CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 10-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2024 |
10-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1994 |
1.1906 |
-0.0088 |
-0.7% |
1.1896 |
| High |
1.1994 |
1.1957 |
-0.0037 |
-0.3% |
1.2075 |
| Low |
1.1906 |
1.1898 |
-0.0008 |
-0.1% |
1.1860 |
| Close |
1.1921 |
1.1942 |
0.0021 |
0.2% |
1.2001 |
| Range |
0.0088 |
0.0059 |
-0.0030 |
-33.5% |
0.0215 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
8,184 |
24,690 |
16,506 |
201.7% |
29,480 |
|
| Daily Pivots for day following 10-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2108 |
1.2083 |
1.1974 |
|
| R3 |
1.2049 |
1.2025 |
1.1958 |
|
| R2 |
1.1991 |
1.1991 |
1.1952 |
|
| R1 |
1.1966 |
1.1966 |
1.1947 |
1.1978 |
| PP |
1.1932 |
1.1932 |
1.1932 |
1.1938 |
| S1 |
1.1908 |
1.1908 |
1.1936 |
1.1920 |
| S2 |
1.1874 |
1.1874 |
1.1931 |
|
| S3 |
1.1815 |
1.1849 |
1.1925 |
|
| S4 |
1.1757 |
1.1791 |
1.1909 |
|
|
| 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 |
1.1881 |
0.0194 |
1.6% |
0.0088 |
0.7% |
31% |
False |
False |
11,819 |
| 10 |
1.2075 |
1.1860 |
0.0215 |
1.8% |
0.0086 |
0.7% |
38% |
False |
False |
6,489 |
| 20 |
1.2075 |
1.1600 |
0.0475 |
4.0% |
0.0080 |
0.7% |
72% |
False |
False |
3,471 |
| 40 |
1.2075 |
1.1378 |
0.0698 |
5.8% |
0.0080 |
0.7% |
81% |
False |
False |
1,803 |
| 60 |
1.2075 |
1.1279 |
0.0797 |
6.7% |
0.0064 |
0.5% |
83% |
False |
False |
1,205 |
| 80 |
1.2075 |
1.1180 |
0.0895 |
7.5% |
0.0052 |
0.4% |
85% |
False |
False |
910 |
| 100 |
1.2075 |
1.1140 |
0.0935 |
7.8% |
0.0046 |
0.4% |
86% |
False |
False |
728 |
| 120 |
1.2075 |
1.1140 |
0.0935 |
7.8% |
0.0044 |
0.4% |
86% |
False |
False |
607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2205 |
|
2.618 |
1.2110 |
|
1.618 |
1.2051 |
|
1.000 |
1.2015 |
|
0.618 |
1.1993 |
|
HIGH |
1.1957 |
|
0.618 |
1.1934 |
|
0.500 |
1.1927 |
|
0.382 |
1.1920 |
|
LOW |
1.1898 |
|
0.618 |
1.1862 |
|
1.000 |
1.1840 |
|
1.618 |
1.1803 |
|
2.618 |
1.1745 |
|
4.250 |
1.1649 |
|
|
| Fisher Pivots for day following 10-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1937 |
1.1987 |
| PP |
1.1932 |
1.1972 |
| S1 |
1.1927 |
1.1957 |
|