CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 27-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2024 |
27-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1228 |
1.1228 |
-0.0001 |
0.0% |
1.1308 |
| High |
1.1229 |
1.1229 |
-0.0001 |
0.0% |
1.1316 |
| Low |
1.1199 |
1.1176 |
-0.0023 |
-0.2% |
1.1176 |
| Close |
1.1223 |
1.1187 |
-0.0036 |
-0.3% |
1.1187 |
| Range |
0.0031 |
0.0053 |
0.0023 |
73.8% |
0.0141 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
7,394 |
14,785 |
7,391 |
100.0% |
49,466 |
|
| Daily Pivots for day following 27-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1356 |
1.1325 |
1.1216 |
|
| R3 |
1.1303 |
1.1272 |
1.1202 |
|
| R2 |
1.1250 |
1.1250 |
1.1197 |
|
| R1 |
1.1219 |
1.1219 |
1.1192 |
1.1208 |
| PP |
1.1197 |
1.1197 |
1.1197 |
1.1192 |
| S1 |
1.1166 |
1.1166 |
1.1182 |
1.1155 |
| S2 |
1.1144 |
1.1144 |
1.1177 |
|
| S3 |
1.1091 |
1.1113 |
1.1172 |
|
| S4 |
1.1038 |
1.1060 |
1.1158 |
|
|
| Weekly Pivots for week ending 27-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1648 |
1.1558 |
1.1264 |
|
| R3 |
1.1507 |
1.1417 |
1.1226 |
|
| R2 |
1.1367 |
1.1367 |
1.1213 |
|
| R1 |
1.1277 |
1.1277 |
1.1200 |
1.1252 |
| PP |
1.1226 |
1.1226 |
1.1226 |
1.1214 |
| S1 |
1.1136 |
1.1136 |
1.1174 |
1.1111 |
| S2 |
1.1086 |
1.1086 |
1.1161 |
|
| S3 |
1.0945 |
1.0996 |
1.1148 |
|
| S4 |
1.0805 |
1.0855 |
1.1110 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1328 |
1.1176 |
0.0153 |
1.4% |
0.0065 |
0.6% |
8% |
False |
True |
17,302 |
| 10 |
1.1354 |
1.1176 |
0.0179 |
1.6% |
0.0072 |
0.6% |
6% |
False |
True |
25,750 |
| 20 |
1.1580 |
1.1176 |
0.0405 |
3.6% |
0.0078 |
0.7% |
3% |
False |
True |
20,575 |
| 40 |
1.1757 |
1.1176 |
0.0582 |
5.2% |
0.0069 |
0.6% |
2% |
False |
True |
10,323 |
| 60 |
1.1964 |
1.1176 |
0.0789 |
7.0% |
0.0055 |
0.5% |
1% |
False |
True |
6,885 |
| 80 |
1.2180 |
1.1176 |
0.1005 |
9.0% |
0.0053 |
0.5% |
1% |
False |
True |
5,168 |
| 100 |
1.2180 |
1.1176 |
0.1005 |
9.0% |
0.0049 |
0.4% |
1% |
False |
True |
4,136 |
| 120 |
1.2180 |
1.1176 |
0.1005 |
9.0% |
0.0047 |
0.4% |
1% |
False |
True |
3,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1454 |
|
2.618 |
1.1367 |
|
1.618 |
1.1314 |
|
1.000 |
1.1282 |
|
0.618 |
1.1261 |
|
HIGH |
1.1229 |
|
0.618 |
1.1208 |
|
0.500 |
1.1202 |
|
0.382 |
1.1196 |
|
LOW |
1.1176 |
|
0.618 |
1.1143 |
|
1.000 |
1.1123 |
|
1.618 |
1.1090 |
|
2.618 |
1.1037 |
|
4.250 |
1.0950 |
|
|
| Fisher Pivots for day following 27-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1202 |
1.1205 |
| PP |
1.1197 |
1.1199 |
| S1 |
1.1192 |
1.1193 |
|