CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 10-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2024 |
10-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1392 |
1.1394 |
0.0002 |
0.0% |
1.1379 |
| High |
1.1427 |
1.1409 |
-0.0018 |
-0.2% |
1.1481 |
| Low |
1.1368 |
1.1330 |
-0.0038 |
-0.3% |
1.1266 |
| Close |
1.1389 |
1.1335 |
-0.0055 |
-0.5% |
1.1388 |
| Range |
0.0059 |
0.0079 |
0.0020 |
33.9% |
0.0216 |
| ATR |
0.0081 |
0.0081 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
54,357 |
42,110 |
-12,247 |
-22.5% |
154,608 |
|
| Daily Pivots for day following 10-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1595 |
1.1544 |
1.1378 |
|
| R3 |
1.1516 |
1.1465 |
1.1356 |
|
| R2 |
1.1437 |
1.1437 |
1.1349 |
|
| R1 |
1.1386 |
1.1386 |
1.1342 |
1.1372 |
| PP |
1.1358 |
1.1358 |
1.1358 |
1.1351 |
| S1 |
1.1307 |
1.1307 |
1.1327 |
1.1293 |
| S2 |
1.1279 |
1.1279 |
1.1320 |
|
| S3 |
1.1200 |
1.1228 |
1.1313 |
|
| S4 |
1.1121 |
1.1149 |
1.1291 |
|
|
| 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 |
1.1277 |
0.0205 |
1.8% |
0.0081 |
0.7% |
28% |
False |
False |
37,855 |
| 10 |
1.1481 |
1.1266 |
0.0216 |
1.9% |
0.0082 |
0.7% |
32% |
False |
False |
34,488 |
| 20 |
1.1481 |
1.1190 |
0.0291 |
2.6% |
0.0078 |
0.7% |
50% |
False |
False |
31,227 |
| 40 |
1.1698 |
1.1190 |
0.0508 |
4.5% |
0.0071 |
0.6% |
28% |
False |
False |
27,208 |
| 60 |
1.2036 |
1.1190 |
0.0846 |
7.5% |
0.0078 |
0.7% |
17% |
False |
False |
27,019 |
| 80 |
1.2075 |
1.1190 |
0.0885 |
7.8% |
0.0079 |
0.7% |
16% |
False |
False |
22,982 |
| 100 |
1.2075 |
1.1190 |
0.0885 |
7.8% |
0.0081 |
0.7% |
16% |
False |
False |
18,412 |
| 120 |
1.2075 |
1.1190 |
0.0885 |
7.8% |
0.0072 |
0.6% |
16% |
False |
False |
15,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1744 |
|
2.618 |
1.1615 |
|
1.618 |
1.1536 |
|
1.000 |
1.1488 |
|
0.618 |
1.1457 |
|
HIGH |
1.1409 |
|
0.618 |
1.1378 |
|
0.500 |
1.1369 |
|
0.382 |
1.1360 |
|
LOW |
1.1330 |
|
0.618 |
1.1281 |
|
1.000 |
1.1251 |
|
1.618 |
1.1202 |
|
2.618 |
1.1123 |
|
4.250 |
1.0994 |
|
|
| Fisher Pivots for day following 10-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1369 |
1.1405 |
| PP |
1.1358 |
1.1382 |
| S1 |
1.1346 |
1.1358 |
|