CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 20-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2024 |
20-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1207 |
1.1236 |
0.0029 |
0.3% |
1.1313 |
| High |
1.1281 |
1.1328 |
0.0048 |
0.4% |
1.1354 |
| Low |
1.1193 |
1.1230 |
0.0037 |
0.3% |
1.1193 |
| Close |
1.1241 |
1.1323 |
0.0082 |
0.7% |
1.1323 |
| Range |
0.0088 |
0.0098 |
0.0011 |
12.0% |
0.0161 |
| ATR |
0.0079 |
0.0080 |
0.0001 |
1.8% |
0.0000 |
| Volume |
46,431 |
37,047 |
-9,384 |
-20.2% |
179,325 |
|
| Daily Pivots for day following 20-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1588 |
1.1553 |
1.1377 |
|
| R3 |
1.1490 |
1.1455 |
1.1350 |
|
| R2 |
1.1392 |
1.1392 |
1.1341 |
|
| R1 |
1.1357 |
1.1357 |
1.1332 |
1.1375 |
| PP |
1.1294 |
1.1294 |
1.1294 |
1.1302 |
| S1 |
1.1259 |
1.1259 |
1.1314 |
1.1277 |
| S2 |
1.1196 |
1.1196 |
1.1305 |
|
| S3 |
1.1098 |
1.1161 |
1.1296 |
|
| S4 |
1.1000 |
1.1063 |
1.1269 |
|
|
| Weekly Pivots for week ending 20-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1773 |
1.1709 |
1.1412 |
|
| R3 |
1.1612 |
1.1548 |
1.1367 |
|
| R2 |
1.1451 |
1.1451 |
1.1353 |
|
| R1 |
1.1387 |
1.1387 |
1.1338 |
1.1419 |
| PP |
1.1290 |
1.1290 |
1.1290 |
1.1306 |
| S1 |
1.1226 |
1.1226 |
1.1308 |
1.1258 |
| S2 |
1.1129 |
1.1129 |
1.1293 |
|
| S3 |
1.0968 |
1.1065 |
1.1279 |
|
| S4 |
1.0807 |
1.0904 |
1.1234 |
|
|
| 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% |
0.0091 |
0.8% |
81% |
False |
False |
35,865 |
| 10 |
1.1543 |
1.1193 |
0.0350 |
3.1% |
0.0084 |
0.7% |
37% |
False |
False |
35,132 |
| 20 |
1.1580 |
1.1193 |
0.0387 |
3.4% |
0.0083 |
0.7% |
34% |
False |
False |
18,145 |
| 40 |
1.1757 |
1.1193 |
0.0564 |
5.0% |
0.0065 |
0.6% |
23% |
False |
False |
9,087 |
| 60 |
1.2108 |
1.1193 |
0.0915 |
8.1% |
0.0055 |
0.5% |
14% |
False |
False |
6,062 |
| 80 |
1.2180 |
1.1193 |
0.0987 |
8.7% |
0.0052 |
0.5% |
13% |
False |
False |
4,550 |
| 100 |
1.2180 |
1.1193 |
0.0987 |
8.7% |
0.0049 |
0.4% |
13% |
False |
False |
3,641 |
| 120 |
1.2180 |
1.1193 |
0.0987 |
8.7% |
0.0046 |
0.4% |
13% |
False |
False |
3,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1745 |
|
2.618 |
1.1585 |
|
1.618 |
1.1487 |
|
1.000 |
1.1426 |
|
0.618 |
1.1389 |
|
HIGH |
1.1328 |
|
0.618 |
1.1291 |
|
0.500 |
1.1279 |
|
0.382 |
1.1267 |
|
LOW |
1.1230 |
|
0.618 |
1.1169 |
|
1.000 |
1.1132 |
|
1.618 |
1.1071 |
|
2.618 |
1.0973 |
|
4.250 |
1.0814 |
|
|
| Fisher Pivots for day following 20-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1308 |
1.1302 |
| PP |
1.1294 |
1.1282 |
| S1 |
1.1279 |
1.1261 |
|