CME Swiss Franc Future June 2025
| Trading Metrics calculated at close of trading on 26-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2024 |
26-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1333 |
1.1321 |
-0.0013 |
-0.1% |
1.1413 |
| High |
1.1333 |
1.1342 |
0.0009 |
0.1% |
1.1463 |
| Low |
1.1317 |
1.1321 |
0.0004 |
0.0% |
1.1335 |
| Close |
1.1319 |
1.1342 |
0.0024 |
0.2% |
1.1444 |
| Range |
0.0016 |
0.0022 |
0.0006 |
34.4% |
0.0128 |
| ATR |
0.0055 |
0.0053 |
-0.0002 |
-4.1% |
0.0000 |
| Volume |
5 |
31 |
26 |
520.0% |
11 |
|
| Daily Pivots for day following 26-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1399 |
1.1392 |
1.1354 |
|
| R3 |
1.1378 |
1.1371 |
1.1348 |
|
| R2 |
1.1356 |
1.1356 |
1.1346 |
|
| R1 |
1.1349 |
1.1349 |
1.1344 |
1.1353 |
| PP |
1.1335 |
1.1335 |
1.1335 |
1.1337 |
| S1 |
1.1328 |
1.1328 |
1.1340 |
1.1331 |
| S2 |
1.1313 |
1.1313 |
1.1338 |
|
| S3 |
1.1292 |
1.1306 |
1.1336 |
|
| S4 |
1.1270 |
1.1285 |
1.1330 |
|
|
| Weekly Pivots for week ending 20-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1798 |
1.1749 |
1.1514 |
|
| R3 |
1.1670 |
1.1621 |
1.1479 |
|
| R2 |
1.1542 |
1.1542 |
1.1467 |
|
| R1 |
1.1493 |
1.1493 |
1.1455 |
1.1517 |
| PP |
1.1414 |
1.1414 |
1.1414 |
1.1426 |
| S1 |
1.1365 |
1.1365 |
1.1432 |
1.1389 |
| S2 |
1.1286 |
1.1286 |
1.1420 |
|
| S3 |
1.1158 |
1.1237 |
1.1408 |
|
| S4 |
1.1030 |
1.1109 |
1.1373 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1444 |
1.1317 |
0.0127 |
1.1% |
0.0026 |
0.2% |
20% |
False |
False |
8 |
| 10 |
1.1463 |
1.1317 |
0.0146 |
1.3% |
0.0032 |
0.3% |
17% |
False |
False |
5 |
| 20 |
1.1690 |
1.1317 |
0.0373 |
3.3% |
0.0028 |
0.2% |
7% |
False |
False |
6 |
| 40 |
1.1873 |
1.1317 |
0.0556 |
4.9% |
0.0024 |
0.2% |
5% |
False |
False |
3 |
| 60 |
1.2071 |
1.1317 |
0.0754 |
6.6% |
0.0020 |
0.2% |
3% |
False |
False |
2 |
| 80 |
1.2238 |
1.1317 |
0.0921 |
8.1% |
0.0022 |
0.2% |
3% |
False |
False |
2 |
| 100 |
1.2254 |
1.1317 |
0.0937 |
8.3% |
0.0022 |
0.2% |
3% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1433 |
|
2.618 |
1.1398 |
|
1.618 |
1.1377 |
|
1.000 |
1.1364 |
|
0.618 |
1.1355 |
|
HIGH |
1.1342 |
|
0.618 |
1.1334 |
|
0.500 |
1.1331 |
|
0.382 |
1.1329 |
|
LOW |
1.1321 |
|
0.618 |
1.1307 |
|
1.000 |
1.1299 |
|
1.618 |
1.1286 |
|
2.618 |
1.1264 |
|
4.250 |
1.1229 |
|
|
| Fisher Pivots for day following 26-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1338 |
1.1340 |
| PP |
1.1335 |
1.1338 |
| S1 |
1.1331 |
1.1335 |
|