CME Swiss Franc Future June 2025
| Trading Metrics calculated at close of trading on 13-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2024 |
13-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1453 |
1.1420 |
-0.0033 |
-0.3% |
1.1627 |
| High |
1.1453 |
1.1450 |
-0.0003 |
0.0% |
1.1627 |
| Low |
1.1453 |
1.1418 |
-0.0035 |
-0.3% |
1.1418 |
| Close |
1.1453 |
1.1437 |
-0.0016 |
-0.1% |
1.1437 |
| Range |
0.0000 |
0.0032 |
0.0032 |
|
0.0209 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
0 |
9 |
9 |
|
10 |
|
| Daily Pivots for day following 13-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1529 |
1.1515 |
1.1454 |
|
| R3 |
1.1498 |
1.1483 |
1.1446 |
|
| R2 |
1.1466 |
1.1466 |
1.1443 |
|
| R1 |
1.1452 |
1.1452 |
1.1440 |
1.1459 |
| PP |
1.1435 |
1.1435 |
1.1435 |
1.1439 |
| S1 |
1.1420 |
1.1420 |
1.1434 |
1.1428 |
| S2 |
1.1403 |
1.1403 |
1.1431 |
|
| S3 |
1.1372 |
1.1389 |
1.1428 |
|
| S4 |
1.1340 |
1.1357 |
1.1420 |
|
|
| Weekly Pivots for week ending 13-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2119 |
1.1987 |
1.1552 |
|
| R3 |
1.1911 |
1.1778 |
1.1494 |
|
| R2 |
1.1702 |
1.1702 |
1.1475 |
|
| R1 |
1.1570 |
1.1570 |
1.1456 |
1.1532 |
| PP |
1.1494 |
1.1494 |
1.1494 |
1.1475 |
| S1 |
1.1361 |
1.1361 |
1.1418 |
1.1323 |
| S2 |
1.1285 |
1.1285 |
1.1399 |
|
| S3 |
1.1077 |
1.1153 |
1.1380 |
|
| S4 |
1.0868 |
1.0944 |
1.1322 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1627 |
1.1418 |
0.0209 |
1.8% |
0.0007 |
0.1% |
9% |
False |
True |
2 |
| 10 |
1.1690 |
1.1418 |
0.0272 |
2.4% |
0.0022 |
0.2% |
7% |
False |
True |
8 |
| 20 |
1.1690 |
1.1418 |
0.0272 |
2.4% |
0.0023 |
0.2% |
7% |
False |
True |
4 |
| 40 |
1.1873 |
1.1418 |
0.0455 |
4.0% |
0.0018 |
0.2% |
4% |
False |
True |
2 |
| 60 |
1.2200 |
1.1418 |
0.0782 |
6.8% |
0.0021 |
0.2% |
2% |
False |
True |
1 |
| 80 |
1.2254 |
1.1418 |
0.0836 |
7.3% |
0.0021 |
0.2% |
2% |
False |
True |
2 |
| 100 |
1.2254 |
1.1418 |
0.0836 |
7.3% |
0.0023 |
0.2% |
2% |
False |
True |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1583 |
|
2.618 |
1.1532 |
|
1.618 |
1.1500 |
|
1.000 |
1.1481 |
|
0.618 |
1.1469 |
|
HIGH |
1.1450 |
|
0.618 |
1.1437 |
|
0.500 |
1.1434 |
|
0.382 |
1.1430 |
|
LOW |
1.1418 |
|
0.618 |
1.1399 |
|
1.000 |
1.1387 |
|
1.618 |
1.1367 |
|
2.618 |
1.1336 |
|
4.250 |
1.1284 |
|
|
| Fisher Pivots for day following 13-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1436 |
1.1477 |
| PP |
1.1435 |
1.1464 |
| S1 |
1.1434 |
1.1450 |
|