CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 26-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2024 |
26-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1235 |
1.1307 |
0.0072 |
0.6% |
1.1285 |
| High |
1.1327 |
1.1333 |
0.0007 |
0.1% |
1.1395 |
| Low |
1.1235 |
1.1266 |
0.0031 |
0.3% |
1.1190 |
| Close |
1.1316 |
1.1295 |
-0.0021 |
-0.2% |
1.1206 |
| Range |
0.0092 |
0.0067 |
-0.0025 |
-26.8% |
0.0205 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
31,578 |
27,285 |
-4,293 |
-13.6% |
130,693 |
|
| Daily Pivots for day following 26-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1499 |
1.1464 |
1.1331 |
|
| R3 |
1.1432 |
1.1397 |
1.1313 |
|
| R2 |
1.1365 |
1.1365 |
1.1307 |
|
| R1 |
1.1330 |
1.1330 |
1.1301 |
1.1314 |
| PP |
1.1298 |
1.1298 |
1.1298 |
1.1290 |
| S1 |
1.1263 |
1.1263 |
1.1288 |
1.1247 |
| S2 |
1.1231 |
1.1231 |
1.1282 |
|
| S3 |
1.1164 |
1.1196 |
1.1276 |
|
| S4 |
1.1097 |
1.1129 |
1.1258 |
|
|
| 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 |
1.1373 |
1.1190 |
0.0183 |
1.6% |
0.0082 |
0.7% |
57% |
False |
False |
28,786 |
| 10 |
1.1407 |
1.1190 |
0.0217 |
1.9% |
0.0077 |
0.7% |
48% |
False |
False |
28,174 |
| 20 |
1.1661 |
1.1190 |
0.0471 |
4.2% |
0.0080 |
0.7% |
22% |
False |
False |
28,831 |
| 40 |
1.1933 |
1.1190 |
0.0743 |
6.6% |
0.0071 |
0.6% |
14% |
False |
False |
24,851 |
| 60 |
1.2075 |
1.1190 |
0.0885 |
7.8% |
0.0079 |
0.7% |
12% |
False |
False |
25,180 |
| 80 |
1.2075 |
1.1190 |
0.0885 |
7.8% |
0.0081 |
0.7% |
12% |
False |
False |
19,019 |
| 100 |
1.2075 |
1.1190 |
0.0885 |
7.8% |
0.0076 |
0.7% |
12% |
False |
False |
15,239 |
| 120 |
1.2075 |
1.1190 |
0.0885 |
7.8% |
0.0069 |
0.6% |
12% |
False |
False |
12,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1618 |
|
2.618 |
1.1508 |
|
1.618 |
1.1441 |
|
1.000 |
1.1400 |
|
0.618 |
1.1374 |
|
HIGH |
1.1333 |
|
0.618 |
1.1307 |
|
0.500 |
1.1300 |
|
0.382 |
1.1292 |
|
LOW |
1.1266 |
|
0.618 |
1.1225 |
|
1.000 |
1.1199 |
|
1.618 |
1.1158 |
|
2.618 |
1.1091 |
|
4.250 |
1.0981 |
|
|
| Fisher Pivots for day following 26-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1300 |
1.1284 |
| PP |
1.1298 |
1.1273 |
| S1 |
1.1296 |
1.1262 |
|