CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 17-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2024 |
17-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1910 |
1.1960 |
0.0050 |
0.4% |
1.1994 |
| High |
1.1978 |
1.1984 |
0.0006 |
0.0% |
1.2004 |
| Low |
1.1903 |
1.1917 |
0.0014 |
0.1% |
1.1823 |
| Close |
1.1950 |
1.1942 |
-0.0008 |
-0.1% |
1.1914 |
| Range |
0.0075 |
0.0067 |
-0.0008 |
-10.7% |
0.0181 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
18,157 |
21,930 |
3,773 |
20.8% |
162,924 |
|
| Daily Pivots for day following 17-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2148 |
1.2112 |
1.1979 |
|
| R3 |
1.2081 |
1.2045 |
1.1960 |
|
| R2 |
1.2014 |
1.2014 |
1.1954 |
|
| R1 |
1.1978 |
1.1978 |
1.1948 |
1.1963 |
| PP |
1.1947 |
1.1947 |
1.1947 |
1.1940 |
| S1 |
1.1911 |
1.1911 |
1.1936 |
1.1896 |
| S2 |
1.1880 |
1.1880 |
1.1930 |
|
| S3 |
1.1813 |
1.1844 |
1.1924 |
|
| S4 |
1.1746 |
1.1777 |
1.1905 |
|
|
| 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% |
0.0090 |
0.8% |
66% |
False |
False |
34,027 |
| 10 |
1.2075 |
1.1823 |
0.0252 |
2.1% |
0.0089 |
0.7% |
47% |
False |
False |
22,923 |
| 20 |
1.2075 |
1.1748 |
0.0328 |
2.7% |
0.0084 |
0.7% |
59% |
False |
False |
11,942 |
| 40 |
1.2075 |
1.1400 |
0.0675 |
5.7% |
0.0088 |
0.7% |
80% |
False |
False |
6,050 |
| 60 |
1.2075 |
1.1279 |
0.0797 |
6.7% |
0.0067 |
0.6% |
83% |
False |
False |
4,039 |
| 80 |
1.2075 |
1.1180 |
0.0895 |
7.5% |
0.0058 |
0.5% |
85% |
False |
False |
3,037 |
| 100 |
1.2075 |
1.1140 |
0.0935 |
7.8% |
0.0050 |
0.4% |
86% |
False |
False |
2,430 |
| 120 |
1.2075 |
1.1140 |
0.0935 |
7.8% |
0.0046 |
0.4% |
86% |
False |
False |
2,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2268 |
|
2.618 |
1.2159 |
|
1.618 |
1.2092 |
|
1.000 |
1.2051 |
|
0.618 |
1.2025 |
|
HIGH |
1.1984 |
|
0.618 |
1.1958 |
|
0.500 |
1.1950 |
|
0.382 |
1.1942 |
|
LOW |
1.1917 |
|
0.618 |
1.1875 |
|
1.000 |
1.1850 |
|
1.618 |
1.1808 |
|
2.618 |
1.1741 |
|
4.250 |
1.1632 |
|
|
| Fisher Pivots for day following 17-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1950 |
1.1936 |
| PP |
1.1947 |
1.1930 |
| S1 |
1.1945 |
1.1924 |
|