CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 22-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2024 |
22-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1463 |
1.1438 |
-0.0025 |
-0.2% |
1.1417 |
| High |
1.1482 |
1.1442 |
-0.0041 |
-0.4% |
1.1507 |
| Low |
1.1422 |
1.1310 |
-0.0112 |
-1.0% |
1.1310 |
| Close |
1.1429 |
1.1325 |
-0.0104 |
-0.9% |
1.1325 |
| Range |
0.0061 |
0.0132 |
0.0072 |
118.2% |
0.0198 |
| ATR |
0.0058 |
0.0063 |
0.0005 |
9.1% |
0.0000 |
| Volume |
49 |
301 |
252 |
514.3% |
457 |
|
| Daily Pivots for day following 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1755 |
1.1672 |
1.1397 |
|
| R3 |
1.1623 |
1.1540 |
1.1361 |
|
| R2 |
1.1491 |
1.1491 |
1.1349 |
|
| R1 |
1.1408 |
1.1408 |
1.1337 |
1.1383 |
| PP |
1.1359 |
1.1359 |
1.1359 |
1.1346 |
| S1 |
1.1276 |
1.1276 |
1.1312 |
1.1251 |
| S2 |
1.1227 |
1.1227 |
1.1300 |
|
| S3 |
1.1095 |
1.1144 |
1.1288 |
|
| S4 |
1.0963 |
1.1012 |
1.1252 |
|
|
| 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 |
1.1507 |
1.1310 |
0.0198 |
1.7% |
0.0069 |
0.6% |
8% |
False |
True |
91 |
| 10 |
1.1576 |
1.1310 |
0.0267 |
2.4% |
0.0062 |
0.6% |
6% |
False |
True |
67 |
| 20 |
1.1757 |
1.1310 |
0.0448 |
4.0% |
0.0053 |
0.5% |
3% |
False |
True |
43 |
| 40 |
1.2032 |
1.1310 |
0.0722 |
6.4% |
0.0041 |
0.4% |
2% |
False |
True |
27 |
| 60 |
1.2180 |
1.1310 |
0.0871 |
7.7% |
0.0043 |
0.4% |
2% |
False |
True |
23 |
| 80 |
1.2180 |
1.1310 |
0.0871 |
7.7% |
0.0042 |
0.4% |
2% |
False |
True |
19 |
| 100 |
1.2180 |
1.1310 |
0.0871 |
7.7% |
0.0040 |
0.3% |
2% |
False |
True |
15 |
| 120 |
1.2180 |
1.1310 |
0.0871 |
7.7% |
0.0035 |
0.3% |
2% |
False |
True |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2003 |
|
2.618 |
1.1787 |
|
1.618 |
1.1655 |
|
1.000 |
1.1574 |
|
0.618 |
1.1523 |
|
HIGH |
1.1442 |
|
0.618 |
1.1391 |
|
0.500 |
1.1376 |
|
0.382 |
1.1360 |
|
LOW |
1.1310 |
|
0.618 |
1.1228 |
|
1.000 |
1.1178 |
|
1.618 |
1.1096 |
|
2.618 |
1.0964 |
|
4.250 |
1.0749 |
|
|
| Fisher Pivots for day following 22-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1376 |
1.1396 |
| PP |
1.1359 |
1.1372 |
| S1 |
1.1342 |
1.1348 |
|