CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 30-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2024 |
30-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1228 |
1.1187 |
-0.0041 |
-0.4% |
1.1308 |
| High |
1.1229 |
1.1192 |
-0.0037 |
-0.3% |
1.1316 |
| Low |
1.1176 |
1.1113 |
-0.0063 |
-0.6% |
1.1176 |
| Close |
1.1187 |
1.1154 |
-0.0034 |
-0.3% |
1.1187 |
| Range |
0.0053 |
0.0079 |
0.0026 |
49.1% |
0.0141 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
0.5% |
0.0000 |
| Volume |
14,785 |
20,889 |
6,104 |
41.3% |
49,466 |
|
| Daily Pivots for day following 30-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1390 |
1.1351 |
1.1197 |
|
| R3 |
1.1311 |
1.1272 |
1.1175 |
|
| R2 |
1.1232 |
1.1232 |
1.1168 |
|
| R1 |
1.1193 |
1.1193 |
1.1161 |
1.1173 |
| PP |
1.1153 |
1.1153 |
1.1153 |
1.1143 |
| S1 |
1.1114 |
1.1114 |
1.1146 |
1.1094 |
| S2 |
1.1074 |
1.1074 |
1.1139 |
|
| S3 |
1.0995 |
1.1035 |
1.1132 |
|
| S4 |
1.0916 |
1.0956 |
1.1110 |
|
|
| 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 |
1.1316 |
1.1113 |
0.0204 |
1.8% |
0.0061 |
0.5% |
20% |
False |
True |
14,071 |
| 10 |
1.1354 |
1.1113 |
0.0242 |
2.2% |
0.0076 |
0.7% |
17% |
False |
True |
24,968 |
| 20 |
1.1580 |
1.1113 |
0.0468 |
4.2% |
0.0079 |
0.7% |
9% |
False |
True |
21,613 |
| 40 |
1.1757 |
1.1113 |
0.0645 |
5.8% |
0.0070 |
0.6% |
6% |
False |
True |
10,845 |
| 60 |
1.1964 |
1.1113 |
0.0852 |
7.6% |
0.0057 |
0.5% |
5% |
False |
True |
7,233 |
| 80 |
1.2180 |
1.1113 |
0.1068 |
9.6% |
0.0054 |
0.5% |
4% |
False |
True |
5,429 |
| 100 |
1.2180 |
1.1113 |
0.1068 |
9.6% |
0.0050 |
0.4% |
4% |
False |
True |
4,345 |
| 120 |
1.2180 |
1.1113 |
0.1068 |
9.6% |
0.0047 |
0.4% |
4% |
False |
True |
3,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1527 |
|
2.618 |
1.1398 |
|
1.618 |
1.1319 |
|
1.000 |
1.1271 |
|
0.618 |
1.1240 |
|
HIGH |
1.1192 |
|
0.618 |
1.1161 |
|
0.500 |
1.1152 |
|
0.382 |
1.1143 |
|
LOW |
1.1113 |
|
0.618 |
1.1064 |
|
1.000 |
1.1034 |
|
1.618 |
1.0985 |
|
2.618 |
1.0906 |
|
4.250 |
1.0777 |
|
|
| Fisher Pivots for day following 30-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1153 |
1.1171 |
| PP |
1.1153 |
1.1165 |
| S1 |
1.1152 |
1.1159 |
|