CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 04-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2024 |
04-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1632 |
1.1575 |
-0.0057 |
-0.5% |
1.1591 |
| High |
1.1639 |
1.1661 |
0.0023 |
0.2% |
1.1639 |
| Low |
1.1532 |
1.1572 |
0.0040 |
0.3% |
1.1532 |
| Close |
1.1542 |
1.1631 |
0.0089 |
0.8% |
1.1542 |
| Range |
0.0107 |
0.0090 |
-0.0017 |
-16.0% |
0.0107 |
| ATR |
0.0066 |
0.0070 |
0.0004 |
5.7% |
0.0000 |
| Volume |
35,675 |
32,724 |
-2,951 |
-8.3% |
131,290 |
|
| Daily Pivots for day following 04-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1890 |
1.1850 |
1.1680 |
|
| R3 |
1.1800 |
1.1760 |
1.1656 |
|
| R2 |
1.1711 |
1.1711 |
1.1647 |
|
| R1 |
1.1671 |
1.1671 |
1.1639 |
1.1691 |
| PP |
1.1621 |
1.1621 |
1.1621 |
1.1631 |
| S1 |
1.1581 |
1.1581 |
1.1623 |
1.1601 |
| S2 |
1.1532 |
1.1532 |
1.1615 |
|
| S3 |
1.1442 |
1.1492 |
1.1606 |
|
| S4 |
1.1353 |
1.1402 |
1.1582 |
|
|
| 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 |
1.1661 |
1.1532 |
0.0129 |
1.1% |
0.0074 |
0.6% |
77% |
True |
False |
28,234 |
| 10 |
1.1661 |
1.1532 |
0.0129 |
1.1% |
0.0057 |
0.5% |
77% |
True |
False |
22,886 |
| 20 |
1.1813 |
1.1532 |
0.0281 |
2.4% |
0.0057 |
0.5% |
35% |
False |
False |
20,520 |
| 40 |
1.2036 |
1.1532 |
0.0504 |
4.3% |
0.0076 |
0.7% |
20% |
False |
False |
25,449 |
| 60 |
1.2075 |
1.1532 |
0.0543 |
4.7% |
0.0078 |
0.7% |
18% |
False |
False |
17,712 |
| 80 |
1.2075 |
1.1368 |
0.0707 |
6.1% |
0.0078 |
0.7% |
37% |
False |
False |
13,317 |
| 100 |
1.2075 |
1.1279 |
0.0797 |
6.8% |
0.0068 |
0.6% |
44% |
False |
False |
10,656 |
| 120 |
1.2075 |
1.1180 |
0.0895 |
7.7% |
0.0060 |
0.5% |
50% |
False |
False |
8,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2041 |
|
2.618 |
1.1895 |
|
1.618 |
1.1806 |
|
1.000 |
1.1751 |
|
0.618 |
1.1716 |
|
HIGH |
1.1661 |
|
0.618 |
1.1627 |
|
0.500 |
1.1616 |
|
0.382 |
1.1606 |
|
LOW |
1.1572 |
|
0.618 |
1.1516 |
|
1.000 |
1.1482 |
|
1.618 |
1.1427 |
|
2.618 |
1.1337 |
|
4.250 |
1.1191 |
|
|
| Fisher Pivots for day following 04-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1626 |
1.1620 |
| PP |
1.1621 |
1.1608 |
| S1 |
1.1616 |
1.1597 |
|