CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 09-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2024 |
09-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1794 |
1.1753 |
-0.0042 |
-0.4% |
1.1997 |
| High |
1.1813 |
1.1763 |
-0.0051 |
-0.4% |
1.1999 |
| Low |
1.1738 |
1.1702 |
-0.0037 |
-0.3% |
1.1709 |
| Close |
1.1746 |
1.1704 |
-0.0042 |
-0.4% |
1.1740 |
| Range |
0.0075 |
0.0061 |
-0.0014 |
-18.7% |
0.0290 |
| ATR |
0.0094 |
0.0092 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
21,415 |
17,408 |
-4,007 |
-18.7% |
164,884 |
|
| Daily Pivots for day following 09-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1906 |
1.1866 |
1.1738 |
|
| R3 |
1.1845 |
1.1805 |
1.1721 |
|
| R2 |
1.1784 |
1.1784 |
1.1715 |
|
| R1 |
1.1744 |
1.1744 |
1.1710 |
1.1733 |
| PP |
1.1723 |
1.1723 |
1.1723 |
1.1717 |
| S1 |
1.1683 |
1.1683 |
1.1698 |
1.1672 |
| S2 |
1.1662 |
1.1662 |
1.1693 |
|
| S3 |
1.1601 |
1.1622 |
1.1687 |
|
| S4 |
1.1540 |
1.1561 |
1.1670 |
|
|
| 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 |
1.1873 |
1.1702 |
0.0172 |
1.5% |
0.0089 |
0.8% |
1% |
False |
True |
28,182 |
| 10 |
1.2005 |
1.1702 |
0.0303 |
2.6% |
0.0092 |
0.8% |
1% |
False |
True |
29,804 |
| 20 |
1.2036 |
1.1702 |
0.0334 |
2.9% |
0.0092 |
0.8% |
1% |
False |
True |
27,938 |
| 40 |
1.2075 |
1.1600 |
0.0475 |
4.1% |
0.0088 |
0.8% |
22% |
False |
False |
17,276 |
| 60 |
1.2075 |
1.1400 |
0.0675 |
5.8% |
0.0086 |
0.7% |
45% |
False |
False |
11,562 |
| 80 |
1.2075 |
1.1279 |
0.0797 |
6.8% |
0.0072 |
0.6% |
53% |
False |
False |
8,675 |
| 100 |
1.2075 |
1.1180 |
0.0895 |
7.6% |
0.0062 |
0.5% |
59% |
False |
False |
6,945 |
| 120 |
1.2075 |
1.1140 |
0.0935 |
8.0% |
0.0055 |
0.5% |
60% |
False |
False |
5,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2022 |
|
2.618 |
1.1922 |
|
1.618 |
1.1861 |
|
1.000 |
1.1824 |
|
0.618 |
1.1800 |
|
HIGH |
1.1763 |
|
0.618 |
1.1739 |
|
0.500 |
1.1732 |
|
0.382 |
1.1725 |
|
LOW |
1.1702 |
|
0.618 |
1.1664 |
|
1.000 |
1.1641 |
|
1.618 |
1.1603 |
|
2.618 |
1.1542 |
|
4.250 |
1.1442 |
|
|
| Fisher Pivots for day following 09-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1732 |
1.1757 |
| PP |
1.1723 |
1.1740 |
| S1 |
1.1713 |
1.1722 |
|