CME Swiss Franc Future December 2024
Trading Metrics calculated at close of trading on 13-Dec-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2024 |
13-Dec-2024 |
Change |
Change % |
Previous Week |
Open |
1.1316 |
1.1215 |
-0.0101 |
-0.9% |
1.1392 |
High |
1.1345 |
1.1218 |
-0.0127 |
-1.1% |
1.1427 |
Low |
1.1203 |
1.1179 |
-0.0024 |
-0.2% |
1.1179 |
Close |
1.1222 |
1.1203 |
-0.0019 |
-0.2% |
1.1203 |
Range |
0.0143 |
0.0040 |
-0.0103 |
-72.3% |
0.0248 |
ATR |
0.0084 |
0.0081 |
-0.0003 |
-3.5% |
0.0000 |
Volume |
60,887 |
8,420 |
-52,467 |
-86.2% |
228,362 |
|
Daily Pivots for day following 13-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1318 |
1.1300 |
1.1225 |
|
R3 |
1.1279 |
1.1261 |
1.1214 |
|
R2 |
1.1239 |
1.1239 |
1.1210 |
|
R1 |
1.1221 |
1.1221 |
1.1207 |
1.1211 |
PP |
1.1200 |
1.1200 |
1.1200 |
1.1195 |
S1 |
1.1182 |
1.1182 |
1.1199 |
1.1171 |
S2 |
1.1160 |
1.1160 |
1.1196 |
|
S3 |
1.1121 |
1.1142 |
1.1192 |
|
S4 |
1.1081 |
1.1103 |
1.1181 |
|
|
Weekly Pivots for week ending 13-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2013 |
1.1856 |
1.1339 |
|
R3 |
1.1765 |
1.1608 |
1.1271 |
|
R2 |
1.1517 |
1.1517 |
1.1248 |
|
R1 |
1.1360 |
1.1360 |
1.1226 |
1.1315 |
PP |
1.1269 |
1.1269 |
1.1269 |
1.1247 |
S1 |
1.1112 |
1.1112 |
1.1180 |
1.1067 |
S2 |
1.1021 |
1.1021 |
1.1158 |
|
S3 |
1.0773 |
1.0864 |
1.1135 |
|
S4 |
1.0525 |
1.0616 |
1.1067 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1427 |
1.1179 |
0.0248 |
2.2% |
0.0075 |
0.7% |
10% |
False |
True |
45,672 |
10 |
1.1481 |
1.1179 |
0.0303 |
2.7% |
0.0083 |
0.7% |
8% |
False |
True |
38,297 |
20 |
1.1481 |
1.1179 |
0.0303 |
2.7% |
0.0080 |
0.7% |
8% |
False |
True |
33,512 |
40 |
1.1661 |
1.1179 |
0.0483 |
4.3% |
0.0074 |
0.7% |
5% |
False |
True |
29,128 |
60 |
1.2005 |
1.1179 |
0.0826 |
7.4% |
0.0077 |
0.7% |
3% |
False |
True |
27,885 |
80 |
1.2075 |
1.1179 |
0.0897 |
8.0% |
0.0079 |
0.7% |
3% |
False |
True |
24,593 |
100 |
1.2075 |
1.1179 |
0.0897 |
8.0% |
0.0082 |
0.7% |
3% |
False |
True |
19,729 |
120 |
1.2075 |
1.1179 |
0.0897 |
8.0% |
0.0074 |
0.7% |
3% |
False |
True |
16,445 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1386 |
2.618 |
1.1321 |
1.618 |
1.1282 |
1.000 |
1.1258 |
0.618 |
1.1242 |
HIGH |
1.1218 |
0.618 |
1.1203 |
0.500 |
1.1198 |
0.382 |
1.1194 |
LOW |
1.1179 |
0.618 |
1.1154 |
1.000 |
1.1139 |
1.618 |
1.1115 |
2.618 |
1.1075 |
4.250 |
1.1011 |
|
|
Fisher Pivots for day following 13-Dec-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1201 |
1.1267 |
PP |
1.1200 |
1.1246 |
S1 |
1.1198 |
1.1224 |
|