CME Swiss Franc Future June 2025
| Trading Metrics calculated at close of trading on 08-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2024 |
08-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1728 |
1.1697 |
-0.0032 |
-0.3% |
1.1866 |
| High |
1.1728 |
1.1768 |
0.0040 |
0.3% |
1.1873 |
| Low |
1.1728 |
1.1689 |
-0.0039 |
-0.3% |
1.1689 |
| Close |
1.1728 |
1.1697 |
-0.0032 |
-0.3% |
1.1697 |
| Range |
0.0000 |
0.0079 |
0.0079 |
|
0.0184 |
| ATR |
0.0048 |
0.0050 |
0.0002 |
4.6% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1955 |
1.1905 |
1.1740 |
|
| R3 |
1.1876 |
1.1826 |
1.1718 |
|
| R2 |
1.1797 |
1.1797 |
1.1711 |
|
| R1 |
1.1747 |
1.1747 |
1.1704 |
1.1736 |
| PP |
1.1718 |
1.1718 |
1.1718 |
1.1713 |
| S1 |
1.1668 |
1.1668 |
1.1689 |
1.1657 |
| S2 |
1.1639 |
1.1639 |
1.1682 |
|
| S3 |
1.1560 |
1.1589 |
1.1675 |
|
| S4 |
1.1481 |
1.1510 |
1.1653 |
|
|
| Weekly Pivots for week ending 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2303 |
1.2183 |
1.1797 |
|
| R3 |
1.2120 |
1.2000 |
1.1747 |
|
| R2 |
1.1936 |
1.1936 |
1.1730 |
|
| R1 |
1.1816 |
1.1816 |
1.1713 |
1.1785 |
| PP |
1.1753 |
1.1753 |
1.1753 |
1.1737 |
| S1 |
1.1633 |
1.1633 |
1.1680 |
1.1601 |
| S2 |
1.1569 |
1.1569 |
1.1663 |
|
| S3 |
1.1386 |
1.1449 |
1.1646 |
|
| S4 |
1.1202 |
1.1266 |
1.1596 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1873 |
1.1689 |
0.0184 |
1.6% |
0.0016 |
0.1% |
4% |
False |
True |
|
| 10 |
1.1873 |
1.1689 |
0.0184 |
1.6% |
0.0019 |
0.2% |
4% |
False |
True |
|
| 20 |
1.1897 |
1.1689 |
0.0208 |
1.8% |
0.0011 |
0.1% |
4% |
False |
True |
|
| 40 |
1.2200 |
1.1689 |
0.0511 |
4.4% |
0.0020 |
0.2% |
1% |
False |
True |
|
| 60 |
1.2254 |
1.1689 |
0.0565 |
4.8% |
0.0021 |
0.2% |
1% |
False |
True |
1 |
| 80 |
1.2254 |
1.1627 |
0.0627 |
5.4% |
0.0024 |
0.2% |
11% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2104 |
|
2.618 |
1.1975 |
|
1.618 |
1.1896 |
|
1.000 |
1.1847 |
|
0.618 |
1.1817 |
|
HIGH |
1.1768 |
|
0.618 |
1.1738 |
|
0.500 |
1.1729 |
|
0.382 |
1.1719 |
|
LOW |
1.1689 |
|
0.618 |
1.1640 |
|
1.000 |
1.1610 |
|
1.618 |
1.1561 |
|
2.618 |
1.1482 |
|
4.250 |
1.1353 |
|
|
| Fisher Pivots for day following 08-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1729 |
1.1729 |
| PP |
1.1718 |
1.1718 |
| S1 |
1.1707 |
1.1707 |
|