CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 10-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2024 |
10-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1506 |
1.1497 |
-0.0009 |
-0.1% |
1.1500 |
| High |
1.1543 |
1.1525 |
-0.0018 |
-0.2% |
1.1580 |
| Low |
1.1484 |
1.1445 |
-0.0039 |
-0.3% |
1.1385 |
| Close |
1.1506 |
1.1451 |
-0.0055 |
-0.5% |
1.1504 |
| Range |
0.0059 |
0.0080 |
0.0021 |
35.6% |
0.0195 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
0.9% |
0.0000 |
| Volume |
35,990 |
23,969 |
-12,021 |
-33.4% |
10,592 |
|
| Daily Pivots for day following 10-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1714 |
1.1662 |
1.1495 |
|
| R3 |
1.1634 |
1.1582 |
1.1473 |
|
| R2 |
1.1554 |
1.1554 |
1.1466 |
|
| R1 |
1.1502 |
1.1502 |
1.1458 |
1.1488 |
| PP |
1.1474 |
1.1474 |
1.1474 |
1.1467 |
| S1 |
1.1422 |
1.1422 |
1.1444 |
1.1408 |
| S2 |
1.1394 |
1.1394 |
1.1436 |
|
| S3 |
1.1314 |
1.1342 |
1.1429 |
|
| S4 |
1.1234 |
1.1262 |
1.1407 |
|
|
| Weekly Pivots for week ending 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2075 |
1.1984 |
1.1611 |
|
| R3 |
1.1880 |
1.1789 |
1.1558 |
|
| R2 |
1.1685 |
1.1685 |
1.1540 |
|
| R1 |
1.1594 |
1.1594 |
1.1522 |
1.1640 |
| PP |
1.1490 |
1.1490 |
1.1490 |
1.1512 |
| S1 |
1.1399 |
1.1399 |
1.1486 |
1.1445 |
| S2 |
1.1295 |
1.1295 |
1.1468 |
|
| S3 |
1.1100 |
1.1204 |
1.1450 |
|
| S4 |
1.0905 |
1.1009 |
1.1397 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1580 |
1.1395 |
0.0185 |
1.6% |
0.0077 |
0.7% |
30% |
False |
False |
13,698 |
| 10 |
1.1580 |
1.1385 |
0.0195 |
1.7% |
0.0075 |
0.7% |
34% |
False |
False |
7,106 |
| 20 |
1.1580 |
1.1310 |
0.0271 |
2.4% |
0.0069 |
0.6% |
52% |
False |
False |
3,595 |
| 40 |
1.1795 |
1.1310 |
0.0486 |
4.2% |
0.0051 |
0.4% |
29% |
False |
False |
1,804 |
| 60 |
1.2130 |
1.1310 |
0.0821 |
7.2% |
0.0050 |
0.4% |
17% |
False |
False |
1,208 |
| 80 |
1.2180 |
1.1310 |
0.0871 |
7.6% |
0.0047 |
0.4% |
16% |
False |
False |
909 |
| 100 |
1.2180 |
1.1310 |
0.0871 |
7.6% |
0.0046 |
0.4% |
16% |
False |
False |
728 |
| 120 |
1.2180 |
1.1310 |
0.0871 |
7.6% |
0.0040 |
0.4% |
16% |
False |
False |
607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1865 |
|
2.618 |
1.1734 |
|
1.618 |
1.1654 |
|
1.000 |
1.1605 |
|
0.618 |
1.1574 |
|
HIGH |
1.1525 |
|
0.618 |
1.1494 |
|
0.500 |
1.1485 |
|
0.382 |
1.1476 |
|
LOW |
1.1445 |
|
0.618 |
1.1396 |
|
1.000 |
1.1365 |
|
1.618 |
1.1316 |
|
2.618 |
1.1236 |
|
4.250 |
1.1105 |
|
|
| Fisher Pivots for day following 10-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1485 |
1.1513 |
| PP |
1.1474 |
1.1492 |
| S1 |
1.1462 |
1.1472 |
|