CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 07-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2024 |
07-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1818 |
1.1735 |
-0.0084 |
-0.7% |
1.1997 |
| High |
1.1856 |
1.1809 |
-0.0048 |
-0.4% |
1.1999 |
| Low |
1.1709 |
1.1721 |
0.0012 |
0.1% |
1.1709 |
| Close |
1.1740 |
1.1801 |
0.0062 |
0.5% |
1.1740 |
| Range |
0.0147 |
0.0088 |
-0.0059 |
-40.1% |
0.0290 |
| ATR |
0.0096 |
0.0095 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
35,139 |
29,026 |
-6,113 |
-17.4% |
164,884 |
|
| Daily Pivots for day following 07-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2041 |
1.2009 |
1.1849 |
|
| R3 |
1.1953 |
1.1921 |
1.1825 |
|
| R2 |
1.1865 |
1.1865 |
1.1817 |
|
| R1 |
1.1833 |
1.1833 |
1.1809 |
1.1849 |
| PP |
1.1777 |
1.1777 |
1.1777 |
1.1785 |
| S1 |
1.1745 |
1.1745 |
1.1793 |
1.1761 |
| S2 |
1.1689 |
1.1689 |
1.1785 |
|
| S3 |
1.1601 |
1.1657 |
1.1777 |
|
| S4 |
1.1513 |
1.1569 |
1.1753 |
|
|
| Weekly Pivots for week ending 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2686 |
1.2503 |
1.1899 |
|
| R3 |
1.2396 |
1.2213 |
1.1819 |
|
| R2 |
1.2106 |
1.2106 |
1.1793 |
|
| R1 |
1.1923 |
1.1923 |
1.1766 |
1.1869 |
| PP |
1.1816 |
1.1816 |
1.1816 |
1.1789 |
| S1 |
1.1633 |
1.1633 |
1.1713 |
1.1579 |
| S2 |
1.1526 |
1.1526 |
1.1686 |
|
| S3 |
1.1236 |
1.1343 |
1.1660 |
|
| S4 |
1.0946 |
1.1053 |
1.1580 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1960 |
1.1709 |
0.0251 |
2.1% |
0.0093 |
0.8% |
37% |
False |
False |
31,465 |
| 10 |
1.2005 |
1.1709 |
0.0296 |
2.5% |
0.0100 |
0.8% |
31% |
False |
False |
30,663 |
| 20 |
1.2036 |
1.1709 |
0.0327 |
2.8% |
0.0095 |
0.8% |
28% |
False |
False |
30,378 |
| 40 |
1.2075 |
1.1600 |
0.0475 |
4.0% |
0.0088 |
0.7% |
42% |
False |
False |
16,308 |
| 60 |
1.2075 |
1.1368 |
0.0707 |
6.0% |
0.0084 |
0.7% |
61% |
False |
False |
10,916 |
| 80 |
1.2075 |
1.1279 |
0.0797 |
6.7% |
0.0071 |
0.6% |
66% |
False |
False |
8,190 |
| 100 |
1.2075 |
1.1180 |
0.0895 |
7.6% |
0.0060 |
0.5% |
69% |
False |
False |
6,557 |
| 120 |
1.2075 |
1.1140 |
0.0935 |
7.9% |
0.0054 |
0.5% |
71% |
False |
False |
5,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2183 |
|
2.618 |
1.2039 |
|
1.618 |
1.1951 |
|
1.000 |
1.1897 |
|
0.618 |
1.1863 |
|
HIGH |
1.1809 |
|
0.618 |
1.1775 |
|
0.500 |
1.1765 |
|
0.382 |
1.1754 |
|
LOW |
1.1721 |
|
0.618 |
1.1666 |
|
1.000 |
1.1633 |
|
1.618 |
1.1578 |
|
2.618 |
1.1490 |
|
4.250 |
1.1347 |
|
|
| Fisher Pivots for day following 07-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1789 |
1.1798 |
| PP |
1.1777 |
1.1794 |
| S1 |
1.1765 |
1.1791 |
|