CME Swiss Franc Future June 2025
Trading Metrics calculated at close of trading on 21-Oct-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2024 |
21-Oct-2024 |
Change |
Change % |
Previous Week |
Open |
1.1857 |
1.1845 |
-0.0012 |
-0.1% |
1.1887 |
High |
1.1864 |
1.1845 |
-0.0019 |
-0.2% |
1.1897 |
Low |
1.1857 |
1.1845 |
-0.0012 |
-0.1% |
1.1838 |
Close |
1.1857 |
1.1845 |
-0.0012 |
-0.1% |
1.1857 |
Range |
0.0007 |
0.0000 |
-0.0007 |
-100.0% |
0.0059 |
ATR |
0.0050 |
0.0047 |
-0.0003 |
-5.4% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1845 |
1.1845 |
1.1845 |
|
R3 |
1.1845 |
1.1845 |
1.1845 |
|
R2 |
1.1845 |
1.1845 |
1.1845 |
|
R1 |
1.1845 |
1.1845 |
1.1845 |
1.1845 |
PP |
1.1845 |
1.1845 |
1.1845 |
1.1845 |
S1 |
1.1845 |
1.1845 |
1.1845 |
1.1845 |
S2 |
1.1845 |
1.1845 |
1.1845 |
|
S3 |
1.1845 |
1.1845 |
1.1845 |
|
S4 |
1.1845 |
1.1845 |
1.1845 |
|
|
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% |
12% |
False |
False |
|
10 |
1.2030 |
1.1838 |
0.0192 |
1.6% |
0.0010 |
0.1% |
4% |
False |
False |
|
20 |
1.2200 |
1.1838 |
0.0362 |
3.1% |
0.0020 |
0.2% |
2% |
False |
False |
|
40 |
1.2254 |
1.1838 |
0.0416 |
3.5% |
0.0021 |
0.2% |
2% |
False |
False |
1 |
60 |
1.2254 |
1.1676 |
0.0578 |
4.9% |
0.0026 |
0.2% |
29% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1845 |
2.618 |
1.1845 |
1.618 |
1.1845 |
1.000 |
1.1845 |
0.618 |
1.1845 |
HIGH |
1.1845 |
0.618 |
1.1845 |
0.500 |
1.1845 |
0.382 |
1.1845 |
LOW |
1.1845 |
0.618 |
1.1845 |
1.000 |
1.1845 |
1.618 |
1.1845 |
2.618 |
1.1845 |
4.250 |
1.1845 |
|
|
Fisher Pivots for day following 21-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1845 |
1.1851 |
PP |
1.1845 |
1.1849 |
S1 |
1.1845 |
1.1847 |
|