CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 16-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2024 |
16-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1331 |
1.1313 |
-0.0019 |
-0.2% |
1.1506 |
| High |
1.1335 |
1.1354 |
0.0020 |
0.2% |
1.1543 |
| Low |
1.1296 |
1.1291 |
-0.0005 |
0.0% |
1.1296 |
| Close |
1.1319 |
1.1294 |
-0.0026 |
-0.2% |
1.1319 |
| Range |
0.0039 |
0.0064 |
0.0025 |
62.8% |
0.0248 |
| ATR |
0.0074 |
0.0074 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
28,712 |
27,093 |
-1,619 |
-5.6% |
171,999 |
|
| Daily Pivots for day following 16-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1503 |
1.1462 |
1.1328 |
|
| R3 |
1.1440 |
1.1398 |
1.1311 |
|
| R2 |
1.1376 |
1.1376 |
1.1305 |
|
| R1 |
1.1335 |
1.1335 |
1.1299 |
1.1324 |
| PP |
1.1313 |
1.1313 |
1.1313 |
1.1307 |
| S1 |
1.1271 |
1.1271 |
1.1288 |
1.1260 |
| S2 |
1.1249 |
1.1249 |
1.1282 |
|
| S3 |
1.1186 |
1.1208 |
1.1276 |
|
| S4 |
1.1122 |
1.1144 |
1.1259 |
|
|
| 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 |
1.1525 |
1.1291 |
0.0235 |
2.1% |
0.0079 |
0.7% |
1% |
False |
True |
32,620 |
| 10 |
1.1580 |
1.1291 |
0.0290 |
2.6% |
0.0077 |
0.7% |
1% |
False |
True |
20,912 |
| 20 |
1.1580 |
1.1291 |
0.0290 |
2.6% |
0.0074 |
0.7% |
1% |
False |
True |
10,542 |
| 40 |
1.1768 |
1.1291 |
0.0478 |
4.2% |
0.0057 |
0.5% |
1% |
False |
True |
5,282 |
| 60 |
1.2108 |
1.1291 |
0.0817 |
7.2% |
0.0052 |
0.5% |
0% |
False |
True |
3,526 |
| 80 |
1.2180 |
1.1291 |
0.0890 |
7.9% |
0.0049 |
0.4% |
0% |
False |
True |
2,648 |
| 100 |
1.2180 |
1.1291 |
0.0890 |
7.9% |
0.0047 |
0.4% |
0% |
False |
True |
2,119 |
| 120 |
1.2180 |
1.1291 |
0.0890 |
7.9% |
0.0043 |
0.4% |
0% |
False |
True |
1,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1624 |
|
2.618 |
1.1520 |
|
1.618 |
1.1457 |
|
1.000 |
1.1418 |
|
0.618 |
1.1393 |
|
HIGH |
1.1354 |
|
0.618 |
1.1330 |
|
0.500 |
1.1322 |
|
0.382 |
1.1315 |
|
LOW |
1.1291 |
|
0.618 |
1.1251 |
|
1.000 |
1.1227 |
|
1.618 |
1.1188 |
|
2.618 |
1.1124 |
|
4.250 |
1.1021 |
|
|
| Fisher Pivots for day following 16-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1322 |
1.1375 |
| PP |
1.1313 |
1.1348 |
| S1 |
1.1303 |
1.1321 |
|