
1.1296 |
| Close |
1.1338 |
1.1319 |
-0.0019 |
-0.2% |
1.1319 |
| Range |
0.0156 |
0.0039 |
-0.0117 |
-74.9% |
0.0248 |
| ATR |
0.0077 |
0.0074 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
41,170 |
28,712 |
-12,458 |
-30.3% |
171,999 |
|
| Daily Pivots for day following 13-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1433 |
1.1415 |
1.1340 |
|
| R3 |
1.1394 |
1.1376 |
1.1330 |
|
| R2 |
1.1355 |
1.1355 |
1.1326 |
|
| R1 |
1.1337 |
1.1337 |
1.1323 |
1.1327 |
| PP |
1.1316 |
1.1316 |
1.1316 |
1.1311 |
| S1 |
1.1298 |
1.1298 |
1.1315 |
1.1288 |
| S2 |
1.1277 |
1.1277 |
1.1312 |
|
| S3 |
1.1238 |
1.1259 |
1.1308 |
|
| S4 |
1.1199 |
1.1220 |
1.1298 |
|
|
| Weekly Pivots for week ending 13-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2128 |
1.1971 |
1.1455 |
|
| R3 |
1.1881 |
1.1724 |
1.1387 |
|
| R2 |
1.1633 |
1.1633 |
1.1364 |
|
| R1 |
1.1476 |
1.1476 |
1.1342 |
1.1431 |
| PP |
1.1386 |
1.1386 |
1.1386 |
1.1363 |
| S1 |
1.1229 |
1.1229 |
1.1296 |
1.1184 |
| S2 |
1.1138 |
1.1138 |
1.1274 |
|
| S3 |
1.0891 |
1.0981 |
1.1251 |
|
| S4 |
1.0643 |
1.0734 |
1.1183 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1543 |
1.1296 |
0.0248 |
2.2% |
0.0078 |
0.7% |
9% |
False |
True |
34,399 |
| 10 |
1.1580 |
1.1296 |
0.0285 |
2.5% |
0.0081 |
0.7% |
8% |
False |
True |
18,259 |
| 20 |
1.1580 |
1.1296 |
0.0285 |
2.5% |
0.0074 |
0.7% |
8% |
False |
True |
9,191 |
| 40 |
1.1768 |
1.1296 |
0.0473 |
4.2% |
0.0056 |
0.5% |
5% |
False |
True |
4,605 |
| 60 |
1.2108 |
1.1296 |
0.0812 |
7.2% |
0.0053 |
0.5% |
3% |
False |
True |
3,075 |
| 80 |
1.2180 |
1.1296 |
0.0885 |
7.8% |
0.0049 |
0.4% |
3% |
False |
True |
2,309 |
| 100 |
1.2180 |
1.1296 |
0.0885 |
7.8% |
0.0047 |
0.4% |
3% |
False |
True |
1,848 |
| 120 |
1.2180 |
1.1296 |
0.0885 |
7.8% |
0.0042 |
0.4% |
3% |
False |
True |
1,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1500 |
|
2.618 |
1.1437 |
|
1.618 |
1.1398 |
|
1.000 |
1.1374 |
|
0.618 |
1.1359 |
|
HIGH |
1.1335 |
|
0.618 |
1.1320 |
|
0.500 |
1.1315 |
|
0.382 |
1.1310 |
|
LOW |
1.1296 |
|
0.618 |
1.1271 |
|
1.000 |
1.1257 |
|
1.618 |
1.1232 |
|
2.618 |
1.1193 |
|
4.250 |
1.1130 |
|
|
| Fisher Pivots for day following 13-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1318 |
1.1383 |
| PP |
1.1316 |
1.1362 |
| S1 |
1.1315 |
1.1340 |
|