CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 11-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2024 |
11-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1497 |
1.1451 |
-0.0046 |
-0.4% |
1.1500 |
| High |
1.1525 |
1.1471 |
-0.0055 |
-0.5% |
1.1580 |
| Low |
1.1445 |
1.1416 |
-0.0029 |
-0.3% |
1.1385 |
| Close |
1.1451 |
1.1423 |
-0.0029 |
-0.2% |
1.1504 |
| Range |
0.0080 |
0.0055 |
-0.0026 |
-31.9% |
0.0195 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
23,969 |
42,158 |
18,189 |
75.9% |
10,592 |
|
| Daily Pivots for day following 11-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1600 |
1.1566 |
1.1452 |
|
| R3 |
1.1545 |
1.1511 |
1.1437 |
|
| R2 |
1.1491 |
1.1491 |
1.1432 |
|
| R1 |
1.1457 |
1.1457 |
1.1427 |
1.1447 |
| PP |
1.1436 |
1.1436 |
1.1436 |
1.1431 |
| S1 |
1.1402 |
1.1402 |
1.1418 |
1.1392 |
| S2 |
1.1382 |
1.1382 |
1.1413 |
|
| S3 |
1.1327 |
1.1348 |
1.1408 |
|
| S4 |
1.1273 |
1.1293 |
1.1393 |
|
|
| 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 |
1.1416 |
0.0164 |
1.4% |
0.0075 |
0.7% |
4% |
False |
True |
21,616 |
| 10 |
1.1580 |
1.1385 |
0.0195 |
1.7% |
0.0076 |
0.7% |
19% |
False |
False |
11,309 |
| 20 |
1.1580 |
1.1310 |
0.0271 |
2.4% |
0.0070 |
0.6% |
42% |
False |
False |
5,701 |
| 40 |
1.1773 |
1.1310 |
0.0464 |
4.1% |
0.0052 |
0.5% |
24% |
False |
False |
2,858 |
| 60 |
1.2130 |
1.1310 |
0.0821 |
7.2% |
0.0051 |
0.4% |
14% |
False |
False |
1,911 |
| 80 |
1.2180 |
1.1310 |
0.0871 |
7.6% |
0.0048 |
0.4% |
13% |
False |
False |
1,436 |
| 100 |
1.2180 |
1.1310 |
0.0871 |
7.6% |
0.0046 |
0.4% |
13% |
False |
False |
1,149 |
| 120 |
1.2180 |
1.1310 |
0.0871 |
7.6% |
0.0041 |
0.4% |
13% |
False |
False |
958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1702 |
|
2.618 |
1.1613 |
|
1.618 |
1.1559 |
|
1.000 |
1.1525 |
|
0.618 |
1.1504 |
|
HIGH |
1.1471 |
|
0.618 |
1.1450 |
|
0.500 |
1.1443 |
|
0.382 |
1.1437 |
|
LOW |
1.1416 |
|
0.618 |
1.1382 |
|
1.000 |
1.1362 |
|
1.618 |
1.1328 |
|
2.618 |
1.1273 |
|
4.250 |
1.1184 |
|
|
| Fisher Pivots for day following 11-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1443 |
1.1480 |
| PP |
1.1436 |
1.1461 |
| S1 |
1.1429 |
1.1442 |
|