CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 10-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2024 |
10-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1753 |
1.1704 |
-0.0049 |
-0.4% |
1.1997 |
| High |
1.1763 |
1.1768 |
0.0006 |
0.0% |
1.1999 |
| Low |
1.1702 |
1.1682 |
-0.0020 |
-0.2% |
1.1709 |
| Close |
1.1704 |
1.1749 |
0.0045 |
0.4% |
1.1740 |
| Range |
0.0061 |
0.0086 |
0.0025 |
41.0% |
0.0290 |
| ATR |
0.0092 |
0.0091 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
17,408 |
28,309 |
10,901 |
62.6% |
164,884 |
|
| Daily Pivots for day following 10-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1991 |
1.1956 |
1.1796 |
|
| R3 |
1.1905 |
1.1870 |
1.1773 |
|
| R2 |
1.1819 |
1.1819 |
1.1765 |
|
| R1 |
1.1784 |
1.1784 |
1.1757 |
1.1802 |
| PP |
1.1733 |
1.1733 |
1.1733 |
1.1742 |
| S1 |
1.1698 |
1.1698 |
1.1741 |
1.1716 |
| S2 |
1.1647 |
1.1647 |
1.1733 |
|
| S3 |
1.1561 |
1.1612 |
1.1725 |
|
| S4 |
1.1475 |
1.1526 |
1.1702 |
|
|
| 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 |
1.1856 |
1.1682 |
0.0174 |
1.5% |
0.0091 |
0.8% |
39% |
False |
True |
26,259 |
| 10 |
1.2005 |
1.1682 |
0.0323 |
2.7% |
0.0092 |
0.8% |
21% |
False |
True |
29,034 |
| 20 |
1.2036 |
1.1682 |
0.0354 |
3.0% |
0.0093 |
0.8% |
19% |
False |
True |
27,710 |
| 40 |
1.2075 |
1.1600 |
0.0475 |
4.0% |
0.0090 |
0.8% |
31% |
False |
False |
17,984 |
| 60 |
1.2075 |
1.1400 |
0.0675 |
5.7% |
0.0086 |
0.7% |
52% |
False |
False |
12,031 |
| 80 |
1.2075 |
1.1279 |
0.0797 |
6.8% |
0.0073 |
0.6% |
59% |
False |
False |
9,029 |
| 100 |
1.2075 |
1.1180 |
0.0895 |
7.6% |
0.0062 |
0.5% |
64% |
False |
False |
7,228 |
| 120 |
1.2075 |
1.1140 |
0.0935 |
8.0% |
0.0055 |
0.5% |
65% |
False |
False |
6,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2134 |
|
2.618 |
1.1993 |
|
1.618 |
1.1907 |
|
1.000 |
1.1854 |
|
0.618 |
1.1821 |
|
HIGH |
1.1768 |
|
0.618 |
1.1735 |
|
0.500 |
1.1725 |
|
0.382 |
1.1715 |
|
LOW |
1.1682 |
|
0.618 |
1.1629 |
|
1.000 |
1.1596 |
|
1.618 |
1.1543 |
|
2.618 |
1.1457 |
|
4.250 |
1.1317 |
|
|
| Fisher Pivots for day following 10-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1741 |
1.1749 |
| PP |
1.1733 |
1.1748 |
| S1 |
1.1725 |
1.1748 |
|