CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 12-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2024 |
12-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1940 |
1.1866 |
-0.0074 |
-0.6% |
1.1896 |
| High |
1.2004 |
1.1881 |
-0.0124 |
-1.0% |
1.2075 |
| Low |
1.1856 |
1.1823 |
-0.0033 |
-0.3% |
1.1860 |
| Close |
1.1877 |
1.1862 |
-0.0015 |
-0.1% |
1.2001 |
| Range |
0.0149 |
0.0058 |
-0.0091 |
-61.3% |
0.0215 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
62,919 |
32,873 |
-30,046 |
-47.8% |
29,480 |
|
| Daily Pivots for day following 12-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2028 |
1.2002 |
1.1894 |
|
| R3 |
1.1970 |
1.1945 |
1.1878 |
|
| R2 |
1.1913 |
1.1913 |
1.1873 |
|
| R1 |
1.1887 |
1.1887 |
1.1867 |
1.1871 |
| PP |
1.1855 |
1.1855 |
1.1855 |
1.1847 |
| S1 |
1.1830 |
1.1830 |
1.1857 |
1.1814 |
| S2 |
1.1798 |
1.1798 |
1.1851 |
|
| S3 |
1.1740 |
1.1772 |
1.1846 |
|
| S4 |
1.1683 |
1.1715 |
1.1830 |
|
|
| 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 |
1.1823 |
0.0252 |
2.1% |
0.0099 |
0.8% |
15% |
False |
True |
27,952 |
| 10 |
1.2075 |
1.1823 |
0.0252 |
2.1% |
0.0091 |
0.8% |
15% |
False |
True |
15,936 |
| 20 |
1.2075 |
1.1600 |
0.0475 |
4.0% |
0.0086 |
0.7% |
55% |
False |
False |
8,258 |
| 40 |
1.2075 |
1.1400 |
0.0675 |
5.7% |
0.0082 |
0.7% |
68% |
False |
False |
4,192 |
| 60 |
1.2075 |
1.1279 |
0.0797 |
6.7% |
0.0066 |
0.6% |
73% |
False |
False |
2,801 |
| 80 |
1.2075 |
1.1180 |
0.0895 |
7.5% |
0.0055 |
0.5% |
76% |
False |
False |
2,108 |
| 100 |
1.2075 |
1.1140 |
0.0935 |
7.9% |
0.0047 |
0.4% |
77% |
False |
False |
1,686 |
| 120 |
1.2075 |
1.1140 |
0.0935 |
7.9% |
0.0045 |
0.4% |
77% |
False |
False |
1,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2125 |
|
2.618 |
1.2031 |
|
1.618 |
1.1974 |
|
1.000 |
1.1938 |
|
0.618 |
1.1916 |
|
HIGH |
1.1881 |
|
0.618 |
1.1859 |
|
0.500 |
1.1852 |
|
0.382 |
1.1845 |
|
LOW |
1.1823 |
|
0.618 |
1.1787 |
|
1.000 |
1.1766 |
|
1.618 |
1.1730 |
|
2.618 |
1.1672 |
|
4.250 |
1.1579 |
|
|
| Fisher Pivots for day following 12-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1859 |
1.1914 |
| PP |
1.1855 |
1.1896 |
| S1 |
1.1852 |
1.1879 |
|