CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 05-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2024 |
05-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1412 |
1.1440 |
0.0028 |
0.2% |
1.1370 |
| High |
1.1461 |
1.1520 |
0.0059 |
0.5% |
1.1506 |
| Low |
1.1395 |
1.1427 |
0.0032 |
0.3% |
1.1364 |
| Close |
1.1444 |
1.1519 |
0.0076 |
0.7% |
1.1488 |
| Range |
0.0066 |
0.0093 |
0.0027 |
41.2% |
0.0142 |
| ATR |
0.0070 |
0.0071 |
0.0002 |
2.3% |
0.0000 |
| Volume |
2,568 |
1,980 |
-588 |
-22.9% |
699 |
|
| Daily Pivots for day following 05-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1766 |
1.1735 |
1.1570 |
|
| R3 |
1.1674 |
1.1643 |
1.1544 |
|
| R2 |
1.1581 |
1.1581 |
1.1536 |
|
| R1 |
1.1550 |
1.1550 |
1.1527 |
1.1566 |
| PP |
1.1489 |
1.1489 |
1.1489 |
1.1496 |
| S1 |
1.1458 |
1.1458 |
1.1511 |
1.1473 |
| S2 |
1.1396 |
1.1396 |
1.1502 |
|
| S3 |
1.1304 |
1.1365 |
1.1494 |
|
| S4 |
1.1211 |
1.1273 |
1.1468 |
|
|
| Weekly Pivots for week ending 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1877 |
1.1824 |
1.1565 |
|
| R3 |
1.1735 |
1.1682 |
1.1526 |
|
| R2 |
1.1594 |
1.1594 |
1.1513 |
|
| R1 |
1.1541 |
1.1541 |
1.1500 |
1.1567 |
| PP |
1.1452 |
1.1452 |
1.1452 |
1.1466 |
| S1 |
1.1399 |
1.1399 |
1.1475 |
1.1426 |
| S2 |
1.1311 |
1.1311 |
1.1462 |
|
| S3 |
1.1169 |
1.1258 |
1.1449 |
|
| S4 |
1.1028 |
1.1116 |
1.1410 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1520 |
1.1385 |
0.0135 |
1.2% |
0.0080 |
0.7% |
100% |
True |
False |
1,347 |
| 10 |
1.1520 |
1.1310 |
0.0210 |
1.8% |
0.0079 |
0.7% |
100% |
True |
False |
765 |
| 20 |
1.1655 |
1.1310 |
0.0345 |
3.0% |
0.0069 |
0.6% |
61% |
False |
False |
399 |
| 40 |
1.1881 |
1.1310 |
0.0572 |
5.0% |
0.0048 |
0.4% |
37% |
False |
False |
207 |
| 60 |
1.2130 |
1.1310 |
0.0821 |
7.1% |
0.0048 |
0.4% |
26% |
False |
False |
143 |
| 80 |
1.2180 |
1.1310 |
0.0871 |
7.6% |
0.0046 |
0.4% |
24% |
False |
False |
110 |
| 100 |
1.2180 |
1.1310 |
0.0871 |
7.6% |
0.0044 |
0.4% |
24% |
False |
False |
88 |
| 120 |
1.2180 |
1.1310 |
0.0871 |
7.6% |
0.0039 |
0.3% |
24% |
False |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1913 |
|
2.618 |
1.1762 |
|
1.618 |
1.1669 |
|
1.000 |
1.1612 |
|
0.618 |
1.1577 |
|
HIGH |
1.1520 |
|
0.618 |
1.1484 |
|
0.500 |
1.1473 |
|
0.382 |
1.1462 |
|
LOW |
1.1427 |
|
0.618 |
1.1370 |
|
1.000 |
1.1335 |
|
1.618 |
1.1277 |
|
2.618 |
1.1185 |
|
4.250 |
1.1034 |
|
|
| Fisher Pivots for day following 05-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1504 |
1.1497 |
| PP |
1.1489 |
1.1475 |
| S1 |
1.1473 |
1.1452 |
|