CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 16-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2024 |
16-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1215 |
1.1195 |
-0.0021 |
-0.2% |
1.1392 |
| High |
1.1218 |
1.1237 |
0.0019 |
0.2% |
1.1427 |
| Low |
1.1179 |
1.1176 |
-0.0003 |
0.0% |
1.1179 |
| Close |
1.1203 |
1.1181 |
-0.0023 |
-0.2% |
1.1203 |
| Range |
0.0040 |
0.0061 |
0.0021 |
53.2% |
0.0248 |
| ATR |
0.0081 |
0.0079 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
8,420 |
146 |
-8,274 |
-98.3% |
228,362 |
|
| Daily Pivots for day following 16-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1379 |
1.1340 |
1.1214 |
|
| R3 |
1.1319 |
1.1280 |
1.1197 |
|
| R2 |
1.1258 |
1.1258 |
1.1192 |
|
| R1 |
1.1219 |
1.1219 |
1.1186 |
1.1209 |
| PP |
1.1198 |
1.1198 |
1.1198 |
1.1192 |
| S1 |
1.1159 |
1.1159 |
1.1175 |
1.1148 |
| S2 |
1.1137 |
1.1137 |
1.1169 |
|
| S3 |
1.1077 |
1.1098 |
1.1164 |
|
| S4 |
1.1016 |
1.1038 |
1.1147 |
|
|
| 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 |
1.1409 |
1.1176 |
0.0233 |
2.1% |
0.0075 |
0.7% |
2% |
False |
True |
34,830 |
| 10 |
1.1481 |
1.1176 |
0.0305 |
2.7% |
0.0078 |
0.7% |
1% |
False |
True |
34,941 |
| 20 |
1.1481 |
1.1176 |
0.0305 |
2.7% |
0.0080 |
0.7% |
1% |
False |
True |
31,959 |
| 40 |
1.1661 |
1.1176 |
0.0485 |
4.3% |
0.0074 |
0.7% |
1% |
False |
True |
28,789 |
| 60 |
1.2005 |
1.1176 |
0.0829 |
7.4% |
0.0077 |
0.7% |
1% |
False |
True |
27,474 |
| 80 |
1.2075 |
1.1176 |
0.0899 |
8.0% |
0.0079 |
0.7% |
1% |
False |
True |
24,594 |
| 100 |
1.2075 |
1.1176 |
0.0899 |
8.0% |
0.0082 |
0.7% |
1% |
False |
True |
19,724 |
| 120 |
1.2075 |
1.1176 |
0.0899 |
8.0% |
0.0074 |
0.7% |
1% |
False |
True |
16,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1494 |
|
2.618 |
1.1395 |
|
1.618 |
1.1334 |
|
1.000 |
1.1297 |
|
0.618 |
1.1274 |
|
HIGH |
1.1237 |
|
0.618 |
1.1213 |
|
0.500 |
1.1206 |
|
0.382 |
1.1199 |
|
LOW |
1.1176 |
|
0.618 |
1.1139 |
|
1.000 |
1.1116 |
|
1.618 |
1.1078 |
|
2.618 |
1.1018 |
|
4.250 |
1.0919 |
|
|
| Fisher Pivots for day following 16-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1206 |
1.1261 |
| PP |
1.1198 |
1.1234 |
| S1 |
1.1189 |
1.1207 |
|