CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 16-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2024 |
16-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1671 |
1.1679 |
0.0009 |
0.1% |
1.1735 |
| High |
1.1698 |
1.1687 |
-0.0012 |
-0.1% |
1.1813 |
| Low |
1.1658 |
1.1628 |
-0.0030 |
-0.3% |
1.1682 |
| Close |
1.1670 |
1.1633 |
-0.0037 |
-0.3% |
1.1752 |
| Range |
0.0041 |
0.0059 |
0.0018 |
44.4% |
0.0131 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
18,601 |
14,609 |
-3,992 |
-21.5% |
108,830 |
|
| Daily Pivots for day following 16-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1825 |
1.1787 |
1.1665 |
|
| R3 |
1.1766 |
1.1729 |
1.1649 |
|
| R2 |
1.1708 |
1.1708 |
1.1644 |
|
| R1 |
1.1670 |
1.1670 |
1.1638 |
1.1660 |
| PP |
1.1649 |
1.1649 |
1.1649 |
1.1644 |
| S1 |
1.1612 |
1.1612 |
1.1628 |
1.1601 |
| S2 |
1.1591 |
1.1591 |
1.1622 |
|
| S3 |
1.1532 |
1.1553 |
1.1617 |
|
| S4 |
1.1474 |
1.1495 |
1.1601 |
|
|
| 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 |
1.1628 |
0.0140 |
1.2% |
0.0063 |
0.5% |
4% |
False |
True |
18,508 |
| 10 |
1.1873 |
1.1628 |
0.0245 |
2.1% |
0.0076 |
0.7% |
2% |
False |
True |
23,345 |
| 20 |
1.2005 |
1.1628 |
0.0377 |
3.2% |
0.0086 |
0.7% |
1% |
False |
True |
25,831 |
| 40 |
1.2075 |
1.1628 |
0.0447 |
3.8% |
0.0085 |
0.7% |
1% |
False |
True |
19,546 |
| 60 |
1.2075 |
1.1402 |
0.0674 |
5.8% |
0.0089 |
0.8% |
34% |
False |
False |
13,101 |
| 80 |
1.2075 |
1.1279 |
0.0797 |
6.8% |
0.0073 |
0.6% |
45% |
False |
False |
9,831 |
| 100 |
1.2075 |
1.1180 |
0.0895 |
7.7% |
0.0065 |
0.6% |
51% |
False |
False |
7,870 |
| 120 |
1.2075 |
1.1140 |
0.0935 |
8.0% |
0.0056 |
0.5% |
53% |
False |
False |
6,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1935 |
|
2.618 |
1.1840 |
|
1.618 |
1.1781 |
|
1.000 |
1.1745 |
|
0.618 |
1.1723 |
|
HIGH |
1.1687 |
|
0.618 |
1.1664 |
|
0.500 |
1.1657 |
|
0.382 |
1.1650 |
|
LOW |
1.1628 |
|
0.618 |
1.1592 |
|
1.000 |
1.1570 |
|
1.618 |
1.1533 |
|
2.618 |
1.1475 |
|
4.250 |
1.1379 |
|
|
| Fisher Pivots for day following 16-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1657 |
1.1687 |
| PP |
1.1649 |
1.1669 |
| S1 |
1.1641 |
1.1651 |
|