CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 06-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2024 |
06-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1320 |
1.1393 |
0.0073 |
0.6% |
1.1379 |
| High |
1.1402 |
1.1481 |
0.0079 |
0.7% |
1.1481 |
| Low |
1.1307 |
1.1378 |
0.0071 |
0.6% |
1.1266 |
| Close |
1.1401 |
1.1388 |
-0.0014 |
-0.1% |
1.1388 |
| Range |
0.0096 |
0.0104 |
0.0008 |
8.4% |
0.0216 |
| ATR |
0.0081 |
0.0083 |
0.0002 |
1.9% |
0.0000 |
| Volume |
28,944 |
32,222 |
3,278 |
11.3% |
154,608 |
|
| Daily Pivots for day following 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1726 |
1.1660 |
1.1444 |
|
| R3 |
1.1622 |
1.1557 |
1.1416 |
|
| R2 |
1.1519 |
1.1519 |
1.1406 |
|
| R1 |
1.1453 |
1.1453 |
1.1397 |
1.1434 |
| PP |
1.1415 |
1.1415 |
1.1415 |
1.1406 |
| S1 |
1.1350 |
1.1350 |
1.1378 |
1.1331 |
| S2 |
1.1312 |
1.1312 |
1.1369 |
|
| S3 |
1.1208 |
1.1246 |
1.1359 |
|
| S4 |
1.1105 |
1.1143 |
1.1331 |
|
|
| Weekly Pivots for week ending 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2025 |
1.1922 |
1.1506 |
|
| R3 |
1.1809 |
1.1706 |
1.1447 |
|
| R2 |
1.1594 |
1.1594 |
1.1427 |
|
| R1 |
1.1491 |
1.1491 |
1.1407 |
1.1542 |
| PP |
1.1378 |
1.1378 |
1.1378 |
1.1404 |
| S1 |
1.1275 |
1.1275 |
1.1368 |
1.1327 |
| S2 |
1.1163 |
1.1163 |
1.1348 |
|
| S3 |
1.0947 |
1.1060 |
1.1328 |
|
| S4 |
1.0732 |
1.0844 |
1.1269 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1481 |
1.1266 |
0.0216 |
1.9% |
0.0091 |
0.8% |
57% |
True |
False |
30,921 |
| 10 |
1.1481 |
1.1190 |
0.0291 |
2.6% |
0.0090 |
0.8% |
68% |
True |
False |
32,348 |
| 20 |
1.1538 |
1.1190 |
0.0348 |
3.1% |
0.0079 |
0.7% |
57% |
False |
False |
28,537 |
| 40 |
1.1767 |
1.1190 |
0.0577 |
5.1% |
0.0071 |
0.6% |
34% |
False |
False |
25,572 |
| 60 |
1.2036 |
1.1190 |
0.0846 |
7.4% |
0.0079 |
0.7% |
23% |
False |
False |
26,284 |
| 80 |
1.2075 |
1.1190 |
0.0885 |
7.8% |
0.0080 |
0.7% |
22% |
False |
False |
21,778 |
| 100 |
1.2075 |
1.1190 |
0.0885 |
7.8% |
0.0080 |
0.7% |
22% |
False |
False |
17,447 |
| 120 |
1.2075 |
1.1190 |
0.0885 |
7.8% |
0.0072 |
0.6% |
22% |
False |
False |
14,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1921 |
|
2.618 |
1.1752 |
|
1.618 |
1.1648 |
|
1.000 |
1.1585 |
|
0.618 |
1.1545 |
|
HIGH |
1.1481 |
|
0.618 |
1.1441 |
|
0.500 |
1.1429 |
|
0.382 |
1.1417 |
|
LOW |
1.1378 |
|
0.618 |
1.1314 |
|
1.000 |
1.1274 |
|
1.618 |
1.1210 |
|
2.618 |
1.1107 |
|
4.250 |
1.0938 |
|
|
| Fisher Pivots for day following 06-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1429 |
1.1385 |
| PP |
1.1415 |
1.1382 |
| S1 |
1.1401 |
1.1379 |
|