CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 04-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2024 |
04-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1297 |
1.1297 |
0.0000 |
0.0% |
1.1235 |
| High |
1.1342 |
1.1344 |
0.0003 |
0.0% |
1.1391 |
| Low |
1.1267 |
1.1277 |
0.0010 |
0.1% |
1.1235 |
| Close |
1.1299 |
1.1326 |
0.0027 |
0.2% |
1.1369 |
| Range |
0.0075 |
0.0068 |
-0.0008 |
-10.0% |
0.0156 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
28,097 |
31,644 |
3,547 |
12.6% |
125,384 |
|
| Daily Pivots for day following 04-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1518 |
1.1490 |
1.1363 |
|
| R3 |
1.1451 |
1.1422 |
1.1345 |
|
| R2 |
1.1383 |
1.1383 |
1.1338 |
|
| R1 |
1.1355 |
1.1355 |
1.1332 |
1.1369 |
| PP |
1.1316 |
1.1316 |
1.1316 |
1.1323 |
| S1 |
1.1287 |
1.1287 |
1.1320 |
1.1301 |
| S2 |
1.1248 |
1.1248 |
1.1314 |
|
| S3 |
1.1181 |
1.1220 |
1.1307 |
|
| S4 |
1.1113 |
1.1152 |
1.1289 |
|
|
| 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% |
0.0083 |
0.7% |
48% |
False |
False |
31,992 |
| 10 |
1.1391 |
1.1190 |
0.0201 |
1.8% |
0.0082 |
0.7% |
68% |
False |
False |
30,389 |
| 20 |
1.1651 |
1.1190 |
0.0461 |
4.1% |
0.0084 |
0.7% |
30% |
False |
False |
29,904 |
| 40 |
1.1768 |
1.1190 |
0.0578 |
5.1% |
0.0070 |
0.6% |
24% |
False |
False |
25,185 |
| 60 |
1.2036 |
1.1190 |
0.0846 |
7.5% |
0.0079 |
0.7% |
16% |
False |
False |
26,862 |
| 80 |
1.2075 |
1.1190 |
0.0885 |
7.8% |
0.0079 |
0.7% |
15% |
False |
False |
21,014 |
| 100 |
1.2075 |
1.1190 |
0.0885 |
7.8% |
0.0079 |
0.7% |
15% |
False |
False |
16,838 |
| 120 |
1.2075 |
1.1190 |
0.0885 |
7.8% |
0.0071 |
0.6% |
15% |
False |
False |
14,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1631 |
|
2.618 |
1.1521 |
|
1.618 |
1.1453 |
|
1.000 |
1.1412 |
|
0.618 |
1.1386 |
|
HIGH |
1.1344 |
|
0.618 |
1.1318 |
|
0.500 |
1.1310 |
|
0.382 |
1.1302 |
|
LOW |
1.1277 |
|
0.618 |
1.1235 |
|
1.000 |
1.1209 |
|
1.618 |
1.1167 |
|
2.618 |
1.1100 |
|
4.250 |
1.0990 |
|
|
| Fisher Pivots for day following 04-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1321 |
1.1325 |
| PP |
1.1316 |
1.1324 |
| S1 |
1.1310 |
1.1322 |
|