CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 26-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2024 |
26-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1235 |
1.1228 |
-0.0007 |
-0.1% |
1.1313 |
| High |
1.1235 |
1.1229 |
-0.0006 |
-0.1% |
1.1354 |
| Low |
1.1196 |
1.1199 |
0.0003 |
0.0% |
1.1193 |
| Close |
1.1200 |
1.1223 |
0.0023 |
0.2% |
1.1323 |
| Range |
0.0040 |
0.0031 |
-0.0009 |
-22.8% |
0.0161 |
| ATR |
0.0079 |
0.0076 |
-0.0003 |
-4.4% |
0.0000 |
| Volume |
8,251 |
7,394 |
-857 |
-10.4% |
179,325 |
|
| Daily Pivots for day following 26-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1308 |
1.1296 |
1.1239 |
|
| R3 |
1.1278 |
1.1265 |
1.1231 |
|
| R2 |
1.1247 |
1.1247 |
1.1228 |
|
| R1 |
1.1235 |
1.1235 |
1.1225 |
1.1226 |
| PP |
1.1217 |
1.1217 |
1.1217 |
1.1212 |
| S1 |
1.1204 |
1.1204 |
1.1220 |
1.1195 |
| S2 |
1.1186 |
1.1186 |
1.1217 |
|
| S3 |
1.1156 |
1.1174 |
1.1214 |
|
| S4 |
1.1125 |
1.1143 |
1.1206 |
|
|
| 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 |
1.1328 |
1.1193 |
0.0135 |
1.2% |
0.0072 |
0.6% |
22% |
False |
False |
23,631 |
| 10 |
1.1459 |
1.1193 |
0.0266 |
2.4% |
0.0082 |
0.7% |
11% |
False |
False |
28,388 |
| 20 |
1.1580 |
1.1193 |
0.0387 |
3.4% |
0.0079 |
0.7% |
8% |
False |
False |
19,849 |
| 40 |
1.1757 |
1.1193 |
0.0564 |
5.0% |
0.0067 |
0.6% |
5% |
False |
False |
9,953 |
| 60 |
1.2012 |
1.1193 |
0.0819 |
7.3% |
0.0055 |
0.5% |
4% |
False |
False |
6,639 |
| 80 |
1.2180 |
1.1193 |
0.0987 |
8.8% |
0.0053 |
0.5% |
3% |
False |
False |
4,983 |
| 100 |
1.2180 |
1.1193 |
0.0987 |
8.8% |
0.0049 |
0.4% |
3% |
False |
False |
3,988 |
| 120 |
1.2180 |
1.1193 |
0.0987 |
8.8% |
0.0046 |
0.4% |
3% |
False |
False |
3,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1359 |
|
2.618 |
1.1309 |
|
1.618 |
1.1278 |
|
1.000 |
1.1260 |
|
0.618 |
1.1248 |
|
HIGH |
1.1229 |
|
0.618 |
1.1217 |
|
0.500 |
1.1214 |
|
0.382 |
1.1210 |
|
LOW |
1.1199 |
|
0.618 |
1.1180 |
|
1.000 |
1.1168 |
|
1.618 |
1.1149 |
|
2.618 |
1.1119 |
|
4.250 |
1.1069 |
|
|
| Fisher Pivots for day following 26-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1220 |
1.1256 |
| PP |
1.1217 |
1.1245 |
| S1 |
1.1214 |
1.1234 |
|