CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 22-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2024 |
22-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1636 |
1.1615 |
-0.0021 |
-0.2% |
1.1747 |
| High |
1.1654 |
1.1636 |
-0.0018 |
-0.2% |
1.1747 |
| Low |
1.1613 |
1.1612 |
-0.0001 |
0.0% |
1.1607 |
| Close |
1.1615 |
1.1622 |
0.0007 |
0.1% |
1.1628 |
| Range |
0.0041 |
0.0024 |
-0.0017 |
-41.5% |
0.0140 |
| ATR |
0.0075 |
0.0071 |
-0.0004 |
-4.8% |
0.0000 |
| Volume |
14,578 |
14,917 |
339 |
2.3% |
87,156 |
|
| Daily Pivots for day following 22-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1695 |
1.1683 |
1.1635 |
|
| R3 |
1.1671 |
1.1659 |
1.1629 |
|
| R2 |
1.1647 |
1.1647 |
1.1626 |
|
| R1 |
1.1635 |
1.1635 |
1.1624 |
1.1641 |
| PP |
1.1623 |
1.1623 |
1.1623 |
1.1627 |
| S1 |
1.1611 |
1.1611 |
1.1620 |
1.1617 |
| S2 |
1.1599 |
1.1599 |
1.1618 |
|
| S3 |
1.1575 |
1.1587 |
1.1615 |
|
| S4 |
1.1551 |
1.1563 |
1.1609 |
|
|
| 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 |
1.1687 |
1.1607 |
0.0080 |
0.7% |
0.0042 |
0.4% |
19% |
False |
False |
15,939 |
| 10 |
1.1768 |
1.1607 |
0.0161 |
1.4% |
0.0052 |
0.5% |
9% |
False |
False |
17,504 |
| 20 |
1.2005 |
1.1607 |
0.0398 |
3.4% |
0.0076 |
0.7% |
4% |
False |
False |
24,212 |
| 40 |
1.2075 |
1.1607 |
0.0468 |
4.0% |
0.0083 |
0.7% |
3% |
False |
False |
21,105 |
| 60 |
1.2075 |
1.1451 |
0.0624 |
5.4% |
0.0086 |
0.7% |
27% |
False |
False |
14,172 |
| 80 |
1.2075 |
1.1279 |
0.0797 |
6.9% |
0.0075 |
0.6% |
43% |
False |
False |
10,644 |
| 100 |
1.2075 |
1.1277 |
0.0799 |
6.9% |
0.0066 |
0.6% |
43% |
False |
False |
8,521 |
| 120 |
1.2075 |
1.1180 |
0.0895 |
7.7% |
0.0057 |
0.5% |
49% |
False |
False |
7,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1738 |
|
2.618 |
1.1699 |
|
1.618 |
1.1675 |
|
1.000 |
1.1660 |
|
0.618 |
1.1651 |
|
HIGH |
1.1636 |
|
0.618 |
1.1627 |
|
0.500 |
1.1624 |
|
0.382 |
1.1621 |
|
LOW |
1.1612 |
|
0.618 |
1.1597 |
|
1.000 |
1.1588 |
|
1.618 |
1.1573 |
|
2.618 |
1.1549 |
|
4.250 |
1.1510 |
|
|
| Fisher Pivots for day following 22-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1624 |
1.1631 |
| PP |
1.1623 |
1.1628 |
| S1 |
1.1623 |
1.1625 |
|