CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 21-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2024 |
21-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1361 |
1.1341 |
-0.0020 |
-0.2% |
1.1463 |
| High |
1.1373 |
1.1364 |
-0.0009 |
-0.1% |
1.1463 |
| Low |
1.1316 |
1.1302 |
-0.0014 |
-0.1% |
1.1250 |
| Close |
1.1339 |
1.1310 |
-0.0029 |
-0.3% |
1.1302 |
| Range |
0.0057 |
0.0063 |
0.0006 |
9.6% |
0.0214 |
| ATR |
0.0073 |
0.0073 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
18,174 |
23,399 |
5,225 |
28.7% |
137,946 |
|
| Daily Pivots for day following 21-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1513 |
1.1474 |
1.1344 |
|
| R3 |
1.1450 |
1.1411 |
1.1327 |
|
| R2 |
1.1388 |
1.1388 |
1.1321 |
|
| R1 |
1.1349 |
1.1349 |
1.1316 |
1.1337 |
| PP |
1.1325 |
1.1325 |
1.1325 |
1.1319 |
| S1 |
1.1286 |
1.1286 |
1.1304 |
1.1275 |
| S2 |
1.1263 |
1.1263 |
1.1299 |
|
| S3 |
1.1200 |
1.1224 |
1.1293 |
|
| S4 |
1.1138 |
1.1161 |
1.1276 |
|
|
| 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 |
1.1395 |
1.1262 |
0.0134 |
1.2% |
0.0063 |
0.6% |
36% |
False |
False |
23,681 |
| 10 |
1.1538 |
1.1250 |
0.0288 |
2.5% |
0.0068 |
0.6% |
21% |
False |
False |
24,726 |
| 20 |
1.1661 |
1.1250 |
0.0412 |
3.6% |
0.0075 |
0.7% |
15% |
False |
False |
26,766 |
| 40 |
1.2005 |
1.1250 |
0.0755 |
6.7% |
0.0072 |
0.6% |
8% |
False |
False |
24,743 |
| 60 |
1.2075 |
1.1250 |
0.0826 |
7.3% |
0.0079 |
0.7% |
7% |
False |
False |
23,549 |
| 80 |
1.2075 |
1.1250 |
0.0826 |
7.3% |
0.0083 |
0.7% |
7% |
False |
False |
17,754 |
| 100 |
1.2075 |
1.1250 |
0.0826 |
7.3% |
0.0075 |
0.7% |
7% |
False |
False |
14,216 |
| 120 |
1.2075 |
1.1250 |
0.0826 |
7.3% |
0.0067 |
0.6% |
7% |
False |
False |
11,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1630 |
|
2.618 |
1.1528 |
|
1.618 |
1.1465 |
|
1.000 |
1.1427 |
|
0.618 |
1.1403 |
|
HIGH |
1.1364 |
|
0.618 |
1.1340 |
|
0.500 |
1.1333 |
|
0.382 |
1.1325 |
|
LOW |
1.1302 |
|
0.618 |
1.1263 |
|
1.000 |
1.1239 |
|
1.618 |
1.1200 |
|
2.618 |
1.1138 |
|
4.250 |
1.1036 |
|
|
| Fisher Pivots for day following 21-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1333 |
1.1348 |
| PP |
1.1325 |
1.1336 |
| S1 |
1.1318 |
1.1323 |
|