CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 01-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2024 |
01-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1595 |
1.1632 |
0.0037 |
0.3% |
1.1591 |
| High |
1.1639 |
1.1639 |
0.0000 |
0.0% |
1.1639 |
| Low |
1.1595 |
1.1532 |
-0.0063 |
-0.5% |
1.1532 |
| Close |
1.1627 |
1.1542 |
-0.0085 |
-0.7% |
1.1542 |
| Range |
0.0044 |
0.0107 |
0.0063 |
144.8% |
0.0107 |
| ATR |
0.0063 |
0.0066 |
0.0003 |
4.9% |
0.0000 |
| Volume |
28,720 |
35,675 |
6,955 |
24.2% |
131,290 |
|
| Daily Pivots for day following 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1890 |
1.1823 |
1.1601 |
|
| R3 |
1.1784 |
1.1716 |
1.1571 |
|
| R2 |
1.1677 |
1.1677 |
1.1562 |
|
| R1 |
1.1610 |
1.1610 |
1.1552 |
1.1590 |
| PP |
1.1571 |
1.1571 |
1.1571 |
1.1561 |
| S1 |
1.1503 |
1.1503 |
1.1532 |
1.1484 |
| S2 |
1.1464 |
1.1464 |
1.1522 |
|
| S3 |
1.1358 |
1.1397 |
1.1513 |
|
| S4 |
1.1251 |
1.1290 |
1.1483 |
|
|
| Weekly Pivots for week ending 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1890 |
1.1823 |
1.1601 |
|
| R3 |
1.1784 |
1.1716 |
1.1571 |
|
| R2 |
1.1677 |
1.1677 |
1.1562 |
|
| R1 |
1.1610 |
1.1610 |
1.1552 |
1.1590 |
| PP |
1.1571 |
1.1571 |
1.1571 |
1.1561 |
| S1 |
1.1503 |
1.1503 |
1.1532 |
1.1484 |
| S2 |
1.1464 |
1.1464 |
1.1522 |
|
| S3 |
1.1358 |
1.1397 |
1.1513 |
|
| S4 |
1.1251 |
1.1290 |
1.1483 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1639 |
1.1532 |
0.0107 |
0.9% |
0.0070 |
0.6% |
9% |
True |
True |
26,258 |
| 10 |
1.1654 |
1.1532 |
0.0122 |
1.1% |
0.0053 |
0.5% |
8% |
False |
True |
21,071 |
| 20 |
1.1813 |
1.1532 |
0.0281 |
2.4% |
0.0057 |
0.5% |
4% |
False |
True |
20,335 |
| 40 |
1.2036 |
1.1532 |
0.0504 |
4.4% |
0.0076 |
0.7% |
2% |
False |
True |
24,835 |
| 60 |
1.2075 |
1.1532 |
0.0543 |
4.7% |
0.0077 |
0.7% |
2% |
False |
True |
17,167 |
| 80 |
1.2075 |
1.1352 |
0.0723 |
6.3% |
0.0077 |
0.7% |
26% |
False |
False |
12,908 |
| 100 |
1.2075 |
1.1279 |
0.0797 |
6.9% |
0.0068 |
0.6% |
33% |
False |
False |
10,329 |
| 120 |
1.2075 |
1.1180 |
0.0895 |
7.8% |
0.0059 |
0.5% |
40% |
False |
False |
8,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2091 |
|
2.618 |
1.1917 |
|
1.618 |
1.1811 |
|
1.000 |
1.1745 |
|
0.618 |
1.1704 |
|
HIGH |
1.1639 |
|
0.618 |
1.1598 |
|
0.500 |
1.1585 |
|
0.382 |
1.1573 |
|
LOW |
1.1532 |
|
0.618 |
1.1466 |
|
1.000 |
1.1426 |
|
1.618 |
1.1360 |
|
2.618 |
1.1253 |
|
4.250 |
1.1079 |
|
|
| Fisher Pivots for day following 01-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1585 |
1.1585 |
| PP |
1.1571 |
1.1571 |
| S1 |
1.1556 |
1.1556 |
|