CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 25-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2024 |
25-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1305 |
1.1235 |
-0.0070 |
-0.6% |
1.1285 |
| High |
1.1324 |
1.1327 |
0.0003 |
0.0% |
1.1395 |
| Low |
1.1190 |
1.1235 |
0.0045 |
0.4% |
1.1190 |
| Close |
1.1206 |
1.1316 |
0.0110 |
1.0% |
1.1206 |
| Range |
0.0134 |
0.0092 |
-0.0043 |
-31.7% |
0.0205 |
| ATR |
0.0077 |
0.0080 |
0.0003 |
4.0% |
0.0000 |
| Volume |
43,494 |
31,578 |
-11,916 |
-27.4% |
130,693 |
|
| Daily Pivots for day following 25-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1567 |
1.1533 |
1.1366 |
|
| R3 |
1.1475 |
1.1441 |
1.1341 |
|
| R2 |
1.1384 |
1.1384 |
1.1332 |
|
| R1 |
1.1350 |
1.1350 |
1.1324 |
1.1367 |
| PP |
1.1292 |
1.1292 |
1.1292 |
1.1301 |
| S1 |
1.1258 |
1.1258 |
1.1307 |
1.1275 |
| S2 |
1.1201 |
1.1201 |
1.1299 |
|
| S3 |
1.1109 |
1.1167 |
1.1290 |
|
| S4 |
1.1018 |
1.1075 |
1.1265 |
|
|
| 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% |
0.0080 |
0.7% |
61% |
False |
False |
29,003 |
| 10 |
1.1407 |
1.1190 |
0.0217 |
1.9% |
0.0075 |
0.7% |
58% |
False |
False |
27,966 |
| 20 |
1.1661 |
1.1190 |
0.0471 |
4.2% |
0.0081 |
0.7% |
27% |
False |
False |
28,618 |
| 40 |
1.1960 |
1.1190 |
0.0770 |
6.8% |
0.0071 |
0.6% |
16% |
False |
False |
24,973 |
| 60 |
1.2075 |
1.1190 |
0.0885 |
7.8% |
0.0079 |
0.7% |
14% |
False |
False |
24,780 |
| 80 |
1.2075 |
1.1190 |
0.0885 |
7.8% |
0.0082 |
0.7% |
14% |
False |
False |
18,685 |
| 100 |
1.2075 |
1.1190 |
0.0885 |
7.8% |
0.0076 |
0.7% |
14% |
False |
False |
14,966 |
| 120 |
1.2075 |
1.1190 |
0.0885 |
7.8% |
0.0069 |
0.6% |
14% |
False |
False |
12,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1715 |
|
2.618 |
1.1566 |
|
1.618 |
1.1475 |
|
1.000 |
1.1418 |
|
0.618 |
1.1383 |
|
HIGH |
1.1327 |
|
0.618 |
1.1292 |
|
0.500 |
1.1281 |
|
0.382 |
1.1270 |
|
LOW |
1.1235 |
|
0.618 |
1.1178 |
|
1.000 |
1.1144 |
|
1.618 |
1.1087 |
|
2.618 |
1.0995 |
|
4.250 |
1.0846 |
|
|
| Fisher Pivots for day following 25-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1304 |
1.1303 |
| PP |
1.1292 |
1.1290 |
| S1 |
1.1281 |
1.1277 |
|