CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 06-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2024 |
06-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1950 |
1.1981 |
0.0031 |
0.3% |
1.1896 |
| High |
1.1990 |
1.2075 |
0.0086 |
0.7% |
1.2075 |
| Low |
1.1913 |
1.1933 |
0.0020 |
0.2% |
1.1860 |
| Close |
1.1970 |
1.2001 |
0.0032 |
0.3% |
1.2001 |
| Range |
0.0077 |
0.0143 |
0.0066 |
86.3% |
0.0215 |
| ATR |
0.0082 |
0.0086 |
0.0004 |
5.3% |
0.0000 |
| Volume |
7,483 |
11,098 |
3,615 |
48.3% |
29,480 |
|
| Daily Pivots for day following 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2430 |
1.2358 |
1.2079 |
|
| R3 |
1.2288 |
1.2216 |
1.2040 |
|
| R2 |
1.2145 |
1.2145 |
1.2027 |
|
| R1 |
1.2073 |
1.2073 |
1.2014 |
1.2109 |
| PP |
1.2003 |
1.2003 |
1.2003 |
1.2021 |
| S1 |
1.1931 |
1.1931 |
1.1988 |
1.1967 |
| S2 |
1.1860 |
1.1860 |
1.1975 |
|
| S3 |
1.1718 |
1.1788 |
1.1962 |
|
| S4 |
1.1575 |
1.1646 |
1.1923 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2624 |
1.2527 |
1.2119 |
|
| R3 |
1.2409 |
1.2312 |
1.2060 |
|
| R2 |
1.2194 |
1.2194 |
1.2040 |
|
| R1 |
1.2097 |
1.2097 |
1.2021 |
1.2146 |
| PP |
1.1979 |
1.1979 |
1.1979 |
1.2003 |
| S1 |
1.1882 |
1.1882 |
1.1981 |
1.1931 |
| S2 |
1.1764 |
1.1764 |
1.1962 |
|
| S3 |
1.1549 |
1.1667 |
1.1942 |
|
| S4 |
1.1334 |
1.1452 |
1.1883 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2075 |
1.1860 |
0.0215 |
1.8% |
0.0085 |
0.7% |
66% |
True |
False |
6,040 |
| 10 |
1.2075 |
1.1860 |
0.0215 |
1.8% |
0.0084 |
0.7% |
66% |
True |
False |
3,326 |
| 20 |
1.2075 |
1.1600 |
0.0475 |
4.0% |
0.0079 |
0.7% |
84% |
True |
False |
1,831 |
| 40 |
1.2075 |
1.1352 |
0.0723 |
6.0% |
0.0078 |
0.6% |
90% |
True |
False |
982 |
| 60 |
1.2075 |
1.1279 |
0.0797 |
6.6% |
0.0063 |
0.5% |
91% |
True |
False |
658 |
| 80 |
1.2075 |
1.1180 |
0.0895 |
7.5% |
0.0050 |
0.4% |
92% |
True |
False |
499 |
| 100 |
1.2075 |
1.1140 |
0.0935 |
7.8% |
0.0045 |
0.4% |
92% |
True |
False |
400 |
| 120 |
1.2075 |
1.1140 |
0.0935 |
7.8% |
0.0043 |
0.4% |
92% |
True |
False |
333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2681 |
|
2.618 |
1.2448 |
|
1.618 |
1.2306 |
|
1.000 |
1.2218 |
|
0.618 |
1.2163 |
|
HIGH |
1.2075 |
|
0.618 |
1.2021 |
|
0.500 |
1.2004 |
|
0.382 |
1.1987 |
|
LOW |
1.1933 |
|
0.618 |
1.1844 |
|
1.000 |
1.1790 |
|
1.618 |
1.1702 |
|
2.618 |
1.1559 |
|
4.250 |
1.1327 |
|
|
| Fisher Pivots for day following 06-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2004 |
1.1993 |
| PP |
1.2003 |
1.1986 |
| S1 |
1.2002 |
1.1978 |
|