CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 25-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2024 |
25-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1608 |
1.1612 |
0.0004 |
0.0% |
1.1636 |
| High |
1.1624 |
1.1623 |
-0.0001 |
0.0% |
1.1654 |
| Low |
1.1596 |
1.1590 |
-0.0006 |
0.0% |
1.1580 |
| Close |
1.1612 |
1.1606 |
-0.0006 |
-0.1% |
1.1606 |
| Range |
0.0028 |
0.0033 |
0.0005 |
17.9% |
0.0074 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
16,097 |
15,178 |
-919 |
-5.7% |
79,429 |
|
| Daily Pivots for day following 25-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1705 |
1.1688 |
1.1624 |
|
| R3 |
1.1672 |
1.1655 |
1.1615 |
|
| R2 |
1.1639 |
1.1639 |
1.1612 |
|
| R1 |
1.1622 |
1.1622 |
1.1609 |
1.1614 |
| PP |
1.1606 |
1.1606 |
1.1606 |
1.1602 |
| S1 |
1.1589 |
1.1589 |
1.1602 |
1.1581 |
| S2 |
1.1573 |
1.1573 |
1.1599 |
|
| S3 |
1.1540 |
1.1556 |
1.1596 |
|
| S4 |
1.1507 |
1.1523 |
1.1587 |
|
|
| Weekly Pivots for week ending 25-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1835 |
1.1794 |
1.1646 |
|
| R3 |
1.1761 |
1.1720 |
1.1626 |
|
| R2 |
1.1687 |
1.1687 |
1.1619 |
|
| R1 |
1.1646 |
1.1646 |
1.1612 |
1.1630 |
| PP |
1.1613 |
1.1613 |
1.1613 |
1.1605 |
| S1 |
1.1572 |
1.1572 |
1.1599 |
1.1556 |
| S2 |
1.1539 |
1.1539 |
1.1592 |
|
| S3 |
1.1465 |
1.1498 |
1.1585 |
|
| S4 |
1.1391 |
1.1424 |
1.1565 |
|
|
| 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% |
0.0035 |
0.3% |
34% |
False |
False |
15,885 |
| 10 |
1.1747 |
1.1580 |
0.0167 |
1.4% |
0.0045 |
0.4% |
15% |
False |
False |
16,658 |
| 20 |
1.1999 |
1.1580 |
0.0419 |
3.6% |
0.0064 |
0.5% |
6% |
False |
False |
22,014 |
| 40 |
1.2075 |
1.1580 |
0.0495 |
4.3% |
0.0078 |
0.7% |
5% |
False |
False |
22,308 |
| 60 |
1.2075 |
1.1580 |
0.0495 |
4.3% |
0.0085 |
0.7% |
5% |
False |
False |
15,001 |
| 80 |
1.2075 |
1.1281 |
0.0795 |
6.8% |
0.0075 |
0.6% |
41% |
False |
False |
11,268 |
| 100 |
1.2075 |
1.1279 |
0.0797 |
6.9% |
0.0066 |
0.6% |
41% |
False |
False |
9,021 |
| 120 |
1.2075 |
1.1180 |
0.0895 |
7.7% |
0.0057 |
0.5% |
48% |
False |
False |
7,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1763 |
|
2.618 |
1.1709 |
|
1.618 |
1.1676 |
|
1.000 |
1.1656 |
|
0.618 |
1.1643 |
|
HIGH |
1.1623 |
|
0.618 |
1.1610 |
|
0.500 |
1.1607 |
|
0.382 |
1.1603 |
|
LOW |
1.1590 |
|
0.618 |
1.1570 |
|
1.000 |
1.1557 |
|
1.618 |
1.1537 |
|
2.618 |
1.1504 |
|
4.250 |
1.1450 |
|
|
| Fisher Pivots for day following 25-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1607 |
1.1605 |
| PP |
1.1606 |
1.1604 |
| S1 |
1.1606 |
1.1604 |
|