CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 13-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2024 |
13-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1866 |
1.1865 |
-0.0001 |
0.0% |
1.1994 |
| High |
1.1881 |
1.1968 |
0.0087 |
0.7% |
1.2004 |
| Low |
1.1823 |
1.1865 |
0.0042 |
0.4% |
1.1823 |
| Close |
1.1862 |
1.1914 |
0.0052 |
0.4% |
1.1914 |
| Range |
0.0058 |
0.0103 |
0.0045 |
78.3% |
0.0181 |
| ATR |
0.0087 |
0.0088 |
0.0001 |
1.5% |
0.0000 |
| Volume |
32,873 |
34,258 |
1,385 |
4.2% |
162,924 |
|
| Daily Pivots for day following 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2223 |
1.2171 |
1.1970 |
|
| R3 |
1.2120 |
1.2068 |
1.1942 |
|
| R2 |
1.2018 |
1.2018 |
1.1932 |
|
| R1 |
1.1966 |
1.1966 |
1.1923 |
1.1992 |
| PP |
1.1915 |
1.1915 |
1.1915 |
1.1928 |
| S1 |
1.1863 |
1.1863 |
1.1904 |
1.1889 |
| S2 |
1.1813 |
1.1813 |
1.1895 |
|
| S3 |
1.1710 |
1.1761 |
1.1885 |
|
| S4 |
1.1608 |
1.1658 |
1.1857 |
|
|
| Weekly Pivots for week ending 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2457 |
1.2366 |
1.2013 |
|
| R3 |
1.2276 |
1.2185 |
1.1963 |
|
| R2 |
1.2095 |
1.2095 |
1.1947 |
|
| R1 |
1.2004 |
1.2004 |
1.1930 |
1.1959 |
| PP |
1.1914 |
1.1914 |
1.1914 |
1.1891 |
| S1 |
1.1823 |
1.1823 |
1.1897 |
1.1778 |
| S2 |
1.1733 |
1.1733 |
1.1880 |
|
| S3 |
1.1552 |
1.1642 |
1.1864 |
|
| S4 |
1.1371 |
1.1461 |
1.1814 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2004 |
1.1823 |
0.0181 |
1.5% |
0.0091 |
0.8% |
50% |
False |
False |
32,584 |
| 10 |
1.2075 |
1.1823 |
0.0252 |
2.1% |
0.0088 |
0.7% |
36% |
False |
False |
19,312 |
| 20 |
1.2075 |
1.1620 |
0.0456 |
3.8% |
0.0085 |
0.7% |
65% |
False |
False |
9,967 |
| 40 |
1.2075 |
1.1400 |
0.0675 |
5.7% |
0.0085 |
0.7% |
76% |
False |
False |
5,048 |
| 60 |
1.2075 |
1.1279 |
0.0797 |
6.7% |
0.0066 |
0.6% |
80% |
False |
False |
3,372 |
| 80 |
1.2075 |
1.1180 |
0.0895 |
7.5% |
0.0056 |
0.5% |
82% |
False |
False |
2,536 |
| 100 |
1.2075 |
1.1140 |
0.0935 |
7.8% |
0.0048 |
0.4% |
83% |
False |
False |
2,029 |
| 120 |
1.2075 |
1.1140 |
0.0935 |
7.8% |
0.0045 |
0.4% |
83% |
False |
False |
1,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2403 |
|
2.618 |
1.2236 |
|
1.618 |
1.2133 |
|
1.000 |
1.2070 |
|
0.618 |
1.2031 |
|
HIGH |
1.1968 |
|
0.618 |
1.1928 |
|
0.500 |
1.1916 |
|
0.382 |
1.1904 |
|
LOW |
1.1865 |
|
0.618 |
1.1802 |
|
1.000 |
1.1763 |
|
1.618 |
1.1699 |
|
2.618 |
1.1597 |
|
4.250 |
1.1429 |
|
|
| Fisher Pivots for day following 13-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1916 |
1.1914 |
| PP |
1.1915 |
1.1914 |
| S1 |
1.1914 |
1.1914 |
|