CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 27-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2024 |
27-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1307 |
1.1306 |
-0.0002 |
0.0% |
1.1285 |
| High |
1.1333 |
1.1391 |
0.0058 |
0.5% |
1.1395 |
| Low |
1.1266 |
1.1301 |
0.0035 |
0.3% |
1.1190 |
| Close |
1.1295 |
1.1363 |
0.0068 |
0.6% |
1.1206 |
| Range |
0.0067 |
0.0090 |
0.0023 |
34.3% |
0.0205 |
| ATR |
0.0079 |
0.0080 |
0.0001 |
1.5% |
0.0000 |
| Volume |
27,285 |
29,612 |
2,327 |
8.5% |
130,693 |
|
| Daily Pivots for day following 27-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1621 |
1.1582 |
1.1412 |
|
| R3 |
1.1531 |
1.1492 |
1.1387 |
|
| R2 |
1.1441 |
1.1441 |
1.1379 |
|
| R1 |
1.1402 |
1.1402 |
1.1371 |
1.1422 |
| PP |
1.1351 |
1.1351 |
1.1351 |
1.1361 |
| S1 |
1.1312 |
1.1312 |
1.1354 |
1.1332 |
| S2 |
1.1261 |
1.1261 |
1.1346 |
|
| S3 |
1.1171 |
1.1222 |
1.1338 |
|
| S4 |
1.1081 |
1.1132 |
1.1313 |
|
|
| 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 |
1.1391 |
1.1190 |
0.0201 |
1.8% |
0.0089 |
0.8% |
86% |
True |
False |
31,073 |
| 10 |
1.1395 |
1.1190 |
0.0205 |
1.8% |
0.0078 |
0.7% |
84% |
False |
False |
28,155 |
| 20 |
1.1661 |
1.1190 |
0.0471 |
4.1% |
0.0082 |
0.7% |
37% |
False |
False |
29,260 |
| 40 |
1.1873 |
1.1190 |
0.0683 |
6.0% |
0.0072 |
0.6% |
25% |
False |
False |
25,014 |
| 60 |
1.2075 |
1.1190 |
0.0885 |
7.8% |
0.0079 |
0.7% |
19% |
False |
False |
25,547 |
| 80 |
1.2075 |
1.1190 |
0.0885 |
7.8% |
0.0081 |
0.7% |
19% |
False |
False |
19,389 |
| 100 |
1.2075 |
1.1190 |
0.0885 |
7.8% |
0.0077 |
0.7% |
19% |
False |
False |
15,535 |
| 120 |
1.2075 |
1.1190 |
0.0885 |
7.8% |
0.0069 |
0.6% |
19% |
False |
False |
12,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1773 |
|
2.618 |
1.1626 |
|
1.618 |
1.1536 |
|
1.000 |
1.1481 |
|
0.618 |
1.1446 |
|
HIGH |
1.1391 |
|
0.618 |
1.1356 |
|
0.500 |
1.1346 |
|
0.382 |
1.1335 |
|
LOW |
1.1301 |
|
0.618 |
1.1245 |
|
1.000 |
1.1211 |
|
1.618 |
1.1155 |
|
2.618 |
1.1065 |
|
4.250 |
1.0918 |
|
|
| Fisher Pivots for day following 27-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1357 |
1.1346 |
| PP |
1.1351 |
1.1329 |
| S1 |
1.1346 |
1.1313 |
|