CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 19-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2024 |
19-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1285 |
1.1350 |
0.0065 |
0.6% |
1.1463 |
| High |
1.1361 |
1.1395 |
0.0035 |
0.3% |
1.1463 |
| Low |
1.1283 |
1.1339 |
0.0057 |
0.5% |
1.1250 |
| Close |
1.1352 |
1.1360 |
0.0009 |
0.1% |
1.1302 |
| Range |
0.0078 |
0.0056 |
-0.0022 |
-28.2% |
0.0214 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
17,252 |
28,374 |
11,122 |
64.5% |
137,946 |
|
| Daily Pivots for day following 19-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1533 |
1.1502 |
1.1391 |
|
| R3 |
1.1477 |
1.1446 |
1.1375 |
|
| R2 |
1.1421 |
1.1421 |
1.1370 |
|
| R1 |
1.1390 |
1.1390 |
1.1365 |
1.1406 |
| PP |
1.1365 |
1.1365 |
1.1365 |
1.1372 |
| S1 |
1.1334 |
1.1334 |
1.1355 |
1.1350 |
| S2 |
1.1309 |
1.1309 |
1.1350 |
|
| S3 |
1.1253 |
1.1278 |
1.1345 |
|
| S4 |
1.1197 |
1.1222 |
1.1329 |
|
|
| 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% |
0.0072 |
0.6% |
70% |
False |
False |
27,563 |
| 10 |
1.1651 |
1.1250 |
0.0402 |
3.5% |
0.0085 |
0.7% |
28% |
False |
False |
29,418 |
| 20 |
1.1661 |
1.1250 |
0.0412 |
3.6% |
0.0072 |
0.6% |
27% |
False |
False |
26,425 |
| 40 |
1.2005 |
1.1250 |
0.0755 |
6.6% |
0.0074 |
0.7% |
15% |
False |
False |
25,318 |
| 60 |
1.2075 |
1.1250 |
0.0826 |
7.3% |
0.0079 |
0.7% |
13% |
False |
False |
22,878 |
| 80 |
1.2075 |
1.1250 |
0.0826 |
7.3% |
0.0083 |
0.7% |
13% |
False |
False |
17,236 |
| 100 |
1.2075 |
1.1250 |
0.0826 |
7.3% |
0.0074 |
0.7% |
13% |
False |
False |
13,800 |
| 120 |
1.2075 |
1.1250 |
0.0826 |
7.3% |
0.0067 |
0.6% |
13% |
False |
False |
11,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1633 |
|
2.618 |
1.1542 |
|
1.618 |
1.1486 |
|
1.000 |
1.1451 |
|
0.618 |
1.1430 |
|
HIGH |
1.1395 |
|
0.618 |
1.1374 |
|
0.500 |
1.1367 |
|
0.382 |
1.1360 |
|
LOW |
1.1339 |
|
0.618 |
1.1304 |
|
1.000 |
1.1283 |
|
1.618 |
1.1248 |
|
2.618 |
1.1192 |
|
4.250 |
1.1101 |
|
|
| Fisher Pivots for day following 19-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1367 |
1.1349 |
| PP |
1.1365 |
1.1339 |
| S1 |
1.1362 |
1.1328 |
|