CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 06-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2024 |
06-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1623 |
1.1633 |
0.0011 |
0.1% |
1.1591 |
| High |
1.1659 |
1.1651 |
-0.0008 |
-0.1% |
1.1639 |
| Low |
1.1610 |
1.1447 |
-0.0163 |
-1.4% |
1.1532 |
| Close |
1.1638 |
1.1463 |
-0.0175 |
-1.5% |
1.1542 |
| Range |
0.0049 |
0.0204 |
0.0156 |
320.6% |
0.0107 |
| ATR |
0.0068 |
0.0078 |
0.0010 |
14.2% |
0.0000 |
| Volume |
20,370 |
55,625 |
35,255 |
173.1% |
131,290 |
|
| Daily Pivots for day following 06-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2132 |
1.2002 |
1.1575 |
|
| R3 |
1.1928 |
1.1798 |
1.1519 |
|
| R2 |
1.1724 |
1.1724 |
1.1500 |
|
| R1 |
1.1594 |
1.1594 |
1.1482 |
1.1557 |
| PP |
1.1520 |
1.1520 |
1.1520 |
1.1502 |
| S1 |
1.1390 |
1.1390 |
1.1444 |
1.1353 |
| S2 |
1.1316 |
1.1316 |
1.1426 |
|
| S3 |
1.1112 |
1.1186 |
1.1407 |
|
| S4 |
1.0908 |
1.0982 |
1.1351 |
|
|
| 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 |
1.1447 |
0.0214 |
1.9% |
0.0098 |
0.9% |
7% |
False |
True |
34,622 |
| 10 |
1.1661 |
1.1447 |
0.0214 |
1.9% |
0.0075 |
0.7% |
7% |
False |
True |
27,128 |
| 20 |
1.1768 |
1.1447 |
0.0321 |
2.8% |
0.0063 |
0.6% |
5% |
False |
True |
22,378 |
| 40 |
1.2036 |
1.1447 |
0.0589 |
5.1% |
0.0078 |
0.7% |
3% |
False |
True |
25,158 |
| 60 |
1.2075 |
1.1447 |
0.0628 |
5.5% |
0.0080 |
0.7% |
3% |
False |
True |
18,977 |
| 80 |
1.2075 |
1.1400 |
0.0675 |
5.9% |
0.0081 |
0.7% |
9% |
False |
False |
14,266 |
| 100 |
1.2075 |
1.1279 |
0.0797 |
6.9% |
0.0070 |
0.6% |
23% |
False |
False |
11,415 |
| 120 |
1.2075 |
1.1180 |
0.0895 |
7.8% |
0.0062 |
0.5% |
32% |
False |
False |
9,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2518 |
|
2.618 |
1.2185 |
|
1.618 |
1.1981 |
|
1.000 |
1.1855 |
|
0.618 |
1.1777 |
|
HIGH |
1.1651 |
|
0.618 |
1.1573 |
|
0.500 |
1.1549 |
|
0.382 |
1.1525 |
|
LOW |
1.1447 |
|
0.618 |
1.1321 |
|
1.000 |
1.1243 |
|
1.618 |
1.1117 |
|
2.618 |
1.0913 |
|
4.250 |
1.0580 |
|
|
| Fisher Pivots for day following 06-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1549 |
1.1554 |
| PP |
1.1520 |
1.1524 |
| S1 |
1.1492 |
1.1493 |
|