CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 18-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2024 |
18-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1266 |
1.1285 |
0.0019 |
0.2% |
1.1463 |
| High |
1.1323 |
1.1361 |
0.0038 |
0.3% |
1.1463 |
| Low |
1.1262 |
1.1283 |
0.0021 |
0.2% |
1.1250 |
| Close |
1.1302 |
1.1352 |
0.0050 |
0.4% |
1.1302 |
| Range |
0.0061 |
0.0078 |
0.0017 |
27.9% |
0.0214 |
| ATR |
0.0076 |
0.0076 |
0.0000 |
0.2% |
0.0000 |
| Volume |
31,209 |
17,252 |
-13,957 |
-44.7% |
137,946 |
|
| Daily Pivots for day following 18-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1566 |
1.1537 |
1.1394 |
|
| R3 |
1.1488 |
1.1459 |
1.1373 |
|
| R2 |
1.1410 |
1.1410 |
1.1366 |
|
| R1 |
1.1381 |
1.1381 |
1.1359 |
1.1395 |
| PP |
1.1332 |
1.1332 |
1.1332 |
1.1339 |
| S1 |
1.1303 |
1.1303 |
1.1344 |
1.1317 |
| S2 |
1.1254 |
1.1254 |
1.1337 |
|
| S3 |
1.1176 |
1.1225 |
1.1330 |
|
| S4 |
1.1098 |
1.1147 |
1.1309 |
|
|
| 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 |
1.1407 |
1.1250 |
0.0158 |
1.4% |
0.0070 |
0.6% |
65% |
False |
False |
26,928 |
| 10 |
1.1659 |
1.1250 |
0.0409 |
3.6% |
0.0084 |
0.7% |
25% |
False |
False |
28,618 |
| 20 |
1.1661 |
1.1250 |
0.0412 |
3.6% |
0.0071 |
0.6% |
25% |
False |
False |
25,752 |
| 40 |
1.2005 |
1.1250 |
0.0755 |
6.7% |
0.0075 |
0.7% |
14% |
False |
False |
25,080 |
| 60 |
1.2075 |
1.1250 |
0.0826 |
7.3% |
0.0079 |
0.7% |
12% |
False |
False |
22,409 |
| 80 |
1.2075 |
1.1250 |
0.0826 |
7.3% |
0.0083 |
0.7% |
12% |
False |
False |
16,881 |
| 100 |
1.2075 |
1.1250 |
0.0826 |
7.3% |
0.0074 |
0.7% |
12% |
False |
False |
13,516 |
| 120 |
1.2075 |
1.1250 |
0.0826 |
7.3% |
0.0066 |
0.6% |
12% |
False |
False |
11,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1692 |
|
2.618 |
1.1565 |
|
1.618 |
1.1487 |
|
1.000 |
1.1439 |
|
0.618 |
1.1409 |
|
HIGH |
1.1361 |
|
0.618 |
1.1331 |
|
0.500 |
1.1322 |
|
0.382 |
1.1312 |
|
LOW |
1.1283 |
|
0.618 |
1.1234 |
|
1.000 |
1.1205 |
|
1.618 |
1.1156 |
|
2.618 |
1.1078 |
|
4.250 |
1.0951 |
|
|
| Fisher Pivots for day following 18-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1342 |
1.1336 |
| PP |
1.1332 |
1.1321 |
| S1 |
1.1322 |
1.1305 |
|