CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 11-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2024 |
11-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1704 |
1.1762 |
0.0058 |
0.5% |
1.1735 |
| High |
1.1768 |
1.1767 |
-0.0002 |
0.0% |
1.1813 |
| Low |
1.1682 |
1.1732 |
0.0050 |
0.4% |
1.1682 |
| Close |
1.1749 |
1.1752 |
0.0003 |
0.0% |
1.1752 |
| Range |
0.0086 |
0.0035 |
-0.0051 |
-59.3% |
0.0131 |
| ATR |
0.0091 |
0.0087 |
-0.0004 |
-4.4% |
0.0000 |
| Volume |
28,309 |
12,672 |
-15,637 |
-55.2% |
108,830 |
|
| Daily Pivots for day following 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1855 |
1.1839 |
1.1771 |
|
| R3 |
1.1820 |
1.1804 |
1.1762 |
|
| R2 |
1.1785 |
1.1785 |
1.1758 |
|
| R1 |
1.1769 |
1.1769 |
1.1755 |
1.1759 |
| PP |
1.1750 |
1.1750 |
1.1750 |
1.1745 |
| S1 |
1.1734 |
1.1734 |
1.1749 |
1.1724 |
| S2 |
1.1715 |
1.1715 |
1.1746 |
|
| S3 |
1.1680 |
1.1699 |
1.1742 |
|
| S4 |
1.1645 |
1.1664 |
1.1733 |
|
|
| Weekly Pivots for week ending 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2142 |
1.2078 |
1.1824 |
|
| R3 |
1.2011 |
1.1947 |
1.1788 |
|
| R2 |
1.1880 |
1.1880 |
1.1776 |
|
| R1 |
1.1816 |
1.1816 |
1.1764 |
1.1848 |
| PP |
1.1749 |
1.1749 |
1.1749 |
1.1765 |
| S1 |
1.1685 |
1.1685 |
1.1740 |
1.1717 |
| S2 |
1.1618 |
1.1618 |
1.1728 |
|
| S3 |
1.1487 |
1.1554 |
1.1716 |
|
| S4 |
1.1356 |
1.1423 |
1.1680 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1813 |
1.1682 |
0.0131 |
1.1% |
0.0069 |
0.6% |
53% |
False |
False |
21,766 |
| 10 |
1.1999 |
1.1682 |
0.0317 |
2.7% |
0.0082 |
0.7% |
22% |
False |
False |
27,371 |
| 20 |
1.2036 |
1.1682 |
0.0354 |
3.0% |
0.0090 |
0.8% |
20% |
False |
False |
26,631 |
| 40 |
1.2075 |
1.1620 |
0.0456 |
3.9% |
0.0087 |
0.7% |
29% |
False |
False |
18,299 |
| 60 |
1.2075 |
1.1400 |
0.0675 |
5.7% |
0.0087 |
0.7% |
52% |
False |
False |
12,242 |
| 80 |
1.2075 |
1.1279 |
0.0797 |
6.8% |
0.0072 |
0.6% |
59% |
False |
False |
9,187 |
| 100 |
1.2075 |
1.1180 |
0.0895 |
7.6% |
0.0063 |
0.5% |
64% |
False |
False |
7,355 |
| 120 |
1.2075 |
1.1140 |
0.0935 |
8.0% |
0.0055 |
0.5% |
65% |
False |
False |
6,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1915 |
|
2.618 |
1.1858 |
|
1.618 |
1.1823 |
|
1.000 |
1.1802 |
|
0.618 |
1.1788 |
|
HIGH |
1.1767 |
|
0.618 |
1.1753 |
|
0.500 |
1.1749 |
|
0.382 |
1.1745 |
|
LOW |
1.1732 |
|
0.618 |
1.1710 |
|
1.000 |
1.1697 |
|
1.618 |
1.1675 |
|
2.618 |
1.1640 |
|
4.250 |
1.1583 |
|
|
| Fisher Pivots for day following 11-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1751 |
1.1743 |
| PP |
1.1750 |
1.1734 |
| S1 |
1.1749 |
1.1725 |
|