CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 31-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2024 |
31-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1591 |
1.1595 |
0.0004 |
0.0% |
1.1636 |
| High |
1.1615 |
1.1639 |
0.0024 |
0.2% |
1.1654 |
| Low |
1.1560 |
1.1595 |
0.0035 |
0.3% |
1.1580 |
| Close |
1.1609 |
1.1627 |
0.0019 |
0.2% |
1.1606 |
| Range |
0.0055 |
0.0044 |
-0.0011 |
-20.2% |
0.0074 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
21,031 |
28,720 |
7,689 |
36.6% |
79,429 |
|
| Daily Pivots for day following 31-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1751 |
1.1732 |
1.1651 |
|
| R3 |
1.1707 |
1.1689 |
1.1639 |
|
| R2 |
1.1664 |
1.1664 |
1.1635 |
|
| R1 |
1.1645 |
1.1645 |
1.1631 |
1.1655 |
| PP |
1.1620 |
1.1620 |
1.1620 |
1.1625 |
| S1 |
1.1602 |
1.1602 |
1.1623 |
1.1611 |
| S2 |
1.1577 |
1.1577 |
1.1619 |
|
| S3 |
1.1533 |
1.1558 |
1.1615 |
|
| S4 |
1.1490 |
1.1515 |
1.1603 |
|
|
| 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 |
1.1639 |
1.1555 |
0.0084 |
0.7% |
0.0056 |
0.5% |
86% |
True |
False |
22,158 |
| 10 |
1.1654 |
1.1555 |
0.0100 |
0.9% |
0.0045 |
0.4% |
73% |
False |
False |
18,874 |
| 20 |
1.1856 |
1.1555 |
0.0302 |
2.6% |
0.0059 |
0.5% |
24% |
False |
False |
20,308 |
| 40 |
1.2075 |
1.1555 |
0.0521 |
4.5% |
0.0077 |
0.7% |
14% |
False |
False |
24,221 |
| 60 |
1.2075 |
1.1555 |
0.0521 |
4.5% |
0.0078 |
0.7% |
14% |
False |
False |
16,574 |
| 80 |
1.2075 |
1.1352 |
0.0723 |
6.2% |
0.0076 |
0.7% |
38% |
False |
False |
12,463 |
| 100 |
1.2075 |
1.1279 |
0.0797 |
6.9% |
0.0067 |
0.6% |
44% |
False |
False |
9,972 |
| 120 |
1.2075 |
1.1180 |
0.0895 |
7.7% |
0.0058 |
0.5% |
50% |
False |
False |
8,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1823 |
|
2.618 |
1.1752 |
|
1.618 |
1.1709 |
|
1.000 |
1.1682 |
|
0.618 |
1.1665 |
|
HIGH |
1.1639 |
|
0.618 |
1.1622 |
|
0.500 |
1.1617 |
|
0.382 |
1.1612 |
|
LOW |
1.1595 |
|
0.618 |
1.1568 |
|
1.000 |
1.1552 |
|
1.618 |
1.1525 |
|
2.618 |
1.1481 |
|
4.250 |
1.1410 |
|
|
| Fisher Pivots for day following 31-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1624 |
1.1617 |
| PP |
1.1620 |
1.1607 |
| S1 |
1.1617 |
1.1598 |
|