CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 16-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2024 |
16-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1865 |
1.1910 |
0.0045 |
0.4% |
1.1994 |
| High |
1.1968 |
1.1978 |
0.0011 |
0.1% |
1.2004 |
| Low |
1.1865 |
1.1903 |
0.0038 |
0.3% |
1.1823 |
| Close |
1.1914 |
1.1950 |
0.0036 |
0.3% |
1.1914 |
| Range |
0.0103 |
0.0075 |
-0.0028 |
-26.8% |
0.0181 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
34,258 |
18,157 |
-16,101 |
-47.0% |
162,924 |
|
| Daily Pivots for day following 16-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2169 |
1.2134 |
1.1991 |
|
| R3 |
1.2094 |
1.2059 |
1.1970 |
|
| R2 |
1.2019 |
1.2019 |
1.1963 |
|
| R1 |
1.1984 |
1.1984 |
1.1956 |
1.2001 |
| PP |
1.1944 |
1.1944 |
1.1944 |
1.1952 |
| S1 |
1.1909 |
1.1909 |
1.1943 |
1.1926 |
| S2 |
1.1869 |
1.1869 |
1.1936 |
|
| S3 |
1.1794 |
1.1834 |
1.1929 |
|
| S4 |
1.1719 |
1.1759 |
1.1908 |
|
|
| 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% |
0.0088 |
0.7% |
70% |
False |
False |
34,579 |
| 10 |
1.2075 |
1.1823 |
0.0252 |
2.1% |
0.0090 |
0.7% |
50% |
False |
False |
21,056 |
| 20 |
1.2075 |
1.1696 |
0.0380 |
3.2% |
0.0084 |
0.7% |
67% |
False |
False |
10,871 |
| 40 |
1.2075 |
1.1400 |
0.0675 |
5.6% |
0.0087 |
0.7% |
81% |
False |
False |
5,501 |
| 60 |
1.2075 |
1.1279 |
0.0797 |
6.7% |
0.0066 |
0.6% |
84% |
False |
False |
3,674 |
| 80 |
1.2075 |
1.1180 |
0.0895 |
7.5% |
0.0057 |
0.5% |
86% |
False |
False |
2,763 |
| 100 |
1.2075 |
1.1140 |
0.0935 |
7.8% |
0.0049 |
0.4% |
87% |
False |
False |
2,210 |
| 120 |
1.2075 |
1.1140 |
0.0935 |
7.8% |
0.0046 |
0.4% |
87% |
False |
False |
1,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2297 |
|
2.618 |
1.2174 |
|
1.618 |
1.2099 |
|
1.000 |
1.2053 |
|
0.618 |
1.2024 |
|
HIGH |
1.1978 |
|
0.618 |
1.1949 |
|
0.500 |
1.1941 |
|
0.382 |
1.1932 |
|
LOW |
1.1903 |
|
0.618 |
1.1857 |
|
1.000 |
1.1828 |
|
1.618 |
1.1782 |
|
2.618 |
1.1707 |
|
4.250 |
1.1584 |
|
|
| Fisher Pivots for day following 16-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1947 |
1.1933 |
| PP |
1.1944 |
1.1917 |
| S1 |
1.1941 |
1.1901 |
|