CME Swiss Franc Future December 2024
Trading Metrics calculated at close of trading on 29-Oct-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2024 |
29-Oct-2024 |
Change |
Change % |
Previous Week |
Open |
1.1591 |
1.1616 |
0.0025 |
0.2% |
1.1636 |
High |
1.1628 |
1.1631 |
0.0003 |
0.0% |
1.1654 |
Low |
1.1555 |
1.1557 |
0.0002 |
0.0% |
1.1580 |
Close |
1.1620 |
1.1587 |
-0.0033 |
-0.3% |
1.1606 |
Range |
0.0073 |
0.0074 |
0.0001 |
1.4% |
0.0074 |
ATR |
0.0065 |
0.0065 |
0.0001 |
1.0% |
0.0000 |
Volume |
22,842 |
23,018 |
176 |
0.8% |
79,429 |
|
Daily Pivots for day following 29-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1813 |
1.1774 |
1.1627 |
|
R3 |
1.1739 |
1.1700 |
1.1607 |
|
R2 |
1.1665 |
1.1665 |
1.1600 |
|
R1 |
1.1626 |
1.1626 |
1.1593 |
1.1609 |
PP |
1.1591 |
1.1591 |
1.1591 |
1.1583 |
S1 |
1.1552 |
1.1552 |
1.1580 |
1.1535 |
S2 |
1.1517 |
1.1517 |
1.1573 |
|
S3 |
1.1443 |
1.1478 |
1.1566 |
|
S4 |
1.1369 |
1.1404 |
1.1546 |
|
|
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 |
1.1631 |
1.1555 |
0.0076 |
0.7% |
0.0051 |
0.4% |
42% |
True |
False |
19,158 |
10 |
1.1687 |
1.1555 |
0.0132 |
1.1% |
0.0046 |
0.4% |
24% |
False |
False |
17,549 |
20 |
1.1933 |
1.1555 |
0.0379 |
3.3% |
0.0062 |
0.5% |
8% |
False |
False |
20,871 |
40 |
1.2075 |
1.1555 |
0.0521 |
4.5% |
0.0079 |
0.7% |
6% |
False |
False |
23,355 |
60 |
1.2075 |
1.1555 |
0.0521 |
4.5% |
0.0081 |
0.7% |
6% |
False |
False |
15,748 |
80 |
1.2075 |
1.1325 |
0.0751 |
6.5% |
0.0075 |
0.7% |
35% |
False |
False |
11,841 |
100 |
1.2075 |
1.1279 |
0.0797 |
6.9% |
0.0067 |
0.6% |
39% |
False |
False |
9,478 |
120 |
1.2075 |
1.1180 |
0.0895 |
7.7% |
0.0058 |
0.5% |
45% |
False |
False |
7,899 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1945 |
2.618 |
1.1824 |
1.618 |
1.1750 |
1.000 |
1.1705 |
0.618 |
1.1676 |
HIGH |
1.1631 |
0.618 |
1.1602 |
0.500 |
1.1594 |
0.382 |
1.1585 |
LOW |
1.1557 |
0.618 |
1.1511 |
1.000 |
1.1483 |
1.618 |
1.1437 |
2.618 |
1.1363 |
4.250 |
1.1242 |
|
|
Fisher Pivots for day following 29-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1594 |
1.1593 |
PP |
1.1591 |
1.1591 |
S1 |
1.1589 |
1.1589 |
|