CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 02-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2024 |
02-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1363 |
1.1379 |
0.0016 |
0.1% |
1.1235 |
| High |
1.1388 |
1.1379 |
-0.0009 |
-0.1% |
1.1391 |
| Low |
1.1322 |
1.1266 |
-0.0056 |
-0.5% |
1.1235 |
| Close |
1.1369 |
1.1294 |
-0.0075 |
-0.7% |
1.1369 |
| Range |
0.0067 |
0.0114 |
0.0047 |
70.7% |
0.0156 |
| ATR |
0.0079 |
0.0082 |
0.0002 |
3.1% |
0.0000 |
| Volume |
36,909 |
33,701 |
-3,208 |
-8.7% |
125,384 |
|
| Daily Pivots for day following 02-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1653 |
1.1587 |
1.1356 |
|
| R3 |
1.1540 |
1.1474 |
1.1325 |
|
| R2 |
1.1426 |
1.1426 |
1.1315 |
|
| R1 |
1.1360 |
1.1360 |
1.1304 |
1.1337 |
| PP |
1.1313 |
1.1313 |
1.1313 |
1.1301 |
| S1 |
1.1247 |
1.1247 |
1.1284 |
1.1223 |
| S2 |
1.1199 |
1.1199 |
1.1273 |
|
| S3 |
1.1086 |
1.1133 |
1.1263 |
|
| S4 |
1.0972 |
1.1020 |
1.1232 |
|
|
| 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 |
1.1235 |
0.0156 |
1.4% |
0.0086 |
0.8% |
38% |
False |
False |
31,817 |
| 10 |
1.1395 |
1.1190 |
0.0205 |
1.8% |
0.0082 |
0.7% |
51% |
False |
False |
28,977 |
| 20 |
1.1661 |
1.1190 |
0.0471 |
4.2% |
0.0084 |
0.7% |
22% |
False |
False |
29,571 |
| 40 |
1.1813 |
1.1190 |
0.0623 |
5.5% |
0.0070 |
0.6% |
17% |
False |
False |
24,953 |
| 60 |
1.2036 |
1.1190 |
0.0846 |
7.5% |
0.0079 |
0.7% |
12% |
False |
False |
26,414 |
| 80 |
1.2075 |
1.1190 |
0.0885 |
7.8% |
0.0079 |
0.7% |
12% |
False |
False |
20,268 |
| 100 |
1.2075 |
1.1190 |
0.0885 |
7.8% |
0.0078 |
0.7% |
12% |
False |
False |
16,241 |
| 120 |
1.2075 |
1.1190 |
0.0885 |
7.8% |
0.0071 |
0.6% |
12% |
False |
False |
13,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1861 |
|
2.618 |
1.1676 |
|
1.618 |
1.1563 |
|
1.000 |
1.1493 |
|
0.618 |
1.1449 |
|
HIGH |
1.1379 |
|
0.618 |
1.1336 |
|
0.500 |
1.1322 |
|
0.382 |
1.1309 |
|
LOW |
1.1266 |
|
0.618 |
1.1195 |
|
1.000 |
1.1152 |
|
1.618 |
1.1082 |
|
2.618 |
1.0968 |
|
4.250 |
1.0783 |
|
|
| Fisher Pivots for day following 02-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1322 |
1.1328 |
| PP |
1.1313 |
1.1317 |
| S1 |
1.1303 |
1.1305 |
|