CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 08-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2024 |
08-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1735 |
1.1794 |
0.0060 |
0.5% |
1.1997 |
| High |
1.1809 |
1.1813 |
0.0005 |
0.0% |
1.1999 |
| Low |
1.1721 |
1.1738 |
0.0018 |
0.1% |
1.1709 |
| Close |
1.1801 |
1.1746 |
-0.0056 |
-0.5% |
1.1740 |
| Range |
0.0088 |
0.0075 |
-0.0013 |
-14.8% |
0.0290 |
| ATR |
0.0095 |
0.0094 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
29,026 |
21,415 |
-7,611 |
-26.2% |
164,884 |
|
| Daily Pivots for day following 08-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1991 |
1.1943 |
1.1787 |
|
| R3 |
1.1916 |
1.1868 |
1.1766 |
|
| R2 |
1.1841 |
1.1841 |
1.1759 |
|
| R1 |
1.1793 |
1.1793 |
1.1752 |
1.1779 |
| PP |
1.1766 |
1.1766 |
1.1766 |
1.1759 |
| S1 |
1.1718 |
1.1718 |
1.1739 |
1.1704 |
| S2 |
1.1691 |
1.1691 |
1.1732 |
|
| S3 |
1.1616 |
1.1643 |
1.1725 |
|
| S4 |
1.1541 |
1.1568 |
1.1704 |
|
|
| 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 |
1.1933 |
1.1709 |
0.0224 |
1.9% |
0.0094 |
0.8% |
16% |
False |
False |
29,318 |
| 10 |
1.2005 |
1.1709 |
0.0296 |
2.5% |
0.0099 |
0.8% |
12% |
False |
False |
30,920 |
| 20 |
1.2036 |
1.1709 |
0.0327 |
2.8% |
0.0096 |
0.8% |
11% |
False |
False |
30,214 |
| 40 |
1.2075 |
1.1600 |
0.0475 |
4.0% |
0.0088 |
0.7% |
31% |
False |
False |
16,842 |
| 60 |
1.2075 |
1.1378 |
0.0698 |
5.9% |
0.0085 |
0.7% |
53% |
False |
False |
11,273 |
| 80 |
1.2075 |
1.1279 |
0.0797 |
6.8% |
0.0072 |
0.6% |
59% |
False |
False |
8,457 |
| 100 |
1.2075 |
1.1180 |
0.0895 |
7.6% |
0.0061 |
0.5% |
63% |
False |
False |
6,771 |
| 120 |
1.2075 |
1.1140 |
0.0935 |
8.0% |
0.0055 |
0.5% |
65% |
False |
False |
5,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2132 |
|
2.618 |
1.2009 |
|
1.618 |
1.1934 |
|
1.000 |
1.1888 |
|
0.618 |
1.1859 |
|
HIGH |
1.1813 |
|
0.618 |
1.1784 |
|
0.500 |
1.1776 |
|
0.382 |
1.1767 |
|
LOW |
1.1738 |
|
0.618 |
1.1692 |
|
1.000 |
1.1663 |
|
1.618 |
1.1617 |
|
2.618 |
1.1542 |
|
4.250 |
1.1419 |
|
|
| Fisher Pivots for day following 08-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1776 |
1.1783 |
| PP |
1.1766 |
1.1770 |
| S1 |
1.1756 |
1.1758 |
|