CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 22-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2024 |
22-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1341 |
1.1305 |
-0.0037 |
-0.3% |
1.1285 |
| High |
1.1364 |
1.1324 |
-0.0040 |
-0.4% |
1.1395 |
| Low |
1.1302 |
1.1190 |
-0.0112 |
-1.0% |
1.1190 |
| Close |
1.1310 |
1.1206 |
-0.0104 |
-0.9% |
1.1206 |
| Range |
0.0063 |
0.0134 |
0.0072 |
114.4% |
0.0205 |
| ATR |
0.0073 |
0.0077 |
0.0004 |
6.1% |
0.0000 |
| Volume |
23,399 |
43,494 |
20,095 |
85.9% |
130,693 |
|
| Daily Pivots for day following 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1642 |
1.1558 |
1.1280 |
|
| R3 |
1.1508 |
1.1424 |
1.1243 |
|
| R2 |
1.1374 |
1.1374 |
1.1231 |
|
| R1 |
1.1290 |
1.1290 |
1.1218 |
1.1265 |
| PP |
1.1240 |
1.1240 |
1.1240 |
1.1228 |
| S1 |
1.1156 |
1.1156 |
1.1194 |
1.1131 |
| S2 |
1.1106 |
1.1106 |
1.1181 |
|
| S3 |
1.0972 |
1.1022 |
1.1169 |
|
| S4 |
1.0838 |
1.0888 |
1.1132 |
|
|
| Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1879 |
1.1747 |
1.1319 |
|
| R3 |
1.1674 |
1.1542 |
1.1262 |
|
| R2 |
1.1469 |
1.1469 |
1.1244 |
|
| R1 |
1.1337 |
1.1337 |
1.1225 |
1.1301 |
| PP |
1.1264 |
1.1264 |
1.1264 |
1.1245 |
| S1 |
1.1132 |
1.1132 |
1.1187 |
1.1096 |
| S2 |
1.1059 |
1.1059 |
1.1168 |
|
| S3 |
1.0854 |
1.0927 |
1.1150 |
|
| S4 |
1.0649 |
1.0722 |
1.1093 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1395 |
1.1190 |
0.0205 |
1.8% |
0.0078 |
0.7% |
8% |
False |
True |
26,138 |
| 10 |
1.1463 |
1.1190 |
0.0273 |
2.4% |
0.0073 |
0.6% |
6% |
False |
True |
26,863 |
| 20 |
1.1661 |
1.1190 |
0.0471 |
4.2% |
0.0080 |
0.7% |
3% |
False |
True |
28,181 |
| 40 |
1.1999 |
1.1190 |
0.0809 |
7.2% |
0.0072 |
0.6% |
2% |
False |
True |
25,098 |
| 60 |
1.2075 |
1.1190 |
0.0885 |
7.9% |
0.0079 |
0.7% |
2% |
False |
True |
24,266 |
| 80 |
1.2075 |
1.1190 |
0.0885 |
7.9% |
0.0084 |
0.7% |
2% |
False |
True |
18,296 |
| 100 |
1.2075 |
1.1190 |
0.0885 |
7.9% |
0.0076 |
0.7% |
2% |
False |
True |
14,650 |
| 120 |
1.2075 |
1.1190 |
0.0885 |
7.9% |
0.0068 |
0.6% |
2% |
False |
True |
12,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1894 |
|
2.618 |
1.1675 |
|
1.618 |
1.1541 |
|
1.000 |
1.1458 |
|
0.618 |
1.1407 |
|
HIGH |
1.1324 |
|
0.618 |
1.1273 |
|
0.500 |
1.1257 |
|
0.382 |
1.1241 |
|
LOW |
1.1190 |
|
0.618 |
1.1107 |
|
1.000 |
1.1056 |
|
1.618 |
1.0973 |
|
2.618 |
1.0839 |
|
4.250 |
1.0621 |
|
|
| Fisher Pivots for day following 22-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1257 |
1.1281 |
| PP |
1.1240 |
1.1256 |
| S1 |
1.1223 |
1.1231 |
|