CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 12-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2024 |
12-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1337 |
1.1316 |
-0.0022 |
-0.2% |
1.1379 |
| High |
1.1356 |
1.1345 |
-0.0011 |
-0.1% |
1.1481 |
| Low |
1.1300 |
1.1203 |
-0.0098 |
-0.9% |
1.1266 |
| Close |
1.1308 |
1.1222 |
-0.0087 |
-0.8% |
1.1388 |
| Range |
0.0056 |
0.0143 |
0.0087 |
156.8% |
0.0216 |
| ATR |
0.0079 |
0.0084 |
0.0005 |
5.7% |
0.0000 |
| Volume |
62,588 |
60,887 |
-1,701 |
-2.7% |
154,608 |
|
| Daily Pivots for day following 12-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1684 |
1.1595 |
1.1300 |
|
| R3 |
1.1541 |
1.1453 |
1.1261 |
|
| R2 |
1.1399 |
1.1399 |
1.1248 |
|
| R1 |
1.1310 |
1.1310 |
1.1235 |
1.1283 |
| PP |
1.1256 |
1.1256 |
1.1256 |
1.1243 |
| S1 |
1.1168 |
1.1168 |
1.1208 |
1.1141 |
| S2 |
1.1114 |
1.1114 |
1.1195 |
|
| S3 |
1.0971 |
1.1025 |
1.1182 |
|
| S4 |
1.0829 |
1.0883 |
1.1143 |
|
|
| 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 |
1.1203 |
0.0279 |
2.5% |
0.0088 |
0.8% |
7% |
False |
True |
50,432 |
| 10 |
1.1481 |
1.1203 |
0.0279 |
2.5% |
0.0086 |
0.8% |
7% |
False |
True |
41,145 |
| 20 |
1.1481 |
1.1190 |
0.0291 |
2.6% |
0.0082 |
0.7% |
11% |
False |
False |
34,650 |
| 40 |
1.1661 |
1.1190 |
0.0471 |
4.2% |
0.0074 |
0.7% |
7% |
False |
False |
29,464 |
| 60 |
1.2005 |
1.1190 |
0.0815 |
7.3% |
0.0078 |
0.7% |
4% |
False |
False |
28,253 |
| 80 |
1.2075 |
1.1190 |
0.0885 |
7.9% |
0.0079 |
0.7% |
4% |
False |
False |
24,505 |
| 100 |
1.2075 |
1.1190 |
0.0885 |
7.9% |
0.0083 |
0.7% |
4% |
False |
False |
19,646 |
| 120 |
1.2075 |
1.1190 |
0.0885 |
7.9% |
0.0073 |
0.7% |
4% |
False |
False |
16,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1951 |
|
2.618 |
1.1718 |
|
1.618 |
1.1576 |
|
1.000 |
1.1488 |
|
0.618 |
1.1433 |
|
HIGH |
1.1345 |
|
0.618 |
1.1291 |
|
0.500 |
1.1274 |
|
0.382 |
1.1257 |
|
LOW |
1.1203 |
|
0.618 |
1.1114 |
|
1.000 |
1.1060 |
|
1.618 |
1.0972 |
|
2.618 |
1.0829 |
|
4.250 |
1.0597 |
|
|
| Fisher Pivots for day following 12-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1274 |
1.1306 |
| PP |
1.1256 |
1.1278 |
| S1 |
1.1239 |
1.1250 |
|