CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 23-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2024 |
23-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1615 |
1.1622 |
0.0007 |
0.1% |
1.1747 |
| High |
1.1636 |
1.1628 |
-0.0009 |
-0.1% |
1.1747 |
| Low |
1.1612 |
1.1580 |
-0.0032 |
-0.3% |
1.1607 |
| Close |
1.1622 |
1.1602 |
-0.0021 |
-0.2% |
1.1628 |
| Range |
0.0024 |
0.0048 |
0.0024 |
97.9% |
0.0140 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
14,917 |
18,659 |
3,742 |
25.1% |
87,156 |
|
| Daily Pivots for day following 23-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1746 |
1.1721 |
1.1628 |
|
| R3 |
1.1698 |
1.1674 |
1.1615 |
|
| R2 |
1.1651 |
1.1651 |
1.1610 |
|
| R1 |
1.1626 |
1.1626 |
1.1606 |
1.1615 |
| PP |
1.1603 |
1.1603 |
1.1603 |
1.1597 |
| S1 |
1.1579 |
1.1579 |
1.1597 |
1.1567 |
| S2 |
1.1556 |
1.1556 |
1.1593 |
|
| S3 |
1.1508 |
1.1531 |
1.1588 |
|
| S4 |
1.1461 |
1.1484 |
1.1575 |
|
|
| 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 |
1.1661 |
1.1580 |
0.0081 |
0.7% |
0.0039 |
0.3% |
27% |
False |
True |
16,749 |
| 10 |
1.1768 |
1.1580 |
0.0188 |
1.6% |
0.0051 |
0.4% |
11% |
False |
True |
17,629 |
| 20 |
1.2005 |
1.1580 |
0.0425 |
3.7% |
0.0072 |
0.6% |
5% |
False |
True |
23,716 |
| 40 |
1.2075 |
1.1580 |
0.0495 |
4.3% |
0.0081 |
0.7% |
4% |
False |
True |
21,550 |
| 60 |
1.2075 |
1.1519 |
0.0556 |
4.8% |
0.0086 |
0.7% |
15% |
False |
False |
14,483 |
| 80 |
1.2075 |
1.1279 |
0.0797 |
6.9% |
0.0075 |
0.6% |
41% |
False |
False |
10,877 |
| 100 |
1.2075 |
1.1279 |
0.0797 |
6.9% |
0.0066 |
0.6% |
41% |
False |
False |
8,708 |
| 120 |
1.2075 |
1.1180 |
0.0895 |
7.7% |
0.0057 |
0.5% |
47% |
False |
False |
7,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1829 |
|
2.618 |
1.1752 |
|
1.618 |
1.1704 |
|
1.000 |
1.1675 |
|
0.618 |
1.1657 |
|
HIGH |
1.1628 |
|
0.618 |
1.1609 |
|
0.500 |
1.1604 |
|
0.382 |
1.1598 |
|
LOW |
1.1580 |
|
0.618 |
1.1551 |
|
1.000 |
1.1533 |
|
1.618 |
1.1503 |
|
2.618 |
1.1456 |
|
4.250 |
1.1378 |
|
|
| Fisher Pivots for day following 23-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1604 |
1.1617 |
| PP |
1.1603 |
1.1612 |
| S1 |
1.1602 |
1.1607 |
|