CME Swiss Franc Future December 2024
Trading Metrics calculated at close of trading on 28-Oct-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2024 |
28-Oct-2024 |
Change |
Change % |
Previous Week |
Open |
1.1612 |
1.1591 |
-0.0021 |
-0.2% |
1.1636 |
High |
1.1623 |
1.1628 |
0.0005 |
0.0% |
1.1654 |
Low |
1.1590 |
1.1555 |
-0.0036 |
-0.3% |
1.1580 |
Close |
1.1606 |
1.1620 |
0.0014 |
0.1% |
1.1606 |
Range |
0.0033 |
0.0073 |
0.0040 |
121.2% |
0.0074 |
ATR |
0.0064 |
0.0065 |
0.0001 |
1.0% |
0.0000 |
Volume |
15,178 |
22,842 |
7,664 |
50.5% |
79,429 |
|
Daily Pivots for day following 28-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1820 |
1.1793 |
1.1660 |
|
R3 |
1.1747 |
1.1720 |
1.1640 |
|
R2 |
1.1674 |
1.1674 |
1.1633 |
|
R1 |
1.1647 |
1.1647 |
1.1626 |
1.1660 |
PP |
1.1601 |
1.1601 |
1.1601 |
1.1607 |
S1 |
1.1574 |
1.1574 |
1.1613 |
1.1587 |
S2 |
1.1528 |
1.1528 |
1.1606 |
|
S3 |
1.1455 |
1.1501 |
1.1599 |
|
S4 |
1.1382 |
1.1428 |
1.1579 |
|
|
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 |
1.1636 |
1.1555 |
0.0082 |
0.7% |
0.0041 |
0.4% |
80% |
False |
True |
17,538 |
10 |
1.1698 |
1.1555 |
0.0144 |
1.2% |
0.0043 |
0.4% |
45% |
False |
True |
17,107 |
20 |
1.1960 |
1.1555 |
0.0406 |
3.5% |
0.0062 |
0.5% |
16% |
False |
True |
21,327 |
40 |
1.2075 |
1.1555 |
0.0521 |
4.5% |
0.0079 |
0.7% |
12% |
False |
True |
22,861 |
60 |
1.2075 |
1.1555 |
0.0521 |
4.5% |
0.0083 |
0.7% |
12% |
False |
True |
15,374 |
80 |
1.2075 |
1.1325 |
0.0751 |
6.5% |
0.0075 |
0.6% |
39% |
False |
False |
11,553 |
100 |
1.2075 |
1.1279 |
0.0797 |
6.9% |
0.0067 |
0.6% |
43% |
False |
False |
9,249 |
120 |
1.2075 |
1.1180 |
0.0895 |
7.7% |
0.0057 |
0.5% |
49% |
False |
False |
7,708 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1938 |
2.618 |
1.1819 |
1.618 |
1.1746 |
1.000 |
1.1701 |
0.618 |
1.1673 |
HIGH |
1.1628 |
0.618 |
1.1600 |
0.500 |
1.1591 |
0.382 |
1.1582 |
LOW |
1.1555 |
0.618 |
1.1509 |
1.000 |
1.1482 |
1.618 |
1.1436 |
2.618 |
1.1363 |
4.250 |
1.1244 |
|
|
Fisher Pivots for day following 28-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1610 |
1.1610 |
PP |
1.1601 |
1.1601 |
S1 |
1.1591 |
1.1591 |
|