CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 11-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2024 |
11-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1394 |
1.1337 |
-0.0057 |
-0.5% |
1.1379 |
| High |
1.1409 |
1.1356 |
-0.0053 |
-0.5% |
1.1481 |
| Low |
1.1330 |
1.1300 |
-0.0030 |
-0.3% |
1.1266 |
| Close |
1.1335 |
1.1308 |
-0.0027 |
-0.2% |
1.1388 |
| Range |
0.0079 |
0.0056 |
-0.0024 |
-29.7% |
0.0216 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
42,110 |
62,588 |
20,478 |
48.6% |
154,608 |
|
| Daily Pivots for day following 11-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1488 |
1.1453 |
1.1339 |
|
| R3 |
1.1432 |
1.1398 |
1.1323 |
|
| R2 |
1.1377 |
1.1377 |
1.1318 |
|
| R1 |
1.1342 |
1.1342 |
1.1313 |
1.1332 |
| PP |
1.1321 |
1.1321 |
1.1321 |
1.1316 |
| S1 |
1.1287 |
1.1287 |
1.1303 |
1.1276 |
| S2 |
1.1266 |
1.1266 |
1.1298 |
|
| S3 |
1.1210 |
1.1231 |
1.1293 |
|
| S4 |
1.1155 |
1.1176 |
1.1277 |
|
|
| 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 |
1.1300 |
0.0181 |
1.6% |
0.0079 |
0.7% |
4% |
False |
True |
44,044 |
| 10 |
1.1481 |
1.1266 |
0.0216 |
1.9% |
0.0081 |
0.7% |
20% |
False |
False |
38,018 |
| 20 |
1.1481 |
1.1190 |
0.0291 |
2.6% |
0.0079 |
0.7% |
41% |
False |
False |
33,096 |
| 40 |
1.1687 |
1.1190 |
0.0497 |
4.4% |
0.0072 |
0.6% |
24% |
False |
False |
28,307 |
| 60 |
1.2036 |
1.1190 |
0.0846 |
7.5% |
0.0078 |
0.7% |
14% |
False |
False |
27,696 |
| 80 |
1.2075 |
1.1190 |
0.0885 |
7.8% |
0.0079 |
0.7% |
13% |
False |
False |
23,758 |
| 100 |
1.2075 |
1.1190 |
0.0885 |
7.8% |
0.0082 |
0.7% |
13% |
False |
False |
19,038 |
| 120 |
1.2075 |
1.1190 |
0.0885 |
7.8% |
0.0072 |
0.6% |
13% |
False |
False |
15,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1591 |
|
2.618 |
1.1501 |
|
1.618 |
1.1445 |
|
1.000 |
1.1411 |
|
0.618 |
1.1390 |
|
HIGH |
1.1356 |
|
0.618 |
1.1334 |
|
0.500 |
1.1328 |
|
0.382 |
1.1321 |
|
LOW |
1.1300 |
|
0.618 |
1.1266 |
|
1.000 |
1.1245 |
|
1.618 |
1.1210 |
|
2.618 |
1.1155 |
|
4.250 |
1.1064 |
|
|
| Fisher Pivots for day following 11-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1328 |
1.1363 |
| PP |
1.1321 |
1.1345 |
| S1 |
1.1315 |
1.1326 |
|