CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 19-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2024 |
19-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1317 |
1.1207 |
-0.0110 |
-1.0% |
1.1506 |
| High |
1.1329 |
1.1281 |
-0.0048 |
-0.4% |
1.1543 |
| Low |
1.1199 |
1.1193 |
-0.0006 |
0.0% |
1.1296 |
| Close |
1.1222 |
1.1241 |
0.0020 |
0.2% |
1.1319 |
| Range |
0.0130 |
0.0088 |
-0.0043 |
-32.7% |
0.0248 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
0.9% |
0.0000 |
| Volume |
34,312 |
46,431 |
12,119 |
35.3% |
171,999 |
|
| Daily Pivots for day following 19-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1501 |
1.1458 |
1.1289 |
|
| R3 |
1.1413 |
1.1371 |
1.1265 |
|
| R2 |
1.1326 |
1.1326 |
1.1257 |
|
| R1 |
1.1283 |
1.1283 |
1.1249 |
1.1305 |
| PP |
1.1238 |
1.1238 |
1.1238 |
1.1249 |
| S1 |
1.1196 |
1.1196 |
1.1233 |
1.1217 |
| S2 |
1.1151 |
1.1151 |
1.1225 |
|
| S3 |
1.1063 |
1.1108 |
1.1217 |
|
| S4 |
1.0976 |
1.1021 |
1.1193 |
|
|
| 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 |
1.1354 |
1.1193 |
0.0161 |
1.4% |
0.0079 |
0.7% |
30% |
False |
True |
34,198 |
| 10 |
1.1580 |
1.1193 |
0.0387 |
3.4% |
0.0083 |
0.7% |
12% |
False |
True |
31,826 |
| 20 |
1.1580 |
1.1193 |
0.0387 |
3.4% |
0.0081 |
0.7% |
12% |
False |
True |
16,295 |
| 40 |
1.1757 |
1.1193 |
0.0564 |
5.0% |
0.0063 |
0.6% |
9% |
False |
True |
8,161 |
| 60 |
1.2108 |
1.1193 |
0.0915 |
8.1% |
0.0054 |
0.5% |
5% |
False |
True |
5,444 |
| 80 |
1.2180 |
1.1193 |
0.0987 |
8.8% |
0.0051 |
0.5% |
5% |
False |
True |
4,087 |
| 100 |
1.2180 |
1.1193 |
0.0987 |
8.8% |
0.0048 |
0.4% |
5% |
False |
True |
3,271 |
| 120 |
1.2180 |
1.1193 |
0.0987 |
8.8% |
0.0045 |
0.4% |
5% |
False |
True |
2,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1652 |
|
2.618 |
1.1510 |
|
1.618 |
1.1422 |
|
1.000 |
1.1368 |
|
0.618 |
1.1335 |
|
HIGH |
1.1281 |
|
0.618 |
1.1247 |
|
0.500 |
1.1237 |
|
0.382 |
1.1226 |
|
LOW |
1.1193 |
|
0.618 |
1.1139 |
|
1.000 |
1.1106 |
|
1.618 |
1.1051 |
|
2.618 |
1.0964 |
|
4.250 |
1.0821 |
|
|
| Fisher Pivots for day following 19-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1240 |
1.1263 |
| PP |
1.1238 |
1.1256 |
| S1 |
1.1237 |
1.1248 |
|