CME Swiss Franc Future June 2025
| Trading Metrics calculated at close of trading on 15-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2024 |
15-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1523 |
1.1536 |
0.0014 |
0.1% |
1.1666 |
| High |
1.1523 |
1.1554 |
0.0032 |
0.3% |
1.1666 |
| Low |
1.1523 |
1.1501 |
-0.0022 |
-0.2% |
1.1501 |
| Close |
1.1523 |
1.1536 |
0.0014 |
0.1% |
1.1536 |
| Range |
0.0000 |
0.0053 |
0.0053 |
|
0.0165 |
| ATR |
0.0048 |
0.0049 |
0.0000 |
0.7% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1689 |
1.1666 |
1.1565 |
|
| R3 |
1.1636 |
1.1613 |
1.1551 |
|
| R2 |
1.1583 |
1.1583 |
1.1546 |
|
| R1 |
1.1560 |
1.1560 |
1.1541 |
1.1563 |
| PP |
1.1530 |
1.1530 |
1.1530 |
1.1532 |
| S1 |
1.1507 |
1.1507 |
1.1531 |
1.1510 |
| S2 |
1.1477 |
1.1477 |
1.1526 |
|
| S3 |
1.1424 |
1.1454 |
1.1521 |
|
| S4 |
1.1371 |
1.1401 |
1.1507 |
|
|
| Weekly Pivots for week ending 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2063 |
1.1964 |
1.1627 |
|
| R3 |
1.1898 |
1.1799 |
1.1581 |
|
| R2 |
1.1733 |
1.1733 |
1.1566 |
|
| R1 |
1.1634 |
1.1634 |
1.1551 |
1.1601 |
| PP |
1.1568 |
1.1568 |
1.1568 |
1.1551 |
| S1 |
1.1469 |
1.1469 |
1.1521 |
1.1436 |
| S2 |
1.1403 |
1.1403 |
1.1506 |
|
| S3 |
1.1238 |
1.1304 |
1.1491 |
|
| S4 |
1.1073 |
1.1139 |
1.1445 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1666 |
1.1501 |
0.0165 |
1.4% |
0.0017 |
0.2% |
21% |
False |
True |
|
| 10 |
1.1873 |
1.1501 |
0.0372 |
3.2% |
0.0017 |
0.1% |
9% |
False |
True |
|
| 20 |
1.1873 |
1.1501 |
0.0372 |
3.2% |
0.0015 |
0.1% |
9% |
False |
True |
|
| 40 |
1.2200 |
1.1501 |
0.0699 |
6.1% |
0.0019 |
0.2% |
5% |
False |
True |
|
| 60 |
1.2254 |
1.1501 |
0.0753 |
6.5% |
0.0021 |
0.2% |
5% |
False |
True |
1 |
| 80 |
1.2254 |
1.1501 |
0.0753 |
6.5% |
0.0023 |
0.2% |
5% |
False |
True |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1779 |
|
2.618 |
1.1693 |
|
1.618 |
1.1640 |
|
1.000 |
1.1607 |
|
0.618 |
1.1587 |
|
HIGH |
1.1554 |
|
0.618 |
1.1534 |
|
0.500 |
1.1528 |
|
0.382 |
1.1521 |
|
LOW |
1.1501 |
|
0.618 |
1.1468 |
|
1.000 |
1.1448 |
|
1.618 |
1.1415 |
|
2.618 |
1.1362 |
|
4.250 |
1.1276 |
|
|
| Fisher Pivots for day following 15-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1533 |
1.1534 |
| PP |
1.1530 |
1.1533 |
| S1 |
1.1528 |
1.1531 |
|