CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 14-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2024 |
14-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1379 |
1.1324 |
-0.0055 |
-0.5% |
1.1575 |
| High |
1.1407 |
1.1329 |
-0.0078 |
-0.7% |
1.1661 |
| Low |
1.1322 |
1.1250 |
-0.0072 |
-0.6% |
1.1442 |
| Close |
1.1329 |
1.1289 |
-0.0040 |
-0.4% |
1.1460 |
| Range |
0.0086 |
0.0080 |
-0.0006 |
-7.0% |
0.0219 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
0.3% |
0.0000 |
| Volume |
29,800 |
31,180 |
1,380 |
4.6% |
163,709 |
|
| Daily Pivots for day following 14-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1528 |
1.1488 |
1.1333 |
|
| R3 |
1.1448 |
1.1408 |
1.1311 |
|
| R2 |
1.1369 |
1.1369 |
1.1304 |
|
| R1 |
1.1329 |
1.1329 |
1.1296 |
1.1309 |
| PP |
1.1289 |
1.1289 |
1.1289 |
1.1279 |
| S1 |
1.1249 |
1.1249 |
1.1282 |
1.1230 |
| S2 |
1.1210 |
1.1210 |
1.1274 |
|
| S3 |
1.1130 |
1.1170 |
1.1267 |
|
| S4 |
1.1051 |
1.1090 |
1.1245 |
|
|
| 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 |
1.1250 |
0.0288 |
2.6% |
0.0074 |
0.7% |
14% |
False |
True |
25,772 |
| 10 |
1.1661 |
1.1250 |
0.0412 |
3.6% |
0.0090 |
0.8% |
10% |
False |
True |
30,612 |
| 20 |
1.1661 |
1.1250 |
0.0412 |
3.6% |
0.0068 |
0.6% |
10% |
False |
True |
24,743 |
| 40 |
1.2005 |
1.1250 |
0.0755 |
6.7% |
0.0076 |
0.7% |
5% |
False |
True |
25,071 |
| 60 |
1.2075 |
1.1250 |
0.0826 |
7.3% |
0.0079 |
0.7% |
5% |
False |
True |
21,619 |
| 80 |
1.2075 |
1.1250 |
0.0826 |
7.3% |
0.0083 |
0.7% |
5% |
False |
True |
16,284 |
| 100 |
1.2075 |
1.1250 |
0.0826 |
7.3% |
0.0073 |
0.6% |
5% |
False |
True |
13,032 |
| 120 |
1.2075 |
1.1198 |
0.0877 |
7.8% |
0.0065 |
0.6% |
10% |
False |
False |
10,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1667 |
|
2.618 |
1.1537 |
|
1.618 |
1.1458 |
|
1.000 |
1.1409 |
|
0.618 |
1.1378 |
|
HIGH |
1.1329 |
|
0.618 |
1.1299 |
|
0.500 |
1.1289 |
|
0.382 |
1.1280 |
|
LOW |
1.1250 |
|
0.618 |
1.1200 |
|
1.000 |
1.1170 |
|
1.618 |
1.1121 |
|
2.618 |
1.1041 |
|
4.250 |
1.0912 |
|
|
| Fisher Pivots for day following 14-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1289 |
1.1328 |
| PP |
1.1289 |
1.1315 |
| S1 |
1.1289 |
1.1302 |
|