CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 16-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2024 |
16-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1754 |
1.1785 |
0.0031 |
0.3% |
1.1875 |
| High |
1.1845 |
1.1855 |
0.0011 |
0.1% |
1.1881 |
| Low |
1.1747 |
1.1784 |
0.0037 |
0.3% |
1.1676 |
| Close |
1.1792 |
1.1838 |
0.0046 |
0.4% |
1.1792 |
| Range |
0.0098 |
0.0071 |
-0.0027 |
-27.2% |
0.0205 |
| ATR |
0.0096 |
0.0095 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
7,140 |
859 |
-6,281 |
-88.0% |
179,847 |
|
| Daily Pivots for day following 16-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2039 |
1.2009 |
1.1877 |
|
| R3 |
1.1968 |
1.1938 |
1.1858 |
|
| R2 |
1.1897 |
1.1897 |
1.1851 |
|
| R1 |
1.1867 |
1.1867 |
1.1845 |
1.1882 |
| PP |
1.1826 |
1.1826 |
1.1826 |
1.1833 |
| S1 |
1.1796 |
1.1796 |
1.1831 |
1.1811 |
| S2 |
1.1755 |
1.1755 |
1.1825 |
|
| S3 |
1.1684 |
1.1725 |
1.1818 |
|
| S4 |
1.1613 |
1.1654 |
1.1799 |
|
|
| 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% |
0.0098 |
0.8% |
79% |
False |
False |
30,874 |
| 10 |
1.1953 |
1.1676 |
0.0277 |
2.3% |
0.0097 |
0.8% |
59% |
False |
False |
32,712 |
| 20 |
1.1953 |
1.1562 |
0.0391 |
3.3% |
0.0091 |
0.8% |
71% |
False |
False |
29,389 |
| 40 |
1.1953 |
1.1279 |
0.0674 |
5.7% |
0.0097 |
0.8% |
83% |
False |
False |
35,350 |
| 60 |
1.1953 |
1.1144 |
0.0809 |
6.8% |
0.0085 |
0.7% |
86% |
False |
False |
32,966 |
| 80 |
1.1953 |
1.1061 |
0.0892 |
7.5% |
0.0081 |
0.7% |
87% |
False |
False |
29,638 |
| 100 |
1.1953 |
1.1020 |
0.0933 |
7.9% |
0.0075 |
0.6% |
88% |
False |
False |
23,723 |
| 120 |
1.1953 |
1.1020 |
0.0933 |
7.9% |
0.0070 |
0.6% |
88% |
False |
False |
19,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2157 |
|
2.618 |
1.2041 |
|
1.618 |
1.1970 |
|
1.000 |
1.1926 |
|
0.618 |
1.1899 |
|
HIGH |
1.1855 |
|
0.618 |
1.1828 |
|
0.500 |
1.1820 |
|
0.382 |
1.1811 |
|
LOW |
1.1784 |
|
0.618 |
1.1740 |
|
1.000 |
1.1713 |
|
1.618 |
1.1669 |
|
2.618 |
1.1598 |
|
4.250 |
1.1482 |
|
|
| Fisher Pivots for day following 16-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1832 |
1.1818 |
| PP |
1.1826 |
1.1798 |
| S1 |
1.1820 |
1.1777 |
|