CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 18-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2024 |
18-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1295 |
1.1317 |
0.0022 |
0.2% |
1.1506 |
| High |
1.1333 |
1.1329 |
-0.0005 |
0.0% |
1.1543 |
| Low |
1.1257 |
1.1199 |
-0.0058 |
-0.5% |
1.1296 |
| Close |
1.1322 |
1.1222 |
-0.0101 |
-0.9% |
1.1319 |
| Range |
0.0077 |
0.0130 |
0.0054 |
69.9% |
0.0248 |
| ATR |
0.0074 |
0.0078 |
0.0004 |
5.4% |
0.0000 |
| Volume |
34,442 |
34,312 |
-130 |
-0.4% |
171,999 |
|
| Daily Pivots for day following 18-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1640 |
1.1561 |
1.1293 |
|
| R3 |
1.1510 |
1.1431 |
1.1257 |
|
| R2 |
1.1380 |
1.1380 |
1.1245 |
|
| R1 |
1.1301 |
1.1301 |
1.1233 |
1.1275 |
| PP |
1.1250 |
1.1250 |
1.1250 |
1.1237 |
| S1 |
1.1171 |
1.1171 |
1.1210 |
1.1145 |
| S2 |
1.1120 |
1.1120 |
1.1198 |
|
| S3 |
1.0990 |
1.1041 |
1.1186 |
|
| S4 |
1.0860 |
1.0911 |
1.1150 |
|
|
| 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 |
1.1459 |
1.1199 |
0.0260 |
2.3% |
0.0093 |
0.8% |
9% |
False |
True |
33,145 |
| 10 |
1.1580 |
1.1199 |
0.0382 |
3.4% |
0.0084 |
0.7% |
6% |
False |
True |
27,381 |
| 20 |
1.1580 |
1.1199 |
0.0382 |
3.4% |
0.0079 |
0.7% |
6% |
False |
True |
13,976 |
| 40 |
1.1757 |
1.1199 |
0.0559 |
5.0% |
0.0061 |
0.5% |
4% |
False |
True |
7,000 |
| 60 |
1.2108 |
1.1199 |
0.0909 |
8.1% |
0.0054 |
0.5% |
3% |
False |
True |
4,671 |
| 80 |
1.2180 |
1.1199 |
0.0982 |
8.7% |
0.0051 |
0.5% |
2% |
False |
True |
3,507 |
| 100 |
1.2180 |
1.1199 |
0.0982 |
8.7% |
0.0048 |
0.4% |
2% |
False |
True |
2,807 |
| 120 |
1.2180 |
1.1199 |
0.0982 |
8.7% |
0.0044 |
0.4% |
2% |
False |
True |
2,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1881 |
|
2.618 |
1.1669 |
|
1.618 |
1.1539 |
|
1.000 |
1.1459 |
|
0.618 |
1.1409 |
|
HIGH |
1.1329 |
|
0.618 |
1.1279 |
|
0.500 |
1.1264 |
|
0.382 |
1.1248 |
|
LOW |
1.1199 |
|
0.618 |
1.1118 |
|
1.000 |
1.1069 |
|
1.618 |
1.0988 |
|
2.618 |
1.0858 |
|
4.250 |
1.0646 |
|
|
| Fisher Pivots for day following 18-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1264 |
1.1276 |
| PP |
1.1250 |
1.1258 |
| S1 |
1.1236 |
1.1240 |
|