CME Swiss Franc Future June 2025
| Trading Metrics calculated at close of trading on 31-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2024 |
31-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1250 |
1.1221 |
-0.0029 |
-0.3% |
1.1354 |
| High |
1.1272 |
1.1288 |
0.0016 |
0.1% |
1.1354 |
| Low |
1.1250 |
1.1220 |
-0.0030 |
-0.3% |
1.1299 |
| Close |
1.1272 |
1.1221 |
-0.0052 |
-0.5% |
1.1306 |
| Range |
0.0023 |
0.0068 |
0.0045 |
200.0% |
0.0055 |
| ATR |
0.0053 |
0.0054 |
0.0001 |
2.0% |
0.0000 |
| Volume |
3 |
0 |
-3 |
-100.0% |
39 |
|
| Daily Pivots for day following 31-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1445 |
1.1400 |
1.1258 |
|
| R3 |
1.1378 |
1.1333 |
1.1239 |
|
| R2 |
1.1310 |
1.1310 |
1.1233 |
|
| R1 |
1.1265 |
1.1265 |
1.1227 |
1.1254 |
| PP |
1.1243 |
1.1243 |
1.1243 |
1.1237 |
| S1 |
1.1198 |
1.1198 |
1.1214 |
1.1187 |
| S2 |
1.1175 |
1.1175 |
1.1208 |
|
| S3 |
1.1108 |
1.1130 |
1.1202 |
|
| S4 |
1.1040 |
1.1063 |
1.1183 |
|
|
| 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 |
1.1345 |
1.1220 |
0.0125 |
1.1% |
0.0035 |
0.3% |
0% |
False |
True |
8 |
| 10 |
1.1444 |
1.1220 |
0.0224 |
2.0% |
0.0038 |
0.3% |
0% |
False |
True |
5 |
| 20 |
1.1690 |
1.1220 |
0.0470 |
4.2% |
0.0029 |
0.3% |
0% |
False |
True |
5 |
| 40 |
1.1873 |
1.1220 |
0.0653 |
5.8% |
0.0025 |
0.2% |
0% |
False |
True |
3 |
| 60 |
1.2030 |
1.1220 |
0.0810 |
7.2% |
0.0020 |
0.2% |
0% |
False |
True |
2 |
| 80 |
1.2200 |
1.1220 |
0.0980 |
8.7% |
0.0022 |
0.2% |
0% |
False |
True |
2 |
| 100 |
1.2254 |
1.1220 |
0.1034 |
9.2% |
0.0022 |
0.2% |
0% |
False |
True |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1574 |
|
2.618 |
1.1464 |
|
1.618 |
1.1397 |
|
1.000 |
1.1355 |
|
0.618 |
1.1329 |
|
HIGH |
1.1288 |
|
0.618 |
1.1262 |
|
0.500 |
1.1254 |
|
0.382 |
1.1246 |
|
LOW |
1.1220 |
|
0.618 |
1.1178 |
|
1.000 |
1.1153 |
|
1.618 |
1.1111 |
|
2.618 |
1.1043 |
|
4.250 |
1.0933 |
|
|
| Fisher Pivots for day following 31-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1254 |
1.1283 |
| PP |
1.1243 |
1.1262 |
| S1 |
1.1232 |
1.1241 |
|