CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 14-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2024 |
14-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1762 |
1.1747 |
-0.0016 |
-0.1% |
1.1735 |
| High |
1.1767 |
1.1747 |
-0.0020 |
-0.2% |
1.1813 |
| Low |
1.1732 |
1.1653 |
-0.0079 |
-0.7% |
1.1682 |
| Close |
1.1752 |
1.1660 |
-0.0092 |
-0.8% |
1.1752 |
| Range |
0.0035 |
0.0094 |
0.0059 |
167.1% |
0.0131 |
| ATR |
0.0087 |
0.0088 |
0.0001 |
1.0% |
0.0000 |
| Volume |
12,672 |
18,351 |
5,679 |
44.8% |
108,830 |
|
| Daily Pivots for day following 14-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1967 |
1.1907 |
1.1711 |
|
| R3 |
1.1874 |
1.1814 |
1.1686 |
|
| R2 |
1.1780 |
1.1780 |
1.1677 |
|
| R1 |
1.1720 |
1.1720 |
1.1669 |
1.1703 |
| PP |
1.1687 |
1.1687 |
1.1687 |
1.1678 |
| S1 |
1.1627 |
1.1627 |
1.1651 |
1.1610 |
| S2 |
1.1593 |
1.1593 |
1.1643 |
|
| S3 |
1.1500 |
1.1533 |
1.1634 |
|
| S4 |
1.1406 |
1.1440 |
1.1609 |
|
|
| 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 |
1.1653 |
0.0160 |
1.4% |
0.0070 |
0.6% |
4% |
False |
True |
19,631 |
| 10 |
1.1960 |
1.1653 |
0.0307 |
2.6% |
0.0082 |
0.7% |
2% |
False |
True |
25,548 |
| 20 |
1.2036 |
1.1653 |
0.0383 |
3.3% |
0.0091 |
0.8% |
2% |
False |
True |
26,640 |
| 40 |
1.2075 |
1.1653 |
0.0422 |
3.6% |
0.0087 |
0.7% |
2% |
False |
True |
18,756 |
| 60 |
1.2075 |
1.1400 |
0.0675 |
5.8% |
0.0088 |
0.8% |
39% |
False |
False |
12,548 |
| 80 |
1.2075 |
1.1279 |
0.0797 |
6.8% |
0.0072 |
0.6% |
48% |
False |
False |
9,415 |
| 100 |
1.2075 |
1.1180 |
0.0895 |
7.7% |
0.0064 |
0.5% |
54% |
False |
False |
7,538 |
| 120 |
1.2075 |
1.1140 |
0.0935 |
8.0% |
0.0056 |
0.5% |
56% |
False |
False |
6,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2144 |
|
2.618 |
1.1991 |
|
1.618 |
1.1898 |
|
1.000 |
1.1840 |
|
0.618 |
1.1804 |
|
HIGH |
1.1747 |
|
0.618 |
1.1711 |
|
0.500 |
1.1700 |
|
0.382 |
1.1689 |
|
LOW |
1.1653 |
|
0.618 |
1.1595 |
|
1.000 |
1.1560 |
|
1.618 |
1.1502 |
|
2.618 |
1.1408 |
|
4.250 |
1.1256 |
|
|
| Fisher Pivots for day following 14-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1700 |
1.1711 |
| PP |
1.1687 |
1.1694 |
| S1 |
1.1673 |
1.1677 |
|