CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 13-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2024 |
13-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1395 |
1.1379 |
-0.0016 |
-0.1% |
1.1575 |
| High |
1.1402 |
1.1407 |
0.0005 |
0.0% |
1.1661 |
| Low |
1.1359 |
1.1322 |
-0.0037 |
-0.3% |
1.1442 |
| Close |
1.1374 |
1.1329 |
-0.0045 |
-0.4% |
1.1460 |
| Range |
0.0044 |
0.0086 |
0.0042 |
96.6% |
0.0219 |
| ATR |
0.0076 |
0.0077 |
0.0001 |
0.9% |
0.0000 |
| Volume |
25,200 |
29,800 |
4,600 |
18.3% |
163,709 |
|
| Daily Pivots for day following 13-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1609 |
1.1555 |
1.1376 |
|
| R3 |
1.1524 |
1.1469 |
1.1353 |
|
| R2 |
1.1438 |
1.1438 |
1.1345 |
|
| R1 |
1.1384 |
1.1384 |
1.1337 |
1.1368 |
| PP |
1.1353 |
1.1353 |
1.1353 |
1.1345 |
| S1 |
1.1298 |
1.1298 |
1.1321 |
1.1283 |
| S2 |
1.1267 |
1.1267 |
1.1313 |
|
| S3 |
1.1182 |
1.1213 |
1.1305 |
|
| S4 |
1.1096 |
1.1127 |
1.1282 |
|
|
| 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 |
1.1538 |
1.1322 |
0.0216 |
1.9% |
0.0075 |
0.7% |
3% |
False |
True |
26,109 |
| 10 |
1.1661 |
1.1322 |
0.0340 |
3.0% |
0.0086 |
0.8% |
2% |
False |
True |
30,366 |
| 20 |
1.1661 |
1.1322 |
0.0340 |
3.0% |
0.0066 |
0.6% |
2% |
False |
True |
24,279 |
| 40 |
1.2005 |
1.1322 |
0.0683 |
6.0% |
0.0076 |
0.7% |
1% |
False |
True |
25,055 |
| 60 |
1.2075 |
1.1322 |
0.0754 |
6.7% |
0.0079 |
0.7% |
1% |
False |
True |
21,124 |
| 80 |
1.2075 |
1.1322 |
0.0754 |
6.7% |
0.0084 |
0.7% |
1% |
False |
True |
15,895 |
| 100 |
1.2075 |
1.1279 |
0.0797 |
7.0% |
0.0072 |
0.6% |
6% |
False |
False |
12,720 |
| 120 |
1.2075 |
1.1180 |
0.0895 |
7.9% |
0.0065 |
0.6% |
17% |
False |
False |
10,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1770 |
|
2.618 |
1.1631 |
|
1.618 |
1.1545 |
|
1.000 |
1.1493 |
|
0.618 |
1.1460 |
|
HIGH |
1.1407 |
|
0.618 |
1.1374 |
|
0.500 |
1.1364 |
|
0.382 |
1.1354 |
|
LOW |
1.1322 |
|
0.618 |
1.1269 |
|
1.000 |
1.1236 |
|
1.618 |
1.1183 |
|
2.618 |
1.1098 |
|
4.250 |
1.0958 |
|
|
| Fisher Pivots for day following 13-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1364 |
1.1392 |
| PP |
1.1353 |
1.1371 |
| S1 |
1.1341 |
1.1350 |
|