CME Swiss Franc Future June 2025
| Trading Metrics calculated at close of trading on 27-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2024 |
27-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1321 |
1.1300 |
-0.0021 |
-0.2% |
1.1354 |
| High |
1.1342 |
1.1345 |
0.0003 |
0.0% |
1.1354 |
| Low |
1.1321 |
1.1299 |
-0.0022 |
-0.2% |
1.1299 |
| Close |
1.1342 |
1.1306 |
-0.0037 |
-0.3% |
1.1306 |
| Range |
0.0022 |
0.0047 |
0.0025 |
116.3% |
0.0055 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
31 |
3 |
-28 |
-90.3% |
39 |
|
| Daily Pivots for day following 27-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1456 |
1.1427 |
1.1331 |
|
| R3 |
1.1409 |
1.1381 |
1.1318 |
|
| R2 |
1.1363 |
1.1363 |
1.1314 |
|
| R1 |
1.1334 |
1.1334 |
1.1310 |
1.1349 |
| PP |
1.1316 |
1.1316 |
1.1316 |
1.1324 |
| S1 |
1.1288 |
1.1288 |
1.1301 |
1.1302 |
| S2 |
1.1270 |
1.1270 |
1.1297 |
|
| S3 |
1.1223 |
1.1241 |
1.1293 |
|
| S4 |
1.1177 |
1.1195 |
1.1280 |
|
|
| Weekly Pivots for week ending 27-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1484 |
1.1450 |
1.1336 |
|
| R3 |
1.1429 |
1.1395 |
1.1321 |
|
| R2 |
1.1374 |
1.1374 |
1.1316 |
|
| R1 |
1.1340 |
1.1340 |
1.1311 |
1.1330 |
| PP |
1.1319 |
1.1319 |
1.1319 |
1.1314 |
| S1 |
1.1285 |
1.1285 |
1.1300 |
1.1275 |
| S2 |
1.1264 |
1.1264 |
1.1295 |
|
| S3 |
1.1209 |
1.1230 |
1.1290 |
|
| S4 |
1.1154 |
1.1175 |
1.1275 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1444 |
1.1299 |
0.0146 |
1.3% |
0.0035 |
0.3% |
5% |
False |
True |
9 |
| 10 |
1.1463 |
1.1299 |
0.0165 |
1.5% |
0.0037 |
0.3% |
4% |
False |
True |
5 |
| 20 |
1.1690 |
1.1299 |
0.0392 |
3.5% |
0.0030 |
0.3% |
2% |
False |
True |
6 |
| 40 |
1.1873 |
1.1299 |
0.0574 |
5.1% |
0.0025 |
0.2% |
1% |
False |
True |
3 |
| 60 |
1.2063 |
1.1299 |
0.0765 |
6.8% |
0.0021 |
0.2% |
1% |
False |
True |
2 |
| 80 |
1.2238 |
1.1299 |
0.0939 |
8.3% |
0.0022 |
0.2% |
1% |
False |
True |
2 |
| 100 |
1.2254 |
1.1299 |
0.0955 |
8.4% |
0.0022 |
0.2% |
1% |
False |
True |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1543 |
|
2.618 |
1.1467 |
|
1.618 |
1.1420 |
|
1.000 |
1.1392 |
|
0.618 |
1.1374 |
|
HIGH |
1.1345 |
|
0.618 |
1.1327 |
|
0.500 |
1.1322 |
|
0.382 |
1.1316 |
|
LOW |
1.1299 |
|
0.618 |
1.1270 |
|
1.000 |
1.1252 |
|
1.618 |
1.1223 |
|
2.618 |
1.1177 |
|
4.250 |
1.1101 |
|
|
| Fisher Pivots for day following 27-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1322 |
1.1322 |
| PP |
1.1316 |
1.1316 |
| S1 |
1.1311 |
1.1311 |
|