CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 17-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2024 |
17-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1679 |
1.1634 |
-0.0046 |
-0.4% |
1.1735 |
| High |
1.1687 |
1.1661 |
-0.0026 |
-0.2% |
1.1813 |
| Low |
1.1628 |
1.1608 |
-0.0021 |
-0.2% |
1.1682 |
| Close |
1.1633 |
1.1610 |
-0.0024 |
-0.2% |
1.1752 |
| Range |
0.0059 |
0.0054 |
-0.0005 |
-8.5% |
0.0131 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
14,609 |
21,892 |
7,283 |
49.9% |
108,830 |
|
| Daily Pivots for day following 17-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1787 |
1.1752 |
1.1639 |
|
| R3 |
1.1733 |
1.1698 |
1.1624 |
|
| R2 |
1.1680 |
1.1680 |
1.1619 |
|
| R1 |
1.1645 |
1.1645 |
1.1614 |
1.1635 |
| PP |
1.1626 |
1.1626 |
1.1626 |
1.1621 |
| S1 |
1.1591 |
1.1591 |
1.1605 |
1.1582 |
| S2 |
1.1573 |
1.1573 |
1.1600 |
|
| S3 |
1.1519 |
1.1538 |
1.1595 |
|
| S4 |
1.1466 |
1.1484 |
1.1580 |
|
|
| 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 |
1.1767 |
1.1608 |
0.0159 |
1.4% |
0.0056 |
0.5% |
1% |
False |
True |
17,225 |
| 10 |
1.1856 |
1.1608 |
0.0249 |
2.1% |
0.0074 |
0.6% |
1% |
False |
True |
21,742 |
| 20 |
1.2005 |
1.1608 |
0.0397 |
3.4% |
0.0084 |
0.7% |
1% |
False |
True |
25,400 |
| 40 |
1.2075 |
1.1608 |
0.0468 |
4.0% |
0.0085 |
0.7% |
0% |
False |
True |
20,058 |
| 60 |
1.2075 |
1.1451 |
0.0624 |
5.4% |
0.0088 |
0.8% |
25% |
False |
False |
13,464 |
| 80 |
1.2075 |
1.1279 |
0.0797 |
6.9% |
0.0074 |
0.6% |
42% |
False |
False |
10,104 |
| 100 |
1.2075 |
1.1198 |
0.0877 |
7.6% |
0.0065 |
0.6% |
47% |
False |
False |
8,089 |
| 120 |
1.2075 |
1.1140 |
0.0935 |
8.1% |
0.0057 |
0.5% |
50% |
False |
False |
6,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1888 |
|
2.618 |
1.1801 |
|
1.618 |
1.1748 |
|
1.000 |
1.1715 |
|
0.618 |
1.1694 |
|
HIGH |
1.1661 |
|
0.618 |
1.1641 |
|
0.500 |
1.1634 |
|
0.382 |
1.1628 |
|
LOW |
1.1608 |
|
0.618 |
1.1574 |
|
1.000 |
1.1554 |
|
1.618 |
1.1521 |
|
2.618 |
1.1467 |
|
4.250 |
1.1380 |
|
|
| Fisher Pivots for day following 17-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1634 |
1.1653 |
| PP |
1.1626 |
1.1638 |
| S1 |
1.1618 |
1.1624 |
|