CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 07-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2024 |
07-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1633 |
1.1457 |
-0.0177 |
-1.5% |
1.1591 |
| High |
1.1651 |
1.1527 |
-0.0125 |
-1.1% |
1.1639 |
| Low |
1.1447 |
1.1442 |
-0.0005 |
0.0% |
1.1532 |
| Close |
1.1463 |
1.1494 |
0.0031 |
0.3% |
1.1542 |
| Range |
0.0204 |
0.0085 |
-0.0120 |
-58.6% |
0.0107 |
| ATR |
0.0078 |
0.0079 |
0.0000 |
0.6% |
0.0000 |
| Volume |
55,625 |
32,867 |
-22,758 |
-40.9% |
131,290 |
|
| Daily Pivots for day following 07-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1741 |
1.1702 |
1.1540 |
|
| R3 |
1.1656 |
1.1617 |
1.1517 |
|
| R2 |
1.1572 |
1.1572 |
1.1509 |
|
| R1 |
1.1533 |
1.1533 |
1.1501 |
1.1552 |
| PP |
1.1487 |
1.1487 |
1.1487 |
1.1497 |
| S1 |
1.1448 |
1.1448 |
1.1486 |
1.1468 |
| S2 |
1.1403 |
1.1403 |
1.1478 |
|
| S3 |
1.1318 |
1.1364 |
1.1470 |
|
| S4 |
1.1234 |
1.1279 |
1.1447 |
|
|
| 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 |
1.1442 |
0.0219 |
1.9% |
0.0107 |
0.9% |
24% |
False |
True |
35,452 |
| 10 |
1.1661 |
1.1442 |
0.0219 |
1.9% |
0.0081 |
0.7% |
24% |
False |
True |
28,805 |
| 20 |
1.1767 |
1.1442 |
0.0325 |
2.8% |
0.0063 |
0.5% |
16% |
False |
True |
22,606 |
| 40 |
1.2036 |
1.1442 |
0.0594 |
5.2% |
0.0078 |
0.7% |
9% |
False |
True |
25,158 |
| 60 |
1.2075 |
1.1442 |
0.0633 |
5.5% |
0.0081 |
0.7% |
8% |
False |
True |
19,525 |
| 80 |
1.2075 |
1.1400 |
0.0675 |
5.9% |
0.0080 |
0.7% |
14% |
False |
False |
14,675 |
| 100 |
1.2075 |
1.1279 |
0.0797 |
6.9% |
0.0071 |
0.6% |
27% |
False |
False |
11,744 |
| 120 |
1.2075 |
1.1180 |
0.0895 |
7.8% |
0.0062 |
0.5% |
35% |
False |
False |
9,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1886 |
|
2.618 |
1.1748 |
|
1.618 |
1.1663 |
|
1.000 |
1.1611 |
|
0.618 |
1.1579 |
|
HIGH |
1.1527 |
|
0.618 |
1.1494 |
|
0.500 |
1.1484 |
|
0.382 |
1.1474 |
|
LOW |
1.1442 |
|
0.618 |
1.1390 |
|
1.000 |
1.1358 |
|
1.618 |
1.1305 |
|
2.618 |
1.1221 |
|
4.250 |
1.1083 |
|
|
| Fisher Pivots for day following 07-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1490 |
1.1550 |
| PP |
1.1487 |
1.1531 |
| S1 |
1.1484 |
1.1512 |
|