CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 08-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2024 |
08-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1457 |
1.1506 |
0.0050 |
0.4% |
1.1575 |
| High |
1.1527 |
1.1538 |
0.0011 |
0.1% |
1.1661 |
| Low |
1.1442 |
1.1448 |
0.0006 |
0.1% |
1.1442 |
| Close |
1.1494 |
1.1460 |
-0.0034 |
-0.3% |
1.1460 |
| Range |
0.0085 |
0.0090 |
0.0005 |
5.9% |
0.0219 |
| ATR |
0.0079 |
0.0079 |
0.0001 |
1.0% |
0.0000 |
| Volume |
32,867 |
22,123 |
-10,744 |
-32.7% |
163,709 |
|
| Daily Pivots for day following 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1750 |
1.1694 |
1.1509 |
|
| R3 |
1.1661 |
1.1605 |
1.1484 |
|
| R2 |
1.1571 |
1.1571 |
1.1476 |
|
| R1 |
1.1515 |
1.1515 |
1.1468 |
1.1499 |
| PP |
1.1482 |
1.1482 |
1.1482 |
1.1473 |
| S1 |
1.1426 |
1.1426 |
1.1451 |
1.1409 |
| S2 |
1.1392 |
1.1392 |
1.1443 |
|
| S3 |
1.1303 |
1.1336 |
1.1435 |
|
| S4 |
1.1213 |
1.1247 |
1.1410 |
|
|
| Weekly Pivots for week ending 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2178 |
1.2038 |
1.1580 |
|
| R3 |
1.1959 |
1.1819 |
1.1520 |
|
| R2 |
1.1740 |
1.1740 |
1.1500 |
|
| R1 |
1.1600 |
1.1600 |
1.1480 |
1.1560 |
| PP |
1.1521 |
1.1521 |
1.1521 |
1.1501 |
| S1 |
1.1381 |
1.1381 |
1.1439 |
1.1341 |
| S2 |
1.1302 |
1.1302 |
1.1419 |
|
| S3 |
1.1083 |
1.1162 |
1.1399 |
|
| S4 |
1.0864 |
1.0943 |
1.1339 |
|
|
| 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% |
0.0103 |
0.9% |
8% |
False |
False |
32,741 |
| 10 |
1.1661 |
1.1442 |
0.0219 |
1.9% |
0.0087 |
0.8% |
8% |
False |
False |
29,499 |
| 20 |
1.1747 |
1.1442 |
0.0305 |
2.7% |
0.0066 |
0.6% |
6% |
False |
False |
23,079 |
| 40 |
1.2036 |
1.1442 |
0.0594 |
5.2% |
0.0078 |
0.7% |
3% |
False |
False |
24,855 |
| 60 |
1.2075 |
1.1442 |
0.0633 |
5.5% |
0.0080 |
0.7% |
3% |
False |
False |
19,892 |
| 80 |
1.2075 |
1.1400 |
0.0675 |
5.9% |
0.0081 |
0.7% |
9% |
False |
False |
14,951 |
| 100 |
1.2075 |
1.1279 |
0.0797 |
7.0% |
0.0071 |
0.6% |
23% |
False |
False |
11,965 |
| 120 |
1.2075 |
1.1180 |
0.0895 |
7.8% |
0.0063 |
0.6% |
31% |
False |
False |
9,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1918 |
|
2.618 |
1.1772 |
|
1.618 |
1.1682 |
|
1.000 |
1.1627 |
|
0.618 |
1.1593 |
|
HIGH |
1.1538 |
|
0.618 |
1.1503 |
|
0.500 |
1.1493 |
|
0.382 |
1.1482 |
|
LOW |
1.1448 |
|
0.618 |
1.1393 |
|
1.000 |
1.1359 |
|
1.618 |
1.1303 |
|
2.618 |
1.1214 |
|
4.250 |
1.1068 |
|
|
| Fisher Pivots for day following 08-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1493 |
1.1547 |
| PP |
1.1482 |
1.1518 |
| S1 |
1.1471 |
1.1489 |
|