CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 29-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2024 |
29-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1306 |
1.1363 |
0.0058 |
0.5% |
1.1235 |
| High |
1.1391 |
1.1388 |
-0.0003 |
0.0% |
1.1391 |
| Low |
1.1301 |
1.1322 |
0.0021 |
0.2% |
1.1235 |
| Close |
1.1363 |
1.1369 |
0.0007 |
0.1% |
1.1369 |
| Range |
0.0090 |
0.0067 |
-0.0024 |
-26.1% |
0.0156 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
29,612 |
36,909 |
7,297 |
24.6% |
125,384 |
|
| Daily Pivots for day following 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1559 |
1.1531 |
1.1406 |
|
| R3 |
1.1493 |
1.1464 |
1.1387 |
|
| R2 |
1.1426 |
1.1426 |
1.1381 |
|
| R1 |
1.1398 |
1.1398 |
1.1375 |
1.1412 |
| PP |
1.1360 |
1.1360 |
1.1360 |
1.1367 |
| S1 |
1.1331 |
1.1331 |
1.1363 |
1.1345 |
| S2 |
1.1293 |
1.1293 |
1.1357 |
|
| S3 |
1.1227 |
1.1265 |
1.1351 |
|
| S4 |
1.1160 |
1.1198 |
1.1332 |
|
|
| Weekly Pivots for week ending 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1798 |
1.1739 |
1.1455 |
|
| R3 |
1.1643 |
1.1584 |
1.1412 |
|
| R2 |
1.1487 |
1.1487 |
1.1398 |
|
| R1 |
1.1428 |
1.1428 |
1.1383 |
1.1458 |
| PP |
1.1332 |
1.1332 |
1.1332 |
1.1346 |
| S1 |
1.1273 |
1.1273 |
1.1355 |
1.1302 |
| S2 |
1.1176 |
1.1176 |
1.1340 |
|
| S3 |
1.1021 |
1.1117 |
1.1326 |
|
| S4 |
1.0865 |
1.0962 |
1.1283 |
|
|
| 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% |
0.0090 |
0.8% |
89% |
False |
False |
33,775 |
| 10 |
1.1395 |
1.1190 |
0.0205 |
1.8% |
0.0076 |
0.7% |
87% |
False |
False |
28,728 |
| 20 |
1.1661 |
1.1190 |
0.0471 |
4.1% |
0.0083 |
0.7% |
38% |
False |
False |
29,670 |
| 40 |
1.1856 |
1.1190 |
0.0666 |
5.9% |
0.0071 |
0.6% |
27% |
False |
False |
24,989 |
| 60 |
1.2075 |
1.1190 |
0.0885 |
7.8% |
0.0079 |
0.7% |
20% |
False |
False |
26,037 |
| 80 |
1.2075 |
1.1190 |
0.0885 |
7.8% |
0.0079 |
0.7% |
20% |
False |
False |
19,848 |
| 100 |
1.2075 |
1.1190 |
0.0885 |
7.8% |
0.0078 |
0.7% |
20% |
False |
False |
15,904 |
| 120 |
1.2075 |
1.1190 |
0.0885 |
7.8% |
0.0070 |
0.6% |
20% |
False |
False |
13,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1671 |
|
2.618 |
1.1562 |
|
1.618 |
1.1496 |
|
1.000 |
1.1455 |
|
0.618 |
1.1429 |
|
HIGH |
1.1388 |
|
0.618 |
1.1363 |
|
0.500 |
1.1355 |
|
0.382 |
1.1347 |
|
LOW |
1.1322 |
|
0.618 |
1.1280 |
|
1.000 |
1.1255 |
|
1.618 |
1.1214 |
|
2.618 |
1.1147 |
|
4.250 |
1.1039 |
|
|
| Fisher Pivots for day following 29-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1364 |
1.1355 |
| PP |
1.1360 |
1.1342 |
| S1 |
1.1355 |
1.1328 |
|