CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 13-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2024 |
13-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1737 |
1.1754 |
0.0017 |
0.1% |
1.1875 |
| High |
1.1758 |
1.1845 |
0.0087 |
0.7% |
1.1881 |
| Low |
1.1700 |
1.1747 |
0.0048 |
0.4% |
1.1676 |
| Close |
1.1740 |
1.1792 |
0.0052 |
0.4% |
1.1792 |
| Range |
0.0059 |
0.0098 |
0.0039 |
66.7% |
0.0205 |
| ATR |
0.0096 |
0.0096 |
0.0001 |
0.6% |
0.0000 |
| Volume |
34,290 |
7,140 |
-27,150 |
-79.2% |
179,847 |
|
| Daily Pivots for day following 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2087 |
1.2037 |
1.1846 |
|
| R3 |
1.1990 |
1.1940 |
1.1819 |
|
| R2 |
1.1892 |
1.1892 |
1.1810 |
|
| R1 |
1.1842 |
1.1842 |
1.1801 |
1.1867 |
| PP |
1.1795 |
1.1795 |
1.1795 |
1.1807 |
| S1 |
1.1745 |
1.1745 |
1.1783 |
1.1770 |
| S2 |
1.1697 |
1.1697 |
1.1774 |
|
| S3 |
1.1600 |
1.1647 |
1.1765 |
|
| S4 |
1.1502 |
1.1550 |
1.1738 |
|
|
| Weekly Pivots for week ending 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2396 |
1.2299 |
1.1904 |
|
| R3 |
1.2192 |
1.2094 |
1.1848 |
|
| R2 |
1.1987 |
1.1987 |
1.1829 |
|
| R1 |
1.1890 |
1.1890 |
1.1811 |
1.1836 |
| PP |
1.1783 |
1.1783 |
1.1783 |
1.1756 |
| S1 |
1.1685 |
1.1685 |
1.1773 |
1.1632 |
| S2 |
1.1578 |
1.1578 |
1.1755 |
|
| S3 |
1.1374 |
1.1481 |
1.1736 |
|
| S4 |
1.1169 |
1.1276 |
1.1680 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1881 |
1.1676 |
0.0205 |
1.7% |
0.0103 |
0.9% |
57% |
False |
False |
35,969 |
| 10 |
1.1953 |
1.1676 |
0.0277 |
2.3% |
0.0096 |
0.8% |
42% |
False |
False |
35,307 |
| 20 |
1.1953 |
1.1495 |
0.0458 |
3.9% |
0.0092 |
0.8% |
65% |
False |
False |
30,661 |
| 40 |
1.1953 |
1.1279 |
0.0674 |
5.7% |
0.0096 |
0.8% |
76% |
False |
False |
35,980 |
| 60 |
1.1953 |
1.1144 |
0.0809 |
6.9% |
0.0085 |
0.7% |
80% |
False |
False |
33,939 |
| 80 |
1.1953 |
1.1061 |
0.0892 |
7.6% |
0.0081 |
0.7% |
82% |
False |
False |
29,628 |
| 100 |
1.1953 |
1.1020 |
0.0933 |
7.9% |
0.0075 |
0.6% |
83% |
False |
False |
23,714 |
| 120 |
1.1953 |
1.1020 |
0.0933 |
7.9% |
0.0070 |
0.6% |
83% |
False |
False |
19,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2259 |
|
2.618 |
1.2100 |
|
1.618 |
1.2002 |
|
1.000 |
1.1942 |
|
0.618 |
1.1905 |
|
HIGH |
1.1845 |
|
0.618 |
1.1807 |
|
0.500 |
1.1796 |
|
0.382 |
1.1784 |
|
LOW |
1.1747 |
|
0.618 |
1.1687 |
|
1.000 |
1.1650 |
|
1.618 |
1.1589 |
|
2.618 |
1.1492 |
|
4.250 |
1.1333 |
|
|
| Fisher Pivots for day following 13-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1796 |
1.1787 |
| PP |
1.1795 |
1.1783 |
| S1 |
1.1793 |
1.1778 |
|