CME Swiss Franc Future June 2025
| Trading Metrics calculated at close of trading on 18-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2024 |
18-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1536 |
1.1583 |
0.0047 |
0.4% |
1.1666 |
| High |
1.1554 |
1.1587 |
0.0033 |
0.3% |
1.1666 |
| Low |
1.1501 |
1.1583 |
0.0082 |
0.7% |
1.1501 |
| Close |
1.1536 |
1.1587 |
0.0051 |
0.4% |
1.1536 |
| Range |
0.0053 |
0.0004 |
-0.0050 |
-93.4% |
0.0165 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
0.3% |
0.0000 |
| Volume |
0 |
2 |
2 |
|
2 |
|
| Daily Pivots for day following 18-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1596 |
1.1595 |
1.1588 |
|
| R3 |
1.1592 |
1.1591 |
1.1587 |
|
| R2 |
1.1589 |
1.1589 |
1.1587 |
|
| R1 |
1.1588 |
1.1588 |
1.1587 |
1.1588 |
| PP |
1.1585 |
1.1585 |
1.1585 |
1.1586 |
| S1 |
1.1584 |
1.1584 |
1.1586 |
1.1585 |
| S2 |
1.1582 |
1.1582 |
1.1586 |
|
| S3 |
1.1578 |
1.1581 |
1.1586 |
|
| S4 |
1.1575 |
1.1577 |
1.1585 |
|
|
| 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 |
1.1611 |
1.1501 |
0.0110 |
0.9% |
0.0011 |
0.1% |
78% |
False |
False |
|
| 10 |
1.1873 |
1.1501 |
0.0372 |
3.2% |
0.0017 |
0.1% |
23% |
False |
False |
|
| 20 |
1.1873 |
1.1501 |
0.0372 |
3.2% |
0.0015 |
0.1% |
23% |
False |
False |
|
| 40 |
1.2200 |
1.1501 |
0.0699 |
6.0% |
0.0017 |
0.2% |
12% |
False |
False |
|
| 60 |
1.2254 |
1.1501 |
0.0753 |
6.5% |
0.0019 |
0.2% |
11% |
False |
False |
1 |
| 80 |
1.2254 |
1.1501 |
0.0753 |
6.5% |
0.0023 |
0.2% |
11% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1601 |
|
2.618 |
1.1596 |
|
1.618 |
1.1592 |
|
1.000 |
1.1590 |
|
0.618 |
1.1589 |
|
HIGH |
1.1587 |
|
0.618 |
1.1585 |
|
0.500 |
1.1585 |
|
0.382 |
1.1584 |
|
LOW |
1.1583 |
|
0.618 |
1.1581 |
|
1.000 |
1.1580 |
|
1.618 |
1.1577 |
|
2.618 |
1.1574 |
|
4.250 |
1.1568 |
|
|
| Fisher Pivots for day following 18-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1586 |
1.1572 |
| PP |
1.1585 |
1.1558 |
| S1 |
1.1585 |
1.1544 |
|