CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 15-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2024 |
15-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1747 |
1.1671 |
-0.0076 |
-0.6% |
1.1735 |
| High |
1.1747 |
1.1698 |
-0.0049 |
-0.4% |
1.1813 |
| Low |
1.1653 |
1.1658 |
0.0005 |
0.0% |
1.1682 |
| Close |
1.1660 |
1.1670 |
0.0010 |
0.1% |
1.1752 |
| Range |
0.0094 |
0.0041 |
-0.0053 |
-56.7% |
0.0131 |
| ATR |
0.0088 |
0.0085 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
18,351 |
18,601 |
250 |
1.4% |
108,830 |
|
| Daily Pivots for day following 15-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1797 |
1.1774 |
1.1692 |
|
| R3 |
1.1756 |
1.1733 |
1.1681 |
|
| R2 |
1.1716 |
1.1716 |
1.1677 |
|
| R1 |
1.1693 |
1.1693 |
1.1674 |
1.1684 |
| PP |
1.1675 |
1.1675 |
1.1675 |
1.1671 |
| S1 |
1.1652 |
1.1652 |
1.1666 |
1.1644 |
| S2 |
1.1635 |
1.1635 |
1.1663 |
|
| S3 |
1.1594 |
1.1612 |
1.1659 |
|
| S4 |
1.1554 |
1.1571 |
1.1648 |
|
|
| 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 |
1.1768 |
1.1653 |
0.0115 |
1.0% |
0.0063 |
0.5% |
15% |
False |
False |
19,068 |
| 10 |
1.1933 |
1.1653 |
0.0280 |
2.4% |
0.0078 |
0.7% |
6% |
False |
False |
24,193 |
| 20 |
1.2036 |
1.1653 |
0.0383 |
3.3% |
0.0089 |
0.8% |
4% |
False |
False |
26,474 |
| 40 |
1.2075 |
1.1653 |
0.0422 |
3.6% |
0.0087 |
0.7% |
4% |
False |
False |
19,208 |
| 60 |
1.2075 |
1.1400 |
0.0675 |
5.8% |
0.0089 |
0.8% |
40% |
False |
False |
12,858 |
| 80 |
1.2075 |
1.1279 |
0.0797 |
6.8% |
0.0072 |
0.6% |
49% |
False |
False |
9,648 |
| 100 |
1.2075 |
1.1180 |
0.0895 |
7.7% |
0.0064 |
0.5% |
55% |
False |
False |
7,724 |
| 120 |
1.2075 |
1.1140 |
0.0935 |
8.0% |
0.0056 |
0.5% |
57% |
False |
False |
6,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1870 |
|
2.618 |
1.1804 |
|
1.618 |
1.1764 |
|
1.000 |
1.1739 |
|
0.618 |
1.1723 |
|
HIGH |
1.1698 |
|
0.618 |
1.1683 |
|
0.500 |
1.1678 |
|
0.382 |
1.1673 |
|
LOW |
1.1658 |
|
0.618 |
1.1632 |
|
1.000 |
1.1617 |
|
1.618 |
1.1592 |
|
2.618 |
1.1551 |
|
4.250 |
1.1485 |
|
|
| Fisher Pivots for day following 15-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1678 |
1.1710 |
| PP |
1.1675 |
1.1697 |
| S1 |
1.1673 |
1.1683 |
|