CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 31-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2024 |
31-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1187 |
1.1160 |
-0.0027 |
-0.2% |
1.1308 |
| High |
1.1192 |
1.1172 |
-0.0020 |
-0.2% |
1.1316 |
| Low |
1.1113 |
1.1101 |
-0.0012 |
-0.1% |
1.1176 |
| Close |
1.1154 |
1.1103 |
-0.0051 |
-0.5% |
1.1187 |
| Range |
0.0079 |
0.0071 |
-0.0008 |
-10.1% |
0.0141 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
20,889 |
18,571 |
-2,318 |
-11.1% |
49,466 |
|
| Daily Pivots for day following 31-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1338 |
1.1292 |
1.1142 |
|
| R3 |
1.1267 |
1.1221 |
1.1123 |
|
| R2 |
1.1196 |
1.1196 |
1.1116 |
|
| R1 |
1.1150 |
1.1150 |
1.1110 |
1.1138 |
| PP |
1.1125 |
1.1125 |
1.1125 |
1.1119 |
| S1 |
1.1079 |
1.1079 |
1.1096 |
1.1067 |
| S2 |
1.1054 |
1.1054 |
1.1090 |
|
| S3 |
1.0983 |
1.1008 |
1.1083 |
|
| S4 |
1.0912 |
1.0937 |
1.1064 |
|
|
| 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 |
1.1235 |
1.1101 |
0.0134 |
1.2% |
0.0055 |
0.5% |
1% |
False |
True |
13,978 |
| 10 |
1.1333 |
1.1101 |
0.0232 |
2.1% |
0.0077 |
0.7% |
1% |
False |
True |
24,115 |
| 20 |
1.1580 |
1.1101 |
0.0479 |
4.3% |
0.0077 |
0.7% |
0% |
False |
True |
22,514 |
| 40 |
1.1757 |
1.1101 |
0.0656 |
5.9% |
0.0069 |
0.6% |
0% |
False |
True |
11,308 |
| 60 |
1.1921 |
1.1101 |
0.0820 |
7.4% |
0.0055 |
0.5% |
0% |
False |
True |
7,542 |
| 80 |
1.2130 |
1.1101 |
0.1029 |
9.3% |
0.0053 |
0.5% |
0% |
False |
True |
5,661 |
| 100 |
1.2180 |
1.1101 |
0.1079 |
9.7% |
0.0051 |
0.5% |
0% |
False |
True |
4,530 |
| 120 |
1.2180 |
1.1101 |
0.1079 |
9.7% |
0.0048 |
0.4% |
0% |
False |
True |
3,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1474 |
|
2.618 |
1.1358 |
|
1.618 |
1.1287 |
|
1.000 |
1.1243 |
|
0.618 |
1.1216 |
|
HIGH |
1.1172 |
|
0.618 |
1.1145 |
|
0.500 |
1.1137 |
|
0.382 |
1.1128 |
|
LOW |
1.1101 |
|
0.618 |
1.1057 |
|
1.000 |
1.1030 |
|
1.618 |
1.0986 |
|
2.618 |
1.0915 |
|
4.250 |
1.0799 |
|
|
| Fisher Pivots for day following 31-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1137 |
1.1165 |
| PP |
1.1125 |
1.1144 |
| S1 |
1.1114 |
1.1124 |
|