CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 12-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2024 |
12-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1463 |
1.1395 |
-0.0068 |
-0.6% |
1.1575 |
| High |
1.1463 |
1.1402 |
-0.0061 |
-0.5% |
1.1661 |
| Low |
1.1394 |
1.1359 |
-0.0035 |
-0.3% |
1.1442 |
| Close |
1.1395 |
1.1374 |
-0.0022 |
-0.2% |
1.1460 |
| Range |
0.0070 |
0.0044 |
-0.0026 |
-37.4% |
0.0219 |
| ATR |
0.0079 |
0.0076 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
20,557 |
25,200 |
4,643 |
22.6% |
163,709 |
|
| Daily Pivots for day following 12-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1509 |
1.1485 |
1.1397 |
|
| R3 |
1.1465 |
1.1441 |
1.1385 |
|
| R2 |
1.1422 |
1.1422 |
1.1381 |
|
| R1 |
1.1398 |
1.1398 |
1.1377 |
1.1388 |
| PP |
1.1378 |
1.1378 |
1.1378 |
1.1373 |
| S1 |
1.1354 |
1.1354 |
1.1370 |
1.1344 |
| S2 |
1.1335 |
1.1335 |
1.1366 |
|
| S3 |
1.1291 |
1.1311 |
1.1362 |
|
| S4 |
1.1248 |
1.1267 |
1.1350 |
|
|
| 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 |
1.1651 |
1.1359 |
0.0293 |
2.6% |
0.0098 |
0.9% |
5% |
False |
True |
31,274 |
| 10 |
1.1661 |
1.1359 |
0.0303 |
2.7% |
0.0083 |
0.7% |
5% |
False |
True |
29,489 |
| 20 |
1.1687 |
1.1359 |
0.0328 |
2.9% |
0.0065 |
0.6% |
5% |
False |
True |
23,519 |
| 40 |
1.2036 |
1.1359 |
0.0677 |
6.0% |
0.0077 |
0.7% |
2% |
False |
True |
24,996 |
| 60 |
1.2075 |
1.1359 |
0.0717 |
6.3% |
0.0079 |
0.7% |
2% |
False |
True |
20,645 |
| 80 |
1.2075 |
1.1359 |
0.0717 |
6.3% |
0.0083 |
0.7% |
2% |
False |
True |
15,523 |
| 100 |
1.2075 |
1.1279 |
0.0797 |
7.0% |
0.0071 |
0.6% |
12% |
False |
False |
12,422 |
| 120 |
1.2075 |
1.1180 |
0.0895 |
7.9% |
0.0064 |
0.6% |
22% |
False |
False |
10,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1587 |
|
2.618 |
1.1516 |
|
1.618 |
1.1472 |
|
1.000 |
1.1446 |
|
0.618 |
1.1429 |
|
HIGH |
1.1402 |
|
0.618 |
1.1385 |
|
0.500 |
1.1380 |
|
0.382 |
1.1375 |
|
LOW |
1.1359 |
|
0.618 |
1.1332 |
|
1.000 |
1.1315 |
|
1.618 |
1.1288 |
|
2.618 |
1.1245 |
|
4.250 |
1.1174 |
|
|
| Fisher Pivots for day following 12-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1380 |
1.1448 |
| PP |
1.1378 |
1.1423 |
| S1 |
1.1376 |
1.1398 |
|