CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 26-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2024 |
26-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1370 |
1.1410 |
0.0040 |
0.4% |
1.1417 |
| High |
1.1442 |
1.1444 |
0.0002 |
0.0% |
1.1507 |
| Low |
1.1364 |
1.1400 |
0.0036 |
0.3% |
1.1310 |
| Close |
1.1435 |
1.1414 |
-0.0022 |
-0.2% |
1.1325 |
| Range |
0.0078 |
0.0044 |
-0.0034 |
-43.9% |
0.0198 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
182 |
130 |
-52 |
-28.6% |
457 |
|
| Daily Pivots for day following 26-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1550 |
1.1525 |
1.1437 |
|
| R3 |
1.1506 |
1.1482 |
1.1425 |
|
| R2 |
1.1463 |
1.1463 |
1.1421 |
|
| R1 |
1.1438 |
1.1438 |
1.1417 |
1.1450 |
| PP |
1.1419 |
1.1419 |
1.1419 |
1.1425 |
| S1 |
1.1395 |
1.1395 |
1.1410 |
1.1407 |
| S2 |
1.1376 |
1.1376 |
1.1406 |
|
| S3 |
1.1332 |
1.1351 |
1.1402 |
|
| S4 |
1.1289 |
1.1308 |
1.1390 |
|
|
| Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1973 |
1.1846 |
1.1433 |
|
| R3 |
1.1775 |
1.1649 |
1.1379 |
|
| R2 |
1.1578 |
1.1578 |
1.1361 |
|
| R1 |
1.1451 |
1.1451 |
1.1343 |
1.1416 |
| PP |
1.1380 |
1.1380 |
1.1380 |
1.1363 |
| S1 |
1.1254 |
1.1254 |
1.1306 |
1.1218 |
| S2 |
1.1183 |
1.1183 |
1.1288 |
|
| S3 |
1.0985 |
1.1056 |
1.1270 |
|
| S4 |
1.0788 |
1.0859 |
1.1216 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1482 |
1.1310 |
0.0173 |
1.5% |
0.0072 |
0.6% |
60% |
False |
False |
140 |
| 10 |
1.1507 |
1.1310 |
0.0198 |
1.7% |
0.0064 |
0.6% |
53% |
False |
False |
93 |
| 20 |
1.1757 |
1.1310 |
0.0448 |
3.9% |
0.0056 |
0.5% |
23% |
False |
False |
58 |
| 40 |
1.2012 |
1.1310 |
0.0703 |
6.2% |
0.0043 |
0.4% |
15% |
False |
False |
35 |
| 60 |
1.2180 |
1.1310 |
0.0871 |
7.6% |
0.0044 |
0.4% |
12% |
False |
False |
28 |
| 80 |
1.2180 |
1.1310 |
0.0871 |
7.6% |
0.0041 |
0.4% |
12% |
False |
False |
23 |
| 100 |
1.2180 |
1.1310 |
0.0871 |
7.6% |
0.0040 |
0.3% |
12% |
False |
False |
18 |
| 120 |
1.2180 |
1.1310 |
0.0871 |
7.6% |
0.0036 |
0.3% |
12% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1628 |
|
2.618 |
1.1557 |
|
1.618 |
1.1514 |
|
1.000 |
1.1487 |
|
0.618 |
1.1470 |
|
HIGH |
1.1444 |
|
0.618 |
1.1427 |
|
0.500 |
1.1422 |
|
0.382 |
1.1417 |
|
LOW |
1.1400 |
|
0.618 |
1.1373 |
|
1.000 |
1.1357 |
|
1.618 |
1.1330 |
|
2.618 |
1.1286 |
|
4.250 |
1.1215 |
|
|
| Fisher Pivots for day following 26-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1422 |
1.1401 |
| PP |
1.1419 |
1.1389 |
| S1 |
1.1416 |
1.1377 |
|