CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 30-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2024 |
30-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1616 |
1.1591 |
-0.0025 |
-0.2% |
1.1636 |
| High |
1.1631 |
1.1615 |
-0.0016 |
-0.1% |
1.1654 |
| Low |
1.1557 |
1.1560 |
0.0004 |
0.0% |
1.1580 |
| Close |
1.1587 |
1.1609 |
0.0022 |
0.2% |
1.1606 |
| Range |
0.0074 |
0.0055 |
-0.0020 |
-26.4% |
0.0074 |
| ATR |
0.0065 |
0.0065 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
23,022 |
21,031 |
-1,991 |
-8.6% |
79,429 |
|
| Daily Pivots for day following 30-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1758 |
1.1738 |
1.1638 |
|
| R3 |
1.1703 |
1.1683 |
1.1623 |
|
| R2 |
1.1649 |
1.1649 |
1.1618 |
|
| R1 |
1.1629 |
1.1629 |
1.1613 |
1.1639 |
| PP |
1.1594 |
1.1594 |
1.1594 |
1.1599 |
| S1 |
1.1574 |
1.1574 |
1.1604 |
1.1584 |
| S2 |
1.1540 |
1.1540 |
1.1599 |
|
| S3 |
1.1485 |
1.1520 |
1.1594 |
|
| S4 |
1.1431 |
1.1465 |
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 |
1.1631 |
1.1555 |
0.0076 |
0.7% |
0.0053 |
0.5% |
71% |
False |
False |
19,634 |
| 10 |
1.1661 |
1.1555 |
0.0107 |
0.9% |
0.0046 |
0.4% |
51% |
False |
False |
18,191 |
| 20 |
1.1873 |
1.1555 |
0.0319 |
2.7% |
0.0061 |
0.5% |
17% |
False |
False |
20,768 |
| 40 |
1.2075 |
1.1555 |
0.0521 |
4.5% |
0.0078 |
0.7% |
10% |
False |
False |
23,690 |
| 60 |
1.2075 |
1.1555 |
0.0521 |
4.5% |
0.0080 |
0.7% |
10% |
False |
False |
16,099 |
| 80 |
1.2075 |
1.1325 |
0.0751 |
6.5% |
0.0076 |
0.7% |
38% |
False |
False |
12,104 |
| 100 |
1.2075 |
1.1279 |
0.0797 |
6.9% |
0.0067 |
0.6% |
41% |
False |
False |
9,688 |
| 120 |
1.2075 |
1.1180 |
0.0895 |
7.7% |
0.0058 |
0.5% |
48% |
False |
False |
8,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1846 |
|
2.618 |
1.1757 |
|
1.618 |
1.1703 |
|
1.000 |
1.1669 |
|
0.618 |
1.1648 |
|
HIGH |
1.1615 |
|
0.618 |
1.1594 |
|
0.500 |
1.1587 |
|
0.382 |
1.1581 |
|
LOW |
1.1560 |
|
0.618 |
1.1526 |
|
1.000 |
1.1506 |
|
1.618 |
1.1472 |
|
2.618 |
1.1417 |
|
4.250 |
1.1328 |
|
|
| Fisher Pivots for day following 30-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1601 |
1.1603 |
| PP |
1.1594 |
1.1598 |
| S1 |
1.1587 |
1.1593 |
|