CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 15-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2024 |
15-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1324 |
1.1266 |
-0.0058 |
-0.5% |
1.1463 |
| High |
1.1329 |
1.1323 |
-0.0007 |
-0.1% |
1.1463 |
| Low |
1.1250 |
1.1262 |
0.0012 |
0.1% |
1.1250 |
| Close |
1.1289 |
1.1302 |
0.0013 |
0.1% |
1.1302 |
| Range |
0.0080 |
0.0061 |
-0.0019 |
-23.3% |
0.0214 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
31,180 |
31,209 |
29 |
0.1% |
137,946 |
|
| Daily Pivots for day following 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1478 |
1.1451 |
1.1336 |
|
| R3 |
1.1417 |
1.1390 |
1.1319 |
|
| R2 |
1.1356 |
1.1356 |
1.1313 |
|
| R1 |
1.1329 |
1.1329 |
1.1308 |
1.1343 |
| PP |
1.1295 |
1.1295 |
1.1295 |
1.1302 |
| S1 |
1.1268 |
1.1268 |
1.1296 |
1.1282 |
| S2 |
1.1234 |
1.1234 |
1.1291 |
|
| S3 |
1.1173 |
1.1207 |
1.1285 |
|
| S4 |
1.1112 |
1.1146 |
1.1268 |
|
|
| Weekly Pivots for week ending 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1979 |
1.1854 |
1.1419 |
|
| R3 |
1.1765 |
1.1640 |
1.1361 |
|
| R2 |
1.1552 |
1.1552 |
1.1341 |
|
| R1 |
1.1427 |
1.1427 |
1.1322 |
1.1383 |
| PP |
1.1338 |
1.1338 |
1.1338 |
1.1316 |
| S1 |
1.1213 |
1.1213 |
1.1282 |
1.1169 |
| S2 |
1.1125 |
1.1125 |
1.1263 |
|
| S3 |
1.0911 |
1.1000 |
1.1243 |
|
| S4 |
1.0698 |
1.0786 |
1.1185 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1463 |
1.1250 |
0.0214 |
1.9% |
0.0068 |
0.6% |
25% |
False |
False |
27,589 |
| 10 |
1.1661 |
1.1250 |
0.0412 |
3.6% |
0.0086 |
0.8% |
13% |
False |
False |
30,165 |
| 20 |
1.1661 |
1.1250 |
0.0412 |
3.6% |
0.0069 |
0.6% |
13% |
False |
False |
25,618 |
| 40 |
1.2005 |
1.1250 |
0.0755 |
6.7% |
0.0075 |
0.7% |
7% |
False |
False |
25,231 |
| 60 |
1.2075 |
1.1250 |
0.0826 |
7.3% |
0.0079 |
0.7% |
6% |
False |
False |
22,139 |
| 80 |
1.2075 |
1.1250 |
0.0826 |
7.3% |
0.0083 |
0.7% |
6% |
False |
False |
16,665 |
| 100 |
1.2075 |
1.1250 |
0.0826 |
7.3% |
0.0073 |
0.6% |
6% |
False |
False |
13,344 |
| 120 |
1.2075 |
1.1198 |
0.0877 |
7.8% |
0.0066 |
0.6% |
12% |
False |
False |
11,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1582 |
|
2.618 |
1.1482 |
|
1.618 |
1.1421 |
|
1.000 |
1.1384 |
|
0.618 |
1.1360 |
|
HIGH |
1.1323 |
|
0.618 |
1.1299 |
|
0.500 |
1.1292 |
|
0.382 |
1.1285 |
|
LOW |
1.1262 |
|
0.618 |
1.1224 |
|
1.000 |
1.1201 |
|
1.618 |
1.1163 |
|
2.618 |
1.1102 |
|
4.250 |
1.1002 |
|
|
| Fisher Pivots for day following 15-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1299 |
1.1328 |
| PP |
1.1295 |
1.1320 |
| S1 |
1.1292 |
1.1311 |
|