CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 12-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2024 |
12-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1813 |
1.1737 |
-0.0077 |
-0.6% |
1.1779 |
| High |
1.1881 |
1.1758 |
-0.0123 |
-1.0% |
1.1953 |
| Low |
1.1676 |
1.1700 |
0.0024 |
0.2% |
1.1731 |
| Close |
1.1753 |
1.1740 |
-0.0013 |
-0.1% |
1.1877 |
| Range |
0.0205 |
0.0059 |
-0.0146 |
-71.4% |
0.0222 |
| ATR |
0.0099 |
0.0096 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
76,972 |
34,290 |
-42,682 |
-55.5% |
146,423 |
|
| Daily Pivots for day following 12-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1908 |
1.1883 |
1.1772 |
|
| R3 |
1.1850 |
1.1824 |
1.1756 |
|
| R2 |
1.1791 |
1.1791 |
1.1751 |
|
| R1 |
1.1766 |
1.1766 |
1.1745 |
1.1778 |
| PP |
1.1733 |
1.1733 |
1.1733 |
1.1739 |
| S1 |
1.1707 |
1.1707 |
1.1735 |
1.1720 |
| S2 |
1.1674 |
1.1674 |
1.1729 |
|
| S3 |
1.1616 |
1.1649 |
1.1724 |
|
| S4 |
1.1557 |
1.1590 |
1.1708 |
|
|
| 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% |
0.0112 |
1.0% |
23% |
False |
False |
43,285 |
| 10 |
1.1953 |
1.1676 |
0.0277 |
2.4% |
0.0099 |
0.8% |
23% |
False |
False |
37,321 |
| 20 |
1.1953 |
1.1472 |
0.0481 |
4.1% |
0.0094 |
0.8% |
56% |
False |
False |
31,873 |
| 40 |
1.1953 |
1.1279 |
0.0674 |
5.7% |
0.0095 |
0.8% |
68% |
False |
False |
36,654 |
| 60 |
1.1953 |
1.1144 |
0.0809 |
6.9% |
0.0085 |
0.7% |
74% |
False |
False |
34,639 |
| 80 |
1.1953 |
1.1061 |
0.0892 |
7.6% |
0.0080 |
0.7% |
76% |
False |
False |
29,540 |
| 100 |
1.1953 |
1.1020 |
0.0933 |
7.9% |
0.0074 |
0.6% |
77% |
False |
False |
23,643 |
| 120 |
1.1953 |
1.1020 |
0.0933 |
7.9% |
0.0070 |
0.6% |
77% |
False |
False |
19,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2007 |
|
2.618 |
1.1911 |
|
1.618 |
1.1853 |
|
1.000 |
1.1817 |
|
0.618 |
1.1794 |
|
HIGH |
1.1758 |
|
0.618 |
1.1736 |
|
0.500 |
1.1729 |
|
0.382 |
1.1722 |
|
LOW |
1.1700 |
|
0.618 |
1.1663 |
|
1.000 |
1.1641 |
|
1.618 |
1.1605 |
|
2.618 |
1.1546 |
|
4.250 |
1.1451 |
|
|
| Fisher Pivots for day following 12-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1736 |
1.1778 |
| PP |
1.1733 |
1.1766 |
| S1 |
1.1729 |
1.1753 |
|