CME Swiss Franc Future June 2025
| Trading Metrics calculated at close of trading on 05-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2024 |
05-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1530 |
1.1630 |
0.0100 |
0.9% |
1.1555 |
| High |
1.1561 |
1.1638 |
0.0077 |
0.7% |
1.1620 |
| Low |
1.1526 |
1.1630 |
0.0104 |
0.9% |
1.1533 |
| Close |
1.1561 |
1.1638 |
0.0077 |
0.7% |
1.1608 |
| Range |
0.0035 |
0.0008 |
-0.0027 |
-78.3% |
0.0088 |
| ATR |
0.0049 |
0.0051 |
0.0002 |
4.1% |
0.0000 |
| Volume |
21 |
1 |
-20 |
-95.2% |
6 |
|
| Daily Pivots for day following 05-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1658 |
1.1655 |
1.1642 |
|
| R3 |
1.1650 |
1.1648 |
1.1640 |
|
| R2 |
1.1643 |
1.1643 |
1.1639 |
|
| R1 |
1.1640 |
1.1640 |
1.1638 |
1.1641 |
| PP |
1.1635 |
1.1635 |
1.1635 |
1.1636 |
| S1 |
1.1633 |
1.1633 |
1.1637 |
1.1634 |
| S2 |
1.1628 |
1.1628 |
1.1636 |
|
| S3 |
1.1620 |
1.1625 |
1.1635 |
|
| S4 |
1.1613 |
1.1618 |
1.1633 |
|
|
| Weekly Pivots for week ending 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1849 |
1.1816 |
1.1656 |
|
| R3 |
1.1762 |
1.1728 |
1.1632 |
|
| R2 |
1.1674 |
1.1674 |
1.1624 |
|
| R1 |
1.1641 |
1.1641 |
1.1616 |
1.1658 |
| PP |
1.1587 |
1.1587 |
1.1587 |
1.1595 |
| S1 |
1.1553 |
1.1553 |
1.1599 |
1.1570 |
| S2 |
1.1499 |
1.1499 |
1.1591 |
|
| S3 |
1.1412 |
1.1466 |
1.1583 |
|
| S4 |
1.1324 |
1.1378 |
1.1559 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1638 |
1.1526 |
0.0112 |
1.0% |
0.0032 |
0.3% |
100% |
True |
False |
10 |
| 10 |
1.1638 |
1.1434 |
0.0204 |
1.8% |
0.0028 |
0.2% |
100% |
True |
False |
5 |
| 20 |
1.1768 |
1.1434 |
0.0335 |
2.9% |
0.0023 |
0.2% |
61% |
False |
False |
2 |
| 40 |
1.1990 |
1.1434 |
0.0556 |
4.8% |
0.0016 |
0.1% |
37% |
False |
False |
1 |
| 60 |
1.2200 |
1.1434 |
0.0766 |
6.6% |
0.0020 |
0.2% |
27% |
False |
False |
1 |
| 80 |
1.2254 |
1.1434 |
0.0820 |
7.0% |
0.0020 |
0.2% |
25% |
False |
False |
1 |
| 100 |
1.2254 |
1.1434 |
0.0820 |
7.0% |
0.0023 |
0.2% |
25% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1669 |
|
2.618 |
1.1657 |
|
1.618 |
1.1650 |
|
1.000 |
1.1645 |
|
0.618 |
1.1642 |
|
HIGH |
1.1638 |
|
0.618 |
1.1635 |
|
0.500 |
1.1634 |
|
0.382 |
1.1633 |
|
LOW |
1.1630 |
|
0.618 |
1.1625 |
|
1.000 |
1.1623 |
|
1.618 |
1.1618 |
|
2.618 |
1.1610 |
|
4.250 |
1.1598 |
|
|
| Fisher Pivots for day following 05-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1636 |
1.1619 |
| PP |
1.1635 |
1.1600 |
| S1 |
1.1634 |
1.1582 |
|