CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 21-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2024 |
21-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1617 |
1.1636 |
0.0019 |
0.2% |
1.1747 |
| High |
1.1638 |
1.1654 |
0.0016 |
0.1% |
1.1747 |
| Low |
1.1607 |
1.1613 |
0.0006 |
0.1% |
1.1607 |
| Close |
1.1628 |
1.1615 |
-0.0013 |
-0.1% |
1.1628 |
| Range |
0.0031 |
0.0041 |
0.0010 |
32.3% |
0.0140 |
| ATR |
0.0077 |
0.0075 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
13,703 |
14,578 |
875 |
6.4% |
87,156 |
|
| Daily Pivots for day following 21-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1750 |
1.1724 |
1.1638 |
|
| R3 |
1.1709 |
1.1683 |
1.1626 |
|
| R2 |
1.1668 |
1.1668 |
1.1623 |
|
| R1 |
1.1642 |
1.1642 |
1.1619 |
1.1635 |
| PP |
1.1627 |
1.1627 |
1.1627 |
1.1624 |
| S1 |
1.1601 |
1.1601 |
1.1611 |
1.1594 |
| S2 |
1.1586 |
1.1586 |
1.1607 |
|
| S3 |
1.1545 |
1.1560 |
1.1604 |
|
| S4 |
1.1504 |
1.1519 |
1.1592 |
|
|
| Weekly Pivots for week ending 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2079 |
1.1993 |
1.1705 |
|
| R3 |
1.1940 |
1.1854 |
1.1666 |
|
| R2 |
1.1800 |
1.1800 |
1.1654 |
|
| R1 |
1.1714 |
1.1714 |
1.1641 |
1.1687 |
| PP |
1.1661 |
1.1661 |
1.1661 |
1.1647 |
| S1 |
1.1575 |
1.1575 |
1.1615 |
1.1548 |
| S2 |
1.1521 |
1.1521 |
1.1602 |
|
| S3 |
1.1382 |
1.1435 |
1.1590 |
|
| S4 |
1.1242 |
1.1296 |
1.1551 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1698 |
1.1607 |
0.0091 |
0.8% |
0.0045 |
0.4% |
9% |
False |
False |
16,676 |
| 10 |
1.1813 |
1.1607 |
0.0206 |
1.8% |
0.0058 |
0.5% |
4% |
False |
False |
18,153 |
| 20 |
1.2005 |
1.1607 |
0.0398 |
3.4% |
0.0079 |
0.7% |
2% |
False |
False |
24,408 |
| 40 |
1.2075 |
1.1607 |
0.0468 |
4.0% |
0.0083 |
0.7% |
2% |
False |
False |
20,738 |
| 60 |
1.2075 |
1.1451 |
0.0624 |
5.4% |
0.0087 |
0.7% |
26% |
False |
False |
13,924 |
| 80 |
1.2075 |
1.1279 |
0.0797 |
6.9% |
0.0075 |
0.6% |
42% |
False |
False |
10,458 |
| 100 |
1.2075 |
1.1277 |
0.0799 |
6.9% |
0.0066 |
0.6% |
42% |
False |
False |
8,372 |
| 120 |
1.2075 |
1.1140 |
0.0935 |
8.0% |
0.0057 |
0.5% |
51% |
False |
False |
6,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1828 |
|
2.618 |
1.1761 |
|
1.618 |
1.1720 |
|
1.000 |
1.1695 |
|
0.618 |
1.1679 |
|
HIGH |
1.1654 |
|
0.618 |
1.1638 |
|
0.500 |
1.1634 |
|
0.382 |
1.1629 |
|
LOW |
1.1613 |
|
0.618 |
1.1588 |
|
1.000 |
1.1572 |
|
1.618 |
1.1547 |
|
2.618 |
1.1506 |
|
4.250 |
1.1439 |
|
|
| Fisher Pivots for day following 21-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1634 |
1.1634 |
| PP |
1.1627 |
1.1628 |
| S1 |
1.1621 |
1.1621 |
|