CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 11-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2024 |
11-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1906 |
1.1940 |
0.0034 |
0.3% |
1.1896 |
| High |
1.1957 |
1.2004 |
0.0048 |
0.4% |
1.2075 |
| Low |
1.1898 |
1.1856 |
-0.0043 |
-0.4% |
1.1860 |
| Close |
1.1942 |
1.1877 |
-0.0065 |
-0.5% |
1.2001 |
| Range |
0.0059 |
0.0149 |
0.0090 |
153.8% |
0.0215 |
| ATR |
0.0085 |
0.0089 |
0.0005 |
5.4% |
0.0000 |
| Volume |
24,690 |
62,919 |
38,229 |
154.8% |
29,480 |
|
| Daily Pivots for day following 11-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2358 |
1.2266 |
1.1959 |
|
| R3 |
1.2209 |
1.2117 |
1.1918 |
|
| R2 |
1.2061 |
1.2061 |
1.1904 |
|
| R1 |
1.1969 |
1.1969 |
1.1891 |
1.1941 |
| PP |
1.1912 |
1.1912 |
1.1912 |
1.1898 |
| S1 |
1.1820 |
1.1820 |
1.1863 |
1.1792 |
| S2 |
1.1764 |
1.1764 |
1.1850 |
|
| S3 |
1.1615 |
1.1672 |
1.1836 |
|
| S4 |
1.1467 |
1.1523 |
1.1795 |
|
|
| 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 |
1.1856 |
0.0220 |
1.8% |
0.0103 |
0.9% |
10% |
False |
True |
22,874 |
| 10 |
1.2075 |
1.1856 |
0.0220 |
1.8% |
0.0090 |
0.8% |
10% |
False |
True |
12,693 |
| 20 |
1.2075 |
1.1600 |
0.0475 |
4.0% |
0.0085 |
0.7% |
58% |
False |
False |
6,615 |
| 40 |
1.2075 |
1.1400 |
0.0675 |
5.7% |
0.0084 |
0.7% |
71% |
False |
False |
3,374 |
| 60 |
1.2075 |
1.1279 |
0.0797 |
6.7% |
0.0065 |
0.5% |
75% |
False |
False |
2,254 |
| 80 |
1.2075 |
1.1180 |
0.0895 |
7.5% |
0.0054 |
0.5% |
78% |
False |
False |
1,697 |
| 100 |
1.2075 |
1.1140 |
0.0935 |
7.9% |
0.0048 |
0.4% |
79% |
False |
False |
1,357 |
| 120 |
1.2075 |
1.1140 |
0.0935 |
7.9% |
0.0045 |
0.4% |
79% |
False |
False |
1,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2635 |
|
2.618 |
1.2393 |
|
1.618 |
1.2244 |
|
1.000 |
1.2153 |
|
0.618 |
1.2096 |
|
HIGH |
1.2004 |
|
0.618 |
1.1947 |
|
0.500 |
1.1930 |
|
0.382 |
1.1912 |
|
LOW |
1.1856 |
|
0.618 |
1.1764 |
|
1.000 |
1.1707 |
|
1.618 |
1.1615 |
|
2.618 |
1.1467 |
|
4.250 |
1.1224 |
|
|
| Fisher Pivots for day following 11-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1930 |
1.1930 |
| PP |
1.1912 |
1.1912 |
| S1 |
1.1895 |
1.1895 |
|