CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 24-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2024 |
24-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1622 |
1.1608 |
-0.0014 |
-0.1% |
1.1747 |
| High |
1.1628 |
1.1624 |
-0.0004 |
0.0% |
1.1747 |
| Low |
1.1580 |
1.1596 |
0.0016 |
0.1% |
1.1607 |
| Close |
1.1602 |
1.1612 |
0.0010 |
0.1% |
1.1628 |
| Range |
0.0048 |
0.0028 |
-0.0020 |
-41.1% |
0.0140 |
| ATR |
0.0069 |
0.0066 |
-0.0003 |
-4.3% |
0.0000 |
| Volume |
18,659 |
16,097 |
-2,562 |
-13.7% |
87,156 |
|
| Daily Pivots for day following 24-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1694 |
1.1681 |
1.1627 |
|
| R3 |
1.1666 |
1.1653 |
1.1619 |
|
| R2 |
1.1638 |
1.1638 |
1.1617 |
|
| R1 |
1.1625 |
1.1625 |
1.1614 |
1.1632 |
| PP |
1.1610 |
1.1610 |
1.1610 |
1.1614 |
| S1 |
1.1597 |
1.1597 |
1.1609 |
1.1604 |
| S2 |
1.1582 |
1.1582 |
1.1606 |
|
| S3 |
1.1554 |
1.1569 |
1.1604 |
|
| S4 |
1.1526 |
1.1541 |
1.1596 |
|
|
| 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 |
1.1654 |
1.1580 |
0.0074 |
0.6% |
0.0034 |
0.3% |
43% |
False |
False |
15,590 |
| 10 |
1.1767 |
1.1580 |
0.0187 |
1.6% |
0.0045 |
0.4% |
17% |
False |
False |
16,407 |
| 20 |
1.2005 |
1.1580 |
0.0425 |
3.7% |
0.0068 |
0.6% |
7% |
False |
False |
22,721 |
| 40 |
1.2075 |
1.1580 |
0.0495 |
4.3% |
0.0081 |
0.7% |
6% |
False |
False |
21,941 |
| 60 |
1.2075 |
1.1580 |
0.0495 |
4.3% |
0.0086 |
0.7% |
6% |
False |
False |
14,751 |
| 80 |
1.2075 |
1.1281 |
0.0795 |
6.8% |
0.0075 |
0.6% |
42% |
False |
False |
11,078 |
| 100 |
1.2075 |
1.1279 |
0.0797 |
6.9% |
0.0066 |
0.6% |
42% |
False |
False |
8,869 |
| 120 |
1.2075 |
1.1180 |
0.0895 |
7.7% |
0.0056 |
0.5% |
48% |
False |
False |
7,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1743 |
|
2.618 |
1.1697 |
|
1.618 |
1.1669 |
|
1.000 |
1.1652 |
|
0.618 |
1.1641 |
|
HIGH |
1.1624 |
|
0.618 |
1.1613 |
|
0.500 |
1.1610 |
|
0.382 |
1.1606 |
|
LOW |
1.1596 |
|
0.618 |
1.1578 |
|
1.000 |
1.1568 |
|
1.618 |
1.1550 |
|
2.618 |
1.1522 |
|
4.250 |
1.1477 |
|
|
| Fisher Pivots for day following 24-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1611 |
1.1610 |
| PP |
1.1610 |
1.1609 |
| S1 |
1.1610 |
1.1608 |
|