CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 11-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2024 |
11-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1506 |
1.1463 |
-0.0043 |
-0.4% |
1.1575 |
| High |
1.1538 |
1.1463 |
-0.0075 |
-0.6% |
1.1661 |
| Low |
1.1448 |
1.1394 |
-0.0055 |
-0.5% |
1.1442 |
| Close |
1.1460 |
1.1395 |
-0.0065 |
-0.6% |
1.1460 |
| Range |
0.0090 |
0.0070 |
-0.0020 |
-22.3% |
0.0219 |
| ATR |
0.0079 |
0.0079 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
22,123 |
20,557 |
-1,566 |
-7.1% |
163,709 |
|
| Daily Pivots for day following 11-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1626 |
1.1580 |
1.1433 |
|
| R3 |
1.1556 |
1.1510 |
1.1414 |
|
| R2 |
1.1487 |
1.1487 |
1.1408 |
|
| R1 |
1.1441 |
1.1441 |
1.1401 |
1.1429 |
| PP |
1.1417 |
1.1417 |
1.1417 |
1.1411 |
| S1 |
1.1371 |
1.1371 |
1.1389 |
1.1360 |
| S2 |
1.1348 |
1.1348 |
1.1382 |
|
| S3 |
1.1278 |
1.1302 |
1.1376 |
|
| S4 |
1.1209 |
1.1232 |
1.1357 |
|
|
| 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 |
1.1659 |
1.1394 |
0.0265 |
2.3% |
0.0099 |
0.9% |
1% |
False |
True |
30,308 |
| 10 |
1.1661 |
1.1394 |
0.0268 |
2.3% |
0.0086 |
0.8% |
1% |
False |
True |
29,271 |
| 20 |
1.1698 |
1.1394 |
0.0305 |
2.7% |
0.0065 |
0.6% |
0% |
False |
True |
23,189 |
| 40 |
1.2036 |
1.1394 |
0.0642 |
5.6% |
0.0078 |
0.7% |
0% |
False |
True |
24,915 |
| 60 |
1.2075 |
1.1394 |
0.0682 |
6.0% |
0.0080 |
0.7% |
0% |
False |
True |
20,234 |
| 80 |
1.2075 |
1.1394 |
0.0682 |
6.0% |
0.0082 |
0.7% |
0% |
False |
True |
15,208 |
| 100 |
1.2075 |
1.1279 |
0.0797 |
7.0% |
0.0071 |
0.6% |
15% |
False |
False |
12,170 |
| 120 |
1.2075 |
1.1180 |
0.0895 |
7.9% |
0.0064 |
0.6% |
24% |
False |
False |
10,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1758 |
|
2.618 |
1.1645 |
|
1.618 |
1.1575 |
|
1.000 |
1.1533 |
|
0.618 |
1.1506 |
|
HIGH |
1.1463 |
|
0.618 |
1.1436 |
|
0.500 |
1.1428 |
|
0.382 |
1.1420 |
|
LOW |
1.1394 |
|
0.618 |
1.1351 |
|
1.000 |
1.1324 |
|
1.618 |
1.1281 |
|
2.618 |
1.1212 |
|
4.250 |
1.1098 |
|
|
| Fisher Pivots for day following 11-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1428 |
1.1466 |
| PP |
1.1417 |
1.1442 |
| S1 |
1.1406 |
1.1419 |
|