CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 24-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2024 |
24-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1308 |
1.1235 |
-0.0074 |
-0.6% |
1.1313 |
| High |
1.1316 |
1.1235 |
-0.0081 |
-0.7% |
1.1354 |
| Low |
1.1213 |
1.1196 |
-0.0018 |
-0.2% |
1.1193 |
| Close |
1.1234 |
1.1200 |
-0.0034 |
-0.3% |
1.1323 |
| Range |
0.0103 |
0.0040 |
-0.0064 |
-61.7% |
0.0161 |
| ATR |
0.0082 |
0.0079 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
19,036 |
8,251 |
-10,785 |
-56.7% |
179,325 |
|
| Daily Pivots for day following 24-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1329 |
1.1304 |
1.1221 |
|
| R3 |
1.1289 |
1.1264 |
1.1210 |
|
| R2 |
1.1250 |
1.1250 |
1.1207 |
|
| R1 |
1.1225 |
1.1225 |
1.1203 |
1.1217 |
| PP |
1.1210 |
1.1210 |
1.1210 |
1.1206 |
| S1 |
1.1185 |
1.1185 |
1.1196 |
1.1178 |
| S2 |
1.1171 |
1.1171 |
1.1192 |
|
| S3 |
1.1131 |
1.1146 |
1.1189 |
|
| S4 |
1.1092 |
1.1106 |
1.1178 |
|
|
| 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 |
1.1329 |
1.1193 |
0.0136 |
1.2% |
0.0092 |
0.8% |
5% |
False |
False |
29,015 |
| 10 |
1.1471 |
1.1193 |
0.0278 |
2.5% |
0.0085 |
0.8% |
2% |
False |
False |
31,865 |
| 20 |
1.1580 |
1.1193 |
0.0387 |
3.5% |
0.0080 |
0.7% |
2% |
False |
False |
19,486 |
| 40 |
1.1757 |
1.1193 |
0.0564 |
5.0% |
0.0067 |
0.6% |
1% |
False |
False |
9,768 |
| 60 |
1.2032 |
1.1193 |
0.0839 |
7.5% |
0.0055 |
0.5% |
1% |
False |
False |
6,516 |
| 80 |
1.2180 |
1.1193 |
0.0987 |
8.8% |
0.0053 |
0.5% |
1% |
False |
False |
4,891 |
| 100 |
1.2180 |
1.1193 |
0.0987 |
8.8% |
0.0049 |
0.4% |
1% |
False |
False |
3,914 |
| 120 |
1.2180 |
1.1193 |
0.0987 |
8.8% |
0.0046 |
0.4% |
1% |
False |
False |
3,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1403 |
|
2.618 |
1.1338 |
|
1.618 |
1.1299 |
|
1.000 |
1.1275 |
|
0.618 |
1.1259 |
|
HIGH |
1.1235 |
|
0.618 |
1.1220 |
|
0.500 |
1.1215 |
|
0.382 |
1.1211 |
|
LOW |
1.1196 |
|
0.618 |
1.1171 |
|
1.000 |
1.1156 |
|
1.618 |
1.1132 |
|
2.618 |
1.1092 |
|
4.250 |
1.1028 |
|
|
| Fisher Pivots for day following 24-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1215 |
1.1262 |
| PP |
1.1210 |
1.1241 |
| S1 |
1.1205 |
1.1220 |
|