CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 23-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2024 |
23-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1236 |
1.1308 |
0.0072 |
0.6% |
1.1313 |
| High |
1.1328 |
1.1316 |
-0.0012 |
-0.1% |
1.1354 |
| Low |
1.1230 |
1.1213 |
-0.0017 |
-0.2% |
1.1193 |
| Close |
1.1323 |
1.1234 |
-0.0090 |
-0.8% |
1.1323 |
| Range |
0.0098 |
0.0103 |
0.0005 |
5.1% |
0.0161 |
| ATR |
0.0080 |
0.0082 |
0.0002 |
2.7% |
0.0000 |
| Volume |
37,047 |
19,036 |
-18,011 |
-48.6% |
179,325 |
|
| Daily Pivots for day following 23-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1563 |
1.1501 |
1.1290 |
|
| R3 |
1.1460 |
1.1398 |
1.1262 |
|
| R2 |
1.1357 |
1.1357 |
1.1252 |
|
| R1 |
1.1295 |
1.1295 |
1.1243 |
1.1275 |
| PP |
1.1254 |
1.1254 |
1.1254 |
1.1244 |
| S1 |
1.1192 |
1.1192 |
1.1224 |
1.1172 |
| S2 |
1.1151 |
1.1151 |
1.1215 |
|
| S3 |
1.1048 |
1.1089 |
1.1205 |
|
| S4 |
1.0945 |
1.0986 |
1.1177 |
|
|
| Weekly Pivots for week ending 20-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1773 |
1.1709 |
1.1412 |
|
| R3 |
1.1612 |
1.1548 |
1.1367 |
|
| R2 |
1.1451 |
1.1451 |
1.1353 |
|
| R1 |
1.1387 |
1.1387 |
1.1338 |
1.1419 |
| PP |
1.1290 |
1.1290 |
1.1290 |
1.1306 |
| S1 |
1.1226 |
1.1226 |
1.1308 |
1.1258 |
| S2 |
1.1129 |
1.1129 |
1.1293 |
|
| S3 |
1.0968 |
1.1065 |
1.1279 |
|
| S4 |
1.0807 |
1.0904 |
1.1234 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1333 |
1.1193 |
0.0140 |
1.2% |
0.0099 |
0.9% |
29% |
False |
False |
34,253 |
| 10 |
1.1525 |
1.1193 |
0.0332 |
3.0% |
0.0089 |
0.8% |
12% |
False |
False |
33,437 |
| 20 |
1.1580 |
1.1193 |
0.0387 |
3.4% |
0.0082 |
0.7% |
10% |
False |
False |
19,082 |
| 40 |
1.1757 |
1.1193 |
0.0564 |
5.0% |
0.0067 |
0.6% |
7% |
False |
False |
9,562 |
| 60 |
1.2032 |
1.1193 |
0.0839 |
7.5% |
0.0054 |
0.5% |
5% |
False |
False |
6,379 |
| 80 |
1.2180 |
1.1193 |
0.0987 |
8.8% |
0.0053 |
0.5% |
4% |
False |
False |
4,788 |
| 100 |
1.2180 |
1.1193 |
0.0987 |
8.8% |
0.0050 |
0.4% |
4% |
False |
False |
3,832 |
| 120 |
1.2180 |
1.1193 |
0.0987 |
8.8% |
0.0047 |
0.4% |
4% |
False |
False |
3,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1754 |
|
2.618 |
1.1586 |
|
1.618 |
1.1483 |
|
1.000 |
1.1419 |
|
0.618 |
1.1380 |
|
HIGH |
1.1316 |
|
0.618 |
1.1277 |
|
0.500 |
1.1265 |
|
0.382 |
1.1252 |
|
LOW |
1.1213 |
|
0.618 |
1.1149 |
|
1.000 |
1.1110 |
|
1.618 |
1.1046 |
|
2.618 |
1.0943 |
|
4.250 |
1.0775 |
|
|
| Fisher Pivots for day following 23-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1265 |
1.1261 |
| PP |
1.1254 |
1.1252 |
| S1 |
1.1244 |
1.1243 |
|