CME Swiss Franc Future June 2025
Trading Metrics calculated at close of trading on 18-Oct-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2024 |
18-Oct-2024 |
Change |
Change % |
Previous Week |
Open |
1.1838 |
1.1857 |
0.0019 |
0.2% |
1.1887 |
High |
1.1838 |
1.1864 |
0.0026 |
0.2% |
1.1897 |
Low |
1.1838 |
1.1857 |
0.0019 |
0.2% |
1.1838 |
Close |
1.1838 |
1.1857 |
0.0019 |
0.2% |
1.1857 |
Range |
0.0000 |
0.0007 |
0.0007 |
|
0.0059 |
ATR |
0.0052 |
0.0050 |
-0.0002 |
-3.6% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1879 |
1.1874 |
1.1861 |
|
R3 |
1.1872 |
1.1868 |
1.1859 |
|
R2 |
1.1866 |
1.1866 |
1.1858 |
|
R1 |
1.1861 |
1.1861 |
1.1858 |
1.1860 |
PP |
1.1859 |
1.1859 |
1.1859 |
1.1859 |
S1 |
1.1855 |
1.1855 |
1.1856 |
1.1854 |
S2 |
1.1853 |
1.1853 |
1.1856 |
|
S3 |
1.1846 |
1.1848 |
1.1855 |
|
S4 |
1.1840 |
1.1842 |
1.1853 |
|
|
Weekly Pivots for week ending 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2039 |
1.2007 |
1.1889 |
|
R3 |
1.1981 |
1.1948 |
1.1873 |
|
R2 |
1.1922 |
1.1922 |
1.1868 |
|
R1 |
1.1890 |
1.1890 |
1.1862 |
1.1877 |
PP |
1.1864 |
1.1864 |
1.1864 |
1.1857 |
S1 |
1.1831 |
1.1831 |
1.1852 |
1.1818 |
S2 |
1.1805 |
1.1805 |
1.1846 |
|
S3 |
1.1747 |
1.1773 |
1.1841 |
|
S4 |
1.1688 |
1.1714 |
1.1825 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1897 |
1.1838 |
0.0059 |
0.5% |
0.0001 |
0.0% |
32% |
False |
False |
|
10 |
1.2030 |
1.1838 |
0.0192 |
1.6% |
0.0010 |
0.1% |
10% |
False |
False |
|
20 |
1.2200 |
1.1838 |
0.0362 |
3.0% |
0.0023 |
0.2% |
5% |
False |
False |
|
40 |
1.2254 |
1.1838 |
0.0416 |
3.5% |
0.0024 |
0.2% |
5% |
False |
False |
1 |
60 |
1.2254 |
1.1676 |
0.0578 |
4.9% |
0.0026 |
0.2% |
31% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1891 |
2.618 |
1.1881 |
1.618 |
1.1874 |
1.000 |
1.1870 |
0.618 |
1.1868 |
HIGH |
1.1864 |
0.618 |
1.1861 |
0.500 |
1.1860 |
0.382 |
1.1859 |
LOW |
1.1857 |
0.618 |
1.1853 |
1.000 |
1.1851 |
1.618 |
1.1846 |
2.618 |
1.1840 |
4.250 |
1.1829 |
|
|
Fisher Pivots for day following 18-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1860 |
1.1855 |
PP |
1.1859 |
1.1853 |
S1 |
1.1858 |
1.1851 |
|