CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 09-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2024 |
09-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1393 |
1.1392 |
-0.0002 |
0.0% |
1.1379 |
| High |
1.1481 |
1.1427 |
-0.0055 |
-0.5% |
1.1481 |
| Low |
1.1378 |
1.1368 |
-0.0010 |
-0.1% |
1.1266 |
| Close |
1.1388 |
1.1389 |
0.0002 |
0.0% |
1.1388 |
| Range |
0.0104 |
0.0059 |
-0.0045 |
-43.0% |
0.0216 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
32,222 |
54,357 |
22,135 |
68.7% |
154,608 |
|
| Daily Pivots for day following 09-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1571 |
1.1539 |
1.1421 |
|
| R3 |
1.1512 |
1.1480 |
1.1405 |
|
| R2 |
1.1453 |
1.1453 |
1.1400 |
|
| R1 |
1.1421 |
1.1421 |
1.1394 |
1.1408 |
| PP |
1.1394 |
1.1394 |
1.1394 |
1.1388 |
| S1 |
1.1362 |
1.1362 |
1.1384 |
1.1349 |
| S2 |
1.1335 |
1.1335 |
1.1378 |
|
| S3 |
1.1276 |
1.1303 |
1.1373 |
|
| S4 |
1.1217 |
1.1244 |
1.1357 |
|
|
| 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 |
1.1267 |
0.0215 |
1.9% |
0.0080 |
0.7% |
57% |
False |
False |
35,052 |
| 10 |
1.1481 |
1.1235 |
0.0246 |
2.2% |
0.0083 |
0.7% |
63% |
False |
False |
33,434 |
| 20 |
1.1481 |
1.1190 |
0.0291 |
2.6% |
0.0078 |
0.7% |
68% |
False |
False |
30,149 |
| 40 |
1.1747 |
1.1190 |
0.0557 |
4.9% |
0.0072 |
0.6% |
36% |
False |
False |
26,614 |
| 60 |
1.2036 |
1.1190 |
0.0846 |
7.4% |
0.0078 |
0.7% |
24% |
False |
False |
26,619 |
| 80 |
1.2075 |
1.1190 |
0.0885 |
7.8% |
0.0080 |
0.7% |
22% |
False |
False |
22,456 |
| 100 |
1.2075 |
1.1190 |
0.0885 |
7.8% |
0.0081 |
0.7% |
22% |
False |
False |
17,991 |
| 120 |
1.2075 |
1.1190 |
0.0885 |
7.8% |
0.0072 |
0.6% |
22% |
False |
False |
14,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1677 |
|
2.618 |
1.1581 |
|
1.618 |
1.1522 |
|
1.000 |
1.1486 |
|
0.618 |
1.1463 |
|
HIGH |
1.1427 |
|
0.618 |
1.1404 |
|
0.500 |
1.1397 |
|
0.382 |
1.1390 |
|
LOW |
1.1368 |
|
0.618 |
1.1331 |
|
1.000 |
1.1309 |
|
1.618 |
1.1272 |
|
2.618 |
1.1213 |
|
4.250 |
1.1117 |
|
|
| Fisher Pivots for day following 09-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1397 |
1.1394 |
| PP |
1.1394 |
1.1392 |
| S1 |
1.1392 |
1.1391 |
|