CME Swiss Franc Future June 2025
| Trading Metrics calculated at close of trading on 18-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2024 |
18-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1395 |
1.1399 |
0.0004 |
0.0% |
1.1627 |
| High |
1.1441 |
1.1399 |
-0.0042 |
-0.4% |
1.1627 |
| Low |
1.1395 |
1.1335 |
-0.0060 |
-0.5% |
1.1418 |
| Close |
1.1441 |
1.1339 |
-0.0102 |
-0.9% |
1.1437 |
| Range |
0.0046 |
0.0064 |
0.0018 |
39.1% |
0.0209 |
| ATR |
0.0050 |
0.0054 |
0.0004 |
8.1% |
0.0000 |
| Volume |
2 |
3 |
1 |
50.0% |
10 |
|
| Daily Pivots for day following 18-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1550 |
1.1508 |
1.1374 |
|
| R3 |
1.1486 |
1.1444 |
1.1357 |
|
| R2 |
1.1422 |
1.1422 |
1.1351 |
|
| R1 |
1.1380 |
1.1380 |
1.1345 |
1.1369 |
| PP |
1.1358 |
1.1358 |
1.1358 |
1.1352 |
| S1 |
1.1316 |
1.1316 |
1.1333 |
1.1305 |
| S2 |
1.1294 |
1.1294 |
1.1327 |
|
| S3 |
1.1230 |
1.1252 |
1.1321 |
|
| S4 |
1.1166 |
1.1188 |
1.1304 |
|
|
| 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 |
1.1463 |
1.1335 |
0.0128 |
1.1% |
0.0038 |
0.3% |
3% |
False |
True |
2 |
| 10 |
1.1690 |
1.1335 |
0.0355 |
3.1% |
0.0028 |
0.2% |
1% |
False |
True |
4 |
| 20 |
1.1690 |
1.1335 |
0.0355 |
3.1% |
0.0028 |
0.2% |
1% |
False |
True |
4 |
| 40 |
1.1873 |
1.1335 |
0.0538 |
4.7% |
0.0022 |
0.2% |
1% |
False |
True |
2 |
| 60 |
1.2200 |
1.1335 |
0.0865 |
7.6% |
0.0021 |
0.2% |
0% |
False |
True |
1 |
| 80 |
1.2254 |
1.1335 |
0.0919 |
8.1% |
0.0021 |
0.2% |
0% |
False |
True |
2 |
| 100 |
1.2254 |
1.1335 |
0.0919 |
8.1% |
0.0023 |
0.2% |
0% |
False |
True |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1671 |
|
2.618 |
1.1567 |
|
1.618 |
1.1503 |
|
1.000 |
1.1463 |
|
0.618 |
1.1439 |
|
HIGH |
1.1399 |
|
0.618 |
1.1375 |
|
0.500 |
1.1367 |
|
0.382 |
1.1359 |
|
LOW |
1.1335 |
|
0.618 |
1.1295 |
|
1.000 |
1.1271 |
|
1.618 |
1.1231 |
|
2.618 |
1.1167 |
|
4.250 |
1.1063 |
|
|
| Fisher Pivots for day following 18-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1367 |
1.1399 |
| PP |
1.1358 |
1.1379 |
| S1 |
1.1348 |
1.1359 |
|