CME Swiss Franc Future June 2025
| Trading Metrics calculated at close of trading on 06-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2024 |
06-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1630 |
1.1640 |
0.0010 |
0.1% |
1.1594 |
| High |
1.1638 |
1.1690 |
0.0053 |
0.5% |
1.1690 |
| Low |
1.1630 |
1.1612 |
-0.0018 |
-0.2% |
1.1526 |
| Close |
1.1638 |
1.1619 |
-0.0019 |
-0.2% |
1.1619 |
| Range |
0.0008 |
0.0078 |
0.0071 |
940.0% |
0.0164 |
| ATR |
0.0051 |
0.0053 |
0.0002 |
3.8% |
0.0000 |
| Volume |
1 |
24 |
23 |
2,300.0% |
72 |
|
| Daily Pivots for day following 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1874 |
1.1825 |
1.1662 |
|
| R3 |
1.1796 |
1.1747 |
1.1640 |
|
| R2 |
1.1718 |
1.1718 |
1.1633 |
|
| R1 |
1.1669 |
1.1669 |
1.1626 |
1.1655 |
| PP |
1.1640 |
1.1640 |
1.1640 |
1.1633 |
| S1 |
1.1591 |
1.1591 |
1.1612 |
1.1577 |
| S2 |
1.1562 |
1.1562 |
1.1605 |
|
| S3 |
1.1484 |
1.1513 |
1.1598 |
|
| S4 |
1.1406 |
1.1435 |
1.1576 |
|
|
| Weekly Pivots for week ending 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2104 |
1.2025 |
1.1709 |
|
| R3 |
1.1940 |
1.1861 |
1.1664 |
|
| R2 |
1.1776 |
1.1776 |
1.1649 |
|
| R1 |
1.1697 |
1.1697 |
1.1634 |
1.1737 |
| PP |
1.1612 |
1.1612 |
1.1612 |
1.1631 |
| S1 |
1.1533 |
1.1533 |
1.1604 |
1.1573 |
| S2 |
1.1448 |
1.1448 |
1.1589 |
|
| S3 |
1.1284 |
1.1369 |
1.1574 |
|
| S4 |
1.1120 |
1.1205 |
1.1529 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1690 |
1.1526 |
0.0164 |
1.4% |
0.0036 |
0.3% |
57% |
True |
False |
14 |
| 10 |
1.1690 |
1.1434 |
0.0257 |
2.2% |
0.0036 |
0.3% |
72% |
True |
False |
7 |
| 20 |
1.1768 |
1.1434 |
0.0335 |
2.9% |
0.0026 |
0.2% |
55% |
False |
False |
4 |
| 40 |
1.1990 |
1.1434 |
0.0556 |
4.8% |
0.0018 |
0.2% |
33% |
False |
False |
2 |
| 60 |
1.2200 |
1.1434 |
0.0766 |
6.6% |
0.0021 |
0.2% |
24% |
False |
False |
2 |
| 80 |
1.2254 |
1.1434 |
0.0820 |
7.1% |
0.0021 |
0.2% |
23% |
False |
False |
1 |
| 100 |
1.2254 |
1.1434 |
0.0820 |
7.1% |
0.0024 |
0.2% |
23% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2022 |
|
2.618 |
1.1894 |
|
1.618 |
1.1816 |
|
1.000 |
1.1768 |
|
0.618 |
1.1738 |
|
HIGH |
1.1690 |
|
0.618 |
1.1660 |
|
0.500 |
1.1651 |
|
0.382 |
1.1642 |
|
LOW |
1.1612 |
|
0.618 |
1.1564 |
|
1.000 |
1.1534 |
|
1.618 |
1.1486 |
|
2.618 |
1.1408 |
|
4.250 |
1.1281 |
|
|
| Fisher Pivots for day following 06-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1651 |
1.1615 |
| PP |
1.1640 |
1.1612 |
| S1 |
1.1630 |
1.1608 |
|