CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 11-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2024 |
11-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1785 |
1.1813 |
0.0029 |
0.2% |
1.1779 |
| High |
1.1834 |
1.1881 |
0.0047 |
0.4% |
1.1953 |
| Low |
1.1775 |
1.1676 |
-0.0099 |
-0.8% |
1.1731 |
| Close |
1.1819 |
1.1753 |
-0.0066 |
-0.6% |
1.1877 |
| Range |
0.0059 |
0.0205 |
0.0146 |
246.6% |
0.0222 |
| ATR |
0.0091 |
0.0099 |
0.0008 |
9.0% |
0.0000 |
| Volume |
35,113 |
76,972 |
41,859 |
119.2% |
146,423 |
|
| Daily Pivots for day following 11-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2383 |
1.2273 |
1.1865 |
|
| R3 |
1.2179 |
1.2068 |
1.1809 |
|
| R2 |
1.1974 |
1.1974 |
1.1790 |
|
| R1 |
1.1864 |
1.1864 |
1.1772 |
1.1817 |
| PP |
1.1770 |
1.1770 |
1.1770 |
1.1746 |
| S1 |
1.1659 |
1.1659 |
1.1734 |
1.1612 |
| S2 |
1.1565 |
1.1565 |
1.1716 |
|
| S3 |
1.1361 |
1.1455 |
1.1697 |
|
| S4 |
1.1156 |
1.1250 |
1.1641 |
|
|
| 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 |
1.1676 |
0.0277 |
2.4% |
0.0116 |
1.0% |
28% |
False |
True |
42,710 |
| 10 |
1.1953 |
1.1676 |
0.0277 |
2.4% |
0.0099 |
0.8% |
28% |
False |
True |
36,485 |
| 20 |
1.1953 |
1.1472 |
0.0481 |
4.1% |
0.0095 |
0.8% |
59% |
False |
False |
31,465 |
| 40 |
1.1953 |
1.1261 |
0.0692 |
5.9% |
0.0097 |
0.8% |
71% |
False |
False |
37,014 |
| 60 |
1.1953 |
1.1144 |
0.0809 |
6.9% |
0.0085 |
0.7% |
75% |
False |
False |
34,477 |
| 80 |
1.1953 |
1.1061 |
0.0892 |
7.6% |
0.0080 |
0.7% |
78% |
False |
False |
29,113 |
| 100 |
1.1953 |
1.1020 |
0.0933 |
7.9% |
0.0075 |
0.6% |
79% |
False |
False |
23,300 |
| 120 |
1.1953 |
1.1020 |
0.0933 |
7.9% |
0.0070 |
0.6% |
79% |
False |
False |
19,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2750 |
|
2.618 |
1.2416 |
|
1.618 |
1.2211 |
|
1.000 |
1.2085 |
|
0.618 |
1.2007 |
|
HIGH |
1.1881 |
|
0.618 |
1.1802 |
|
0.500 |
1.1778 |
|
0.382 |
1.1754 |
|
LOW |
1.1676 |
|
0.618 |
1.1550 |
|
1.000 |
1.1472 |
|
1.618 |
1.1345 |
|
2.618 |
1.1141 |
|
4.250 |
1.0807 |
|
|
| Fisher Pivots for day following 11-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1778 |
1.1778 |
| PP |
1.1770 |
1.1770 |
| S1 |
1.1761 |
1.1761 |
|