CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 09-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2024 |
09-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1981 |
1.1994 |
0.0013 |
0.1% |
1.1896 |
| High |
1.2075 |
1.1994 |
-0.0082 |
-0.7% |
1.2075 |
| Low |
1.1933 |
1.1906 |
-0.0027 |
-0.2% |
1.1860 |
| Close |
1.2001 |
1.1921 |
-0.0080 |
-0.7% |
1.2001 |
| Range |
0.0143 |
0.0088 |
-0.0055 |
-38.2% |
0.0215 |
| ATR |
0.0086 |
0.0087 |
0.0001 |
0.8% |
0.0000 |
| Volume |
11,098 |
8,184 |
-2,914 |
-26.3% |
29,480 |
|
| Daily Pivots for day following 09-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2204 |
1.2151 |
1.1969 |
|
| R3 |
1.2116 |
1.2063 |
1.1945 |
|
| R2 |
1.2028 |
1.2028 |
1.1937 |
|
| R1 |
1.1975 |
1.1975 |
1.1929 |
1.1957 |
| PP |
1.1940 |
1.1940 |
1.1940 |
1.1931 |
| S1 |
1.1887 |
1.1887 |
1.1913 |
1.1869 |
| S2 |
1.1852 |
1.1852 |
1.1905 |
|
| S3 |
1.1764 |
1.1799 |
1.1897 |
|
| S4 |
1.1676 |
1.1711 |
1.1873 |
|
|
| 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% |
0.0091 |
0.8% |
28% |
False |
False |
7,532 |
| 10 |
1.2075 |
1.1860 |
0.0215 |
1.8% |
0.0083 |
0.7% |
28% |
False |
False |
4,044 |
| 20 |
1.2075 |
1.1600 |
0.0475 |
4.0% |
0.0081 |
0.7% |
68% |
False |
False |
2,239 |
| 40 |
1.2075 |
1.1368 |
0.0707 |
5.9% |
0.0079 |
0.7% |
78% |
False |
False |
1,186 |
| 60 |
1.2075 |
1.1279 |
0.0797 |
6.7% |
0.0063 |
0.5% |
81% |
False |
False |
794 |
| 80 |
1.2075 |
1.1180 |
0.0895 |
7.5% |
0.0051 |
0.4% |
83% |
False |
False |
602 |
| 100 |
1.2075 |
1.1140 |
0.0935 |
7.8% |
0.0046 |
0.4% |
84% |
False |
False |
481 |
| 120 |
1.2075 |
1.1140 |
0.0935 |
7.8% |
0.0044 |
0.4% |
84% |
False |
False |
402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2368 |
|
2.618 |
1.2224 |
|
1.618 |
1.2136 |
|
1.000 |
1.2082 |
|
0.618 |
1.2048 |
|
HIGH |
1.1994 |
|
0.618 |
1.1960 |
|
0.500 |
1.1950 |
|
0.382 |
1.1939 |
|
LOW |
1.1906 |
|
0.618 |
1.1851 |
|
1.000 |
1.1818 |
|
1.618 |
1.1763 |
|
2.618 |
1.1675 |
|
4.250 |
1.1532 |
|
|
| Fisher Pivots for day following 09-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1950 |
1.1990 |
| PP |
1.1940 |
1.1967 |
| S1 |
1.1931 |
1.1944 |
|