CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 05-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2024 |
05-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1575 |
1.1623 |
0.0048 |
0.4% |
1.1591 |
| High |
1.1661 |
1.1659 |
-0.0003 |
0.0% |
1.1639 |
| Low |
1.1572 |
1.1610 |
0.0039 |
0.3% |
1.1532 |
| Close |
1.1631 |
1.1638 |
0.0007 |
0.1% |
1.1542 |
| Range |
0.0090 |
0.0049 |
-0.0041 |
-45.8% |
0.0107 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
32,724 |
20,370 |
-12,354 |
-37.8% |
131,290 |
|
| Daily Pivots for day following 05-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1781 |
1.1758 |
1.1665 |
|
| R3 |
1.1733 |
1.1710 |
1.1651 |
|
| R2 |
1.1684 |
1.1684 |
1.1647 |
|
| R1 |
1.1661 |
1.1661 |
1.1642 |
1.1673 |
| PP |
1.1636 |
1.1636 |
1.1636 |
1.1641 |
| S1 |
1.1613 |
1.1613 |
1.1634 |
1.1624 |
| S2 |
1.1587 |
1.1587 |
1.1629 |
|
| S3 |
1.1539 |
1.1564 |
1.1625 |
|
| S4 |
1.1490 |
1.1516 |
1.1611 |
|
|
| 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% |
0.0069 |
0.6% |
82% |
False |
False |
27,704 |
| 10 |
1.1661 |
1.1532 |
0.0129 |
1.1% |
0.0060 |
0.5% |
82% |
False |
False |
23,431 |
| 20 |
1.1768 |
1.1532 |
0.0236 |
2.0% |
0.0056 |
0.5% |
45% |
False |
False |
20,467 |
| 40 |
1.2036 |
1.1532 |
0.0504 |
4.3% |
0.0076 |
0.7% |
21% |
False |
False |
25,341 |
| 60 |
1.2075 |
1.1532 |
0.0543 |
4.7% |
0.0077 |
0.7% |
20% |
False |
False |
18,051 |
| 80 |
1.2075 |
1.1378 |
0.0698 |
6.0% |
0.0078 |
0.7% |
37% |
False |
False |
13,572 |
| 100 |
1.2075 |
1.1279 |
0.0797 |
6.8% |
0.0069 |
0.6% |
45% |
False |
False |
10,859 |
| 120 |
1.2075 |
1.1180 |
0.0895 |
7.7% |
0.0060 |
0.5% |
51% |
False |
False |
9,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1865 |
|
2.618 |
1.1785 |
|
1.618 |
1.1737 |
|
1.000 |
1.1707 |
|
0.618 |
1.1688 |
|
HIGH |
1.1659 |
|
0.618 |
1.1640 |
|
0.500 |
1.1634 |
|
0.382 |
1.1629 |
|
LOW |
1.1610 |
|
0.618 |
1.1580 |
|
1.000 |
1.1562 |
|
1.618 |
1.1532 |
|
2.618 |
1.1483 |
|
4.250 |
1.1404 |
|
|
| Fisher Pivots for day following 05-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1637 |
1.1624 |
| PP |
1.1636 |
1.1610 |
| S1 |
1.1634 |
1.1597 |
|