CME Swiss Franc Future December 2024
Trading Metrics calculated at close of trading on 03-Dec-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2024 |
03-Dec-2024 |
Change |
Change % |
Previous Week |
Open |
1.1379 |
1.1297 |
-0.0082 |
-0.7% |
1.1235 |
High |
1.1379 |
1.1342 |
-0.0038 |
-0.3% |
1.1391 |
Low |
1.1266 |
1.1267 |
0.0001 |
0.0% |
1.1235 |
Close |
1.1294 |
1.1299 |
0.0005 |
0.0% |
1.1369 |
Range |
0.0114 |
0.0075 |
-0.0039 |
-33.9% |
0.0156 |
ATR |
0.0082 |
0.0081 |
0.0000 |
-0.6% |
0.0000 |
Volume |
33,701 |
28,097 |
-5,604 |
-16.6% |
125,384 |
|
Daily Pivots for day following 03-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1527 |
1.1488 |
1.1340 |
|
R3 |
1.1452 |
1.1413 |
1.1320 |
|
R2 |
1.1377 |
1.1377 |
1.1313 |
|
R1 |
1.1338 |
1.1338 |
1.1306 |
1.1358 |
PP |
1.1302 |
1.1302 |
1.1302 |
1.1312 |
S1 |
1.1263 |
1.1263 |
1.1292 |
1.1283 |
S2 |
1.1227 |
1.1227 |
1.1285 |
|
S3 |
1.1152 |
1.1188 |
1.1278 |
|
S4 |
1.1077 |
1.1113 |
1.1258 |
|
|
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 |
1.1266 |
0.0125 |
1.1% |
0.0082 |
0.7% |
27% |
False |
False |
31,120 |
10 |
1.1395 |
1.1190 |
0.0205 |
1.8% |
0.0081 |
0.7% |
53% |
False |
False |
30,062 |
20 |
1.1659 |
1.1190 |
0.0469 |
4.1% |
0.0083 |
0.7% |
23% |
False |
False |
29,340 |
40 |
1.1813 |
1.1190 |
0.0623 |
5.5% |
0.0070 |
0.6% |
17% |
False |
False |
24,930 |
60 |
1.2036 |
1.1190 |
0.0846 |
7.5% |
0.0079 |
0.7% |
13% |
False |
False |
26,746 |
80 |
1.2075 |
1.1190 |
0.0885 |
7.8% |
0.0079 |
0.7% |
12% |
False |
False |
20,619 |
100 |
1.2075 |
1.1190 |
0.0885 |
7.8% |
0.0079 |
0.7% |
12% |
False |
False |
16,522 |
120 |
1.2075 |
1.1190 |
0.0885 |
7.8% |
0.0071 |
0.6% |
12% |
False |
False |
13,770 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1660 |
2.618 |
1.1538 |
1.618 |
1.1463 |
1.000 |
1.1417 |
0.618 |
1.1388 |
HIGH |
1.1342 |
0.618 |
1.1313 |
0.500 |
1.1304 |
0.382 |
1.1295 |
LOW |
1.1267 |
0.618 |
1.1220 |
1.000 |
1.1192 |
1.618 |
1.1145 |
2.618 |
1.1070 |
4.250 |
1.0948 |
|
|
Fisher Pivots for day following 03-Dec-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1304 |
1.1327 |
PP |
1.1302 |
1.1318 |
S1 |
1.1301 |
1.1308 |
|