CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 06-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2024 |
06-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1825 |
1.1858 |
0.0033 |
0.3% |
1.1779 |
| High |
1.1870 |
1.1953 |
0.0083 |
0.7% |
1.1953 |
| Low |
1.1790 |
1.1809 |
0.0019 |
0.2% |
1.1731 |
| Close |
1.1847 |
1.1877 |
0.0031 |
0.3% |
1.1877 |
| Range |
0.0080 |
0.0144 |
0.0064 |
80.5% |
0.0222 |
| ATR |
0.0089 |
0.0093 |
0.0004 |
4.4% |
0.0000 |
| Volume |
31,412 |
43,722 |
12,310 |
39.2% |
146,423 |
|
| Daily Pivots for day following 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2310 |
1.2237 |
1.1956 |
|
| R3 |
1.2167 |
1.2094 |
1.1916 |
|
| R2 |
1.2023 |
1.2023 |
1.1903 |
|
| R1 |
1.1950 |
1.1950 |
1.1890 |
1.1987 |
| PP |
1.1880 |
1.1880 |
1.1880 |
1.1898 |
| S1 |
1.1807 |
1.1807 |
1.1864 |
1.1843 |
| S2 |
1.1736 |
1.1736 |
1.1851 |
|
| S3 |
1.1593 |
1.1663 |
1.1838 |
|
| S4 |
1.1449 |
1.1520 |
1.1798 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2518 |
1.2419 |
1.1999 |
|
| R3 |
1.2297 |
1.2198 |
1.1938 |
|
| R2 |
1.2075 |
1.2075 |
1.1918 |
|
| R1 |
1.1976 |
1.1976 |
1.1897 |
1.2026 |
| PP |
1.1854 |
1.1854 |
1.1854 |
1.1878 |
| S1 |
1.1755 |
1.1755 |
1.1857 |
1.1804 |
| S2 |
1.1632 |
1.1632 |
1.1836 |
|
| S3 |
1.1411 |
1.1533 |
1.1816 |
|
| S4 |
1.1189 |
1.1312 |
1.1755 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1953 |
1.1731 |
0.0222 |
1.9% |
0.0089 |
0.7% |
66% |
True |
False |
34,645 |
| 10 |
1.1953 |
1.1731 |
0.0222 |
1.9% |
0.0088 |
0.7% |
66% |
True |
False |
30,004 |
| 20 |
1.1953 |
1.1472 |
0.0481 |
4.0% |
0.0087 |
0.7% |
84% |
True |
False |
28,554 |
| 40 |
1.1953 |
1.1220 |
0.0733 |
6.2% |
0.0092 |
0.8% |
90% |
True |
False |
35,356 |
| 60 |
1.1953 |
1.1144 |
0.0809 |
6.8% |
0.0083 |
0.7% |
91% |
True |
False |
35,517 |
| 80 |
1.1953 |
1.1061 |
0.0892 |
7.5% |
0.0078 |
0.7% |
92% |
True |
False |
27,390 |
| 100 |
1.1953 |
1.1020 |
0.0933 |
7.9% |
0.0072 |
0.6% |
92% |
True |
False |
21,917 |
| 120 |
1.1953 |
1.1020 |
0.0933 |
7.9% |
0.0068 |
0.6% |
92% |
True |
False |
18,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2562 |
|
2.618 |
1.2328 |
|
1.618 |
1.2185 |
|
1.000 |
1.2096 |
|
0.618 |
1.2041 |
|
HIGH |
1.1953 |
|
0.618 |
1.1898 |
|
0.500 |
1.1881 |
|
0.382 |
1.1864 |
|
LOW |
1.1809 |
|
0.618 |
1.1720 |
|
1.000 |
1.1666 |
|
1.618 |
1.1577 |
|
2.618 |
1.1433 |
|
4.250 |
1.1199 |
|
|
| Fisher Pivots for day following 06-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1881 |
1.1869 |
| PP |
1.1880 |
1.1862 |
| S1 |
1.1878 |
1.1854 |
|