CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 05-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2024 |
05-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1297 |
1.1320 |
0.0023 |
0.2% |
1.1235 |
| High |
1.1344 |
1.1402 |
0.0058 |
0.5% |
1.1391 |
| Low |
1.1277 |
1.1307 |
0.0030 |
0.3% |
1.1235 |
| Close |
1.1326 |
1.1401 |
0.0075 |
0.7% |
1.1369 |
| Range |
0.0068 |
0.0096 |
0.0028 |
41.5% |
0.0156 |
| ATR |
0.0080 |
0.0081 |
0.0001 |
1.4% |
0.0000 |
| Volume |
31,644 |
28,944 |
-2,700 |
-8.5% |
125,384 |
|
| Daily Pivots for day following 05-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1656 |
1.1624 |
1.1454 |
|
| R3 |
1.1561 |
1.1529 |
1.1427 |
|
| R2 |
1.1465 |
1.1465 |
1.1419 |
|
| R1 |
1.1433 |
1.1433 |
1.1410 |
1.1449 |
| PP |
1.1370 |
1.1370 |
1.1370 |
1.1378 |
| S1 |
1.1338 |
1.1338 |
1.1392 |
1.1354 |
| S2 |
1.1274 |
1.1274 |
1.1383 |
|
| S3 |
1.1179 |
1.1242 |
1.1375 |
|
| S4 |
1.1083 |
1.1147 |
1.1348 |
|
|
| 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 |
1.1402 |
1.1266 |
0.0137 |
1.2% |
0.0084 |
0.7% |
99% |
True |
False |
31,859 |
| 10 |
1.1402 |
1.1190 |
0.0212 |
1.9% |
0.0086 |
0.8% |
100% |
True |
False |
31,466 |
| 20 |
1.1538 |
1.1190 |
0.0348 |
3.0% |
0.0078 |
0.7% |
61% |
False |
False |
28,569 |
| 40 |
1.1768 |
1.1190 |
0.0578 |
5.1% |
0.0071 |
0.6% |
37% |
False |
False |
25,474 |
| 60 |
1.2036 |
1.1190 |
0.0846 |
7.4% |
0.0078 |
0.7% |
25% |
False |
False |
26,295 |
| 80 |
1.2075 |
1.1190 |
0.0885 |
7.8% |
0.0080 |
0.7% |
24% |
False |
False |
21,375 |
| 100 |
1.2075 |
1.1190 |
0.0885 |
7.8% |
0.0080 |
0.7% |
24% |
False |
False |
17,127 |
| 120 |
1.2075 |
1.1190 |
0.0885 |
7.8% |
0.0072 |
0.6% |
24% |
False |
False |
14,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1808 |
|
2.618 |
1.1652 |
|
1.618 |
1.1557 |
|
1.000 |
1.1498 |
|
0.618 |
1.1461 |
|
HIGH |
1.1402 |
|
0.618 |
1.1366 |
|
0.500 |
1.1354 |
|
0.382 |
1.1343 |
|
LOW |
1.1307 |
|
0.618 |
1.1247 |
|
1.000 |
1.1211 |
|
1.618 |
1.1152 |
|
2.618 |
1.1056 |
|
4.250 |
1.0901 |
|
|
| Fisher Pivots for day following 05-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1385 |
1.1379 |
| PP |
1.1370 |
1.1357 |
| S1 |
1.1354 |
1.1334 |
|