CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 17-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2024 |
17-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1313 |
1.1295 |
-0.0018 |
-0.2% |
1.1506 |
| High |
1.1354 |
1.1333 |
-0.0021 |
-0.2% |
1.1543 |
| Low |
1.1291 |
1.1257 |
-0.0034 |
-0.3% |
1.1296 |
| Close |
1.1294 |
1.1322 |
0.0029 |
0.3% |
1.1319 |
| Range |
0.0064 |
0.0077 |
0.0013 |
20.5% |
0.0248 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
0.3% |
0.0000 |
| Volume |
27,093 |
34,442 |
7,349 |
27.1% |
171,999 |
|
| Daily Pivots for day following 17-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1533 |
1.1504 |
1.1364 |
|
| R3 |
1.1457 |
1.1428 |
1.1343 |
|
| R2 |
1.1380 |
1.1380 |
1.1336 |
|
| R1 |
1.1351 |
1.1351 |
1.1329 |
1.1366 |
| PP |
1.1304 |
1.1304 |
1.1304 |
1.1311 |
| S1 |
1.1275 |
1.1275 |
1.1315 |
1.1289 |
| S2 |
1.1227 |
1.1227 |
1.1308 |
|
| S3 |
1.1151 |
1.1198 |
1.1301 |
|
| S4 |
1.1074 |
1.1122 |
1.1280 |
|
|
| 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 |
1.1471 |
1.1257 |
0.0214 |
1.9% |
0.0078 |
0.7% |
31% |
False |
True |
34,715 |
| 10 |
1.1580 |
1.1257 |
0.0324 |
2.9% |
0.0077 |
0.7% |
20% |
False |
True |
24,206 |
| 20 |
1.1580 |
1.1257 |
0.0324 |
2.9% |
0.0075 |
0.7% |
20% |
False |
True |
12,262 |
| 40 |
1.1757 |
1.1257 |
0.0501 |
4.4% |
0.0058 |
0.5% |
13% |
False |
True |
6,143 |
| 60 |
1.2108 |
1.1257 |
0.0851 |
7.5% |
0.0053 |
0.5% |
8% |
False |
True |
4,100 |
| 80 |
1.2180 |
1.1257 |
0.0924 |
8.2% |
0.0049 |
0.4% |
7% |
False |
True |
3,078 |
| 100 |
1.2180 |
1.1257 |
0.0924 |
8.2% |
0.0047 |
0.4% |
7% |
False |
True |
2,463 |
| 120 |
1.2180 |
1.1257 |
0.0924 |
8.2% |
0.0043 |
0.4% |
7% |
False |
True |
2,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1658 |
|
2.618 |
1.1533 |
|
1.618 |
1.1457 |
|
1.000 |
1.1410 |
|
0.618 |
1.1380 |
|
HIGH |
1.1333 |
|
0.618 |
1.1304 |
|
0.500 |
1.1295 |
|
0.382 |
1.1286 |
|
LOW |
1.1257 |
|
0.618 |
1.1209 |
|
1.000 |
1.1180 |
|
1.618 |
1.1133 |
|
2.618 |
1.1056 |
|
4.250 |
1.0931 |
|
|
| Fisher Pivots for day following 17-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1313 |
1.1316 |
| PP |
1.1304 |
1.1311 |
| S1 |
1.1295 |
1.1305 |
|