CME Swiss Franc Future December 2024
Trading Metrics calculated at close of trading on 18-Oct-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2024 |
18-Oct-2024 |
Change |
Change % |
Previous Week |
Open |
1.1634 |
1.1617 |
-0.0017 |
-0.1% |
1.1747 |
High |
1.1661 |
1.1638 |
-0.0023 |
-0.2% |
1.1747 |
Low |
1.1608 |
1.1607 |
-0.0001 |
0.0% |
1.1607 |
Close |
1.1610 |
1.1628 |
0.0019 |
0.2% |
1.1628 |
Range |
0.0054 |
0.0031 |
-0.0023 |
-42.1% |
0.0140 |
ATR |
0.0081 |
0.0077 |
-0.0004 |
-4.4% |
0.0000 |
Volume |
21,892 |
13,703 |
-8,189 |
-37.4% |
87,156 |
|
Daily Pivots for day following 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1717 |
1.1704 |
1.1645 |
|
R3 |
1.1686 |
1.1673 |
1.1637 |
|
R2 |
1.1655 |
1.1655 |
1.1634 |
|
R1 |
1.1642 |
1.1642 |
1.1631 |
1.1649 |
PP |
1.1624 |
1.1624 |
1.1624 |
1.1628 |
S1 |
1.1611 |
1.1611 |
1.1625 |
1.1618 |
S2 |
1.1593 |
1.1593 |
1.1622 |
|
S3 |
1.1562 |
1.1580 |
1.1619 |
|
S4 |
1.1531 |
1.1549 |
1.1611 |
|
|
Weekly Pivots for week ending 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2079 |
1.1993 |
1.1705 |
|
R3 |
1.1940 |
1.1854 |
1.1666 |
|
R2 |
1.1800 |
1.1800 |
1.1654 |
|
R1 |
1.1714 |
1.1714 |
1.1641 |
1.1687 |
PP |
1.1661 |
1.1661 |
1.1661 |
1.1647 |
S1 |
1.1575 |
1.1575 |
1.1615 |
1.1548 |
S2 |
1.1521 |
1.1521 |
1.1602 |
|
S3 |
1.1382 |
1.1435 |
1.1590 |
|
S4 |
1.1242 |
1.1296 |
1.1551 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1747 |
1.1607 |
0.0140 |
1.2% |
0.0055 |
0.5% |
15% |
False |
True |
17,431 |
10 |
1.1813 |
1.1607 |
0.0206 |
1.8% |
0.0062 |
0.5% |
10% |
False |
True |
19,598 |
20 |
1.2005 |
1.1607 |
0.0398 |
3.4% |
0.0081 |
0.7% |
5% |
False |
True |
24,844 |
40 |
1.2075 |
1.1607 |
0.0468 |
4.0% |
0.0084 |
0.7% |
4% |
False |
True |
20,399 |
60 |
1.2075 |
1.1451 |
0.0624 |
5.4% |
0.0087 |
0.7% |
28% |
False |
False |
13,681 |
80 |
1.2075 |
1.1279 |
0.0797 |
6.8% |
0.0074 |
0.6% |
44% |
False |
False |
10,276 |
100 |
1.2075 |
1.1198 |
0.0877 |
7.5% |
0.0065 |
0.6% |
49% |
False |
False |
8,226 |
120 |
1.2075 |
1.1140 |
0.0935 |
8.0% |
0.0057 |
0.5% |
52% |
False |
False |
6,855 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1770 |
2.618 |
1.1719 |
1.618 |
1.1688 |
1.000 |
1.1669 |
0.618 |
1.1657 |
HIGH |
1.1638 |
0.618 |
1.1626 |
0.500 |
1.1623 |
0.382 |
1.1619 |
LOW |
1.1607 |
0.618 |
1.1588 |
1.000 |
1.1576 |
1.618 |
1.1557 |
2.618 |
1.1526 |
4.250 |
1.1475 |
|
|
Fisher Pivots for day following 18-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1626 |
1.1647 |
PP |
1.1624 |
1.1641 |
S1 |
1.1623 |
1.1634 |
|