CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 10-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2024 |
10-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1875 |
1.1785 |
-0.0091 |
-0.8% |
1.1779 |
| High |
1.1876 |
1.1834 |
-0.0042 |
-0.4% |
1.1953 |
| Low |
1.1783 |
1.1775 |
-0.0008 |
-0.1% |
1.1731 |
| Close |
1.1799 |
1.1819 |
0.0021 |
0.2% |
1.1877 |
| Range |
0.0094 |
0.0059 |
-0.0035 |
-36.9% |
0.0222 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
26,332 |
35,113 |
8,781 |
33.3% |
146,423 |
|
| Daily Pivots for day following 10-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1986 |
1.1962 |
1.1851 |
|
| R3 |
1.1927 |
1.1903 |
1.1835 |
|
| R2 |
1.1868 |
1.1868 |
1.1830 |
|
| R1 |
1.1844 |
1.1844 |
1.1824 |
1.1856 |
| PP |
1.1809 |
1.1809 |
1.1809 |
1.1816 |
| S1 |
1.1785 |
1.1785 |
1.1814 |
1.1797 |
| S2 |
1.1750 |
1.1750 |
1.1808 |
|
| S3 |
1.1691 |
1.1726 |
1.1803 |
|
| S4 |
1.1632 |
1.1667 |
1.1787 |
|
|
| 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 |
1.1756 |
0.0197 |
1.7% |
0.0091 |
0.8% |
32% |
False |
False |
33,741 |
| 10 |
1.1953 |
1.1731 |
0.0222 |
1.9% |
0.0089 |
0.8% |
40% |
False |
False |
31,291 |
| 20 |
1.1953 |
1.1472 |
0.0481 |
4.1% |
0.0087 |
0.7% |
72% |
False |
False |
28,977 |
| 40 |
1.1953 |
1.1220 |
0.0733 |
6.2% |
0.0094 |
0.8% |
82% |
False |
False |
35,609 |
| 60 |
1.1953 |
1.1144 |
0.0809 |
6.8% |
0.0083 |
0.7% |
83% |
False |
False |
33,858 |
| 80 |
1.1953 |
1.1061 |
0.0892 |
7.5% |
0.0078 |
0.7% |
85% |
False |
False |
28,153 |
| 100 |
1.1953 |
1.1020 |
0.0933 |
7.9% |
0.0073 |
0.6% |
86% |
False |
False |
22,531 |
| 120 |
1.1953 |
1.1020 |
0.0933 |
7.9% |
0.0069 |
0.6% |
86% |
False |
False |
18,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2085 |
|
2.618 |
1.1988 |
|
1.618 |
1.1929 |
|
1.000 |
1.1893 |
|
0.618 |
1.1870 |
|
HIGH |
1.1834 |
|
0.618 |
1.1811 |
|
0.500 |
1.1805 |
|
0.382 |
1.1798 |
|
LOW |
1.1775 |
|
0.618 |
1.1739 |
|
1.000 |
1.1716 |
|
1.618 |
1.1680 |
|
2.618 |
1.1621 |
|
4.250 |
1.1524 |
|
|
| Fisher Pivots for day following 10-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1814 |
1.1864 |
| PP |
1.1809 |
1.1849 |
| S1 |
1.1805 |
1.1834 |
|