CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 09-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2024 |
09-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1858 |
1.1875 |
0.0018 |
0.1% |
1.1779 |
| High |
1.1953 |
1.1876 |
-0.0077 |
-0.6% |
1.1953 |
| Low |
1.1809 |
1.1783 |
-0.0027 |
-0.2% |
1.1731 |
| Close |
1.1877 |
1.1799 |
-0.0079 |
-0.7% |
1.1877 |
| Range |
0.0144 |
0.0094 |
-0.0050 |
-34.8% |
0.0222 |
| ATR |
0.0093 |
0.0093 |
0.0000 |
0.1% |
0.0000 |
| Volume |
43,722 |
26,332 |
-17,390 |
-39.8% |
146,423 |
|
| Daily Pivots for day following 09-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2100 |
1.2043 |
1.1850 |
|
| R3 |
1.2006 |
1.1949 |
1.1824 |
|
| R2 |
1.1913 |
1.1913 |
1.1816 |
|
| R1 |
1.1856 |
1.1856 |
1.1807 |
1.1837 |
| PP |
1.1819 |
1.1819 |
1.1819 |
1.1810 |
| S1 |
1.1762 |
1.1762 |
1.1790 |
1.1744 |
| S2 |
1.1726 |
1.1726 |
1.1781 |
|
| S3 |
1.1632 |
1.1669 |
1.1773 |
|
| S4 |
1.1539 |
1.1575 |
1.1747 |
|
|
| 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% |
0.0095 |
0.8% |
30% |
False |
False |
34,551 |
| 10 |
1.1953 |
1.1731 |
0.0222 |
1.9% |
0.0088 |
0.7% |
30% |
False |
False |
29,612 |
| 20 |
1.1953 |
1.1472 |
0.0481 |
4.1% |
0.0089 |
0.8% |
68% |
False |
False |
28,658 |
| 40 |
1.1953 |
1.1220 |
0.0733 |
6.2% |
0.0093 |
0.8% |
79% |
False |
False |
35,367 |
| 60 |
1.1953 |
1.1144 |
0.0809 |
6.9% |
0.0083 |
0.7% |
81% |
False |
False |
34,454 |
| 80 |
1.1953 |
1.1061 |
0.0892 |
7.6% |
0.0078 |
0.7% |
83% |
False |
False |
27,718 |
| 100 |
1.1953 |
1.1020 |
0.0933 |
7.9% |
0.0073 |
0.6% |
83% |
False |
False |
22,180 |
| 120 |
1.1953 |
1.1020 |
0.0933 |
7.9% |
0.0068 |
0.6% |
83% |
False |
False |
18,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2273 |
|
2.618 |
1.2121 |
|
1.618 |
1.2027 |
|
1.000 |
1.1970 |
|
0.618 |
1.1934 |
|
HIGH |
1.1876 |
|
0.618 |
1.1840 |
|
0.500 |
1.1829 |
|
0.382 |
1.1818 |
|
LOW |
1.1783 |
|
0.618 |
1.1725 |
|
1.000 |
1.1689 |
|
1.618 |
1.1631 |
|
2.618 |
1.1538 |
|
4.250 |
1.1385 |
|
|
| Fisher Pivots for day following 09-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1829 |
1.1868 |
| PP |
1.1819 |
1.1845 |
| S1 |
1.1809 |
1.1822 |
|