CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 18-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2024 |
18-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1960 |
1.1929 |
-0.0031 |
-0.3% |
1.1994 |
| High |
1.1984 |
1.2036 |
0.0052 |
0.4% |
1.2004 |
| Low |
1.1917 |
1.1908 |
-0.0009 |
-0.1% |
1.1823 |
| Close |
1.1942 |
1.1977 |
0.0035 |
0.3% |
1.1914 |
| Range |
0.0067 |
0.0128 |
0.0061 |
90.3% |
0.0181 |
| ATR |
0.0086 |
0.0089 |
0.0003 |
3.5% |
0.0000 |
| Volume |
21,930 |
27,478 |
5,548 |
25.3% |
162,924 |
|
| Daily Pivots for day following 18-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2356 |
1.2294 |
1.2047 |
|
| R3 |
1.2228 |
1.2166 |
1.2012 |
|
| R2 |
1.2101 |
1.2101 |
1.2000 |
|
| R1 |
1.2039 |
1.2039 |
1.1988 |
1.2070 |
| PP |
1.1973 |
1.1973 |
1.1973 |
1.1989 |
| S1 |
1.1911 |
1.1911 |
1.1965 |
1.1942 |
| S2 |
1.1846 |
1.1846 |
1.1953 |
|
| S3 |
1.1718 |
1.1784 |
1.1941 |
|
| S4 |
1.1591 |
1.1656 |
1.1906 |
|
|
| 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 |
1.2036 |
1.1823 |
0.0213 |
1.8% |
0.0086 |
0.7% |
72% |
True |
False |
26,939 |
| 10 |
1.2075 |
1.1823 |
0.0252 |
2.1% |
0.0094 |
0.8% |
61% |
False |
False |
24,907 |
| 20 |
1.2075 |
1.1823 |
0.0252 |
2.1% |
0.0084 |
0.7% |
61% |
False |
False |
13,262 |
| 40 |
1.2075 |
1.1402 |
0.0674 |
5.6% |
0.0091 |
0.8% |
85% |
False |
False |
6,736 |
| 60 |
1.2075 |
1.1279 |
0.0797 |
6.7% |
0.0069 |
0.6% |
88% |
False |
False |
4,497 |
| 80 |
1.2075 |
1.1180 |
0.0895 |
7.5% |
0.0059 |
0.5% |
89% |
False |
False |
3,380 |
| 100 |
1.2075 |
1.1140 |
0.0935 |
7.8% |
0.0051 |
0.4% |
89% |
False |
False |
2,704 |
| 120 |
1.2075 |
1.1140 |
0.0935 |
7.8% |
0.0047 |
0.4% |
89% |
False |
False |
2,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2577 |
|
2.618 |
1.2369 |
|
1.618 |
1.2242 |
|
1.000 |
1.2163 |
|
0.618 |
1.2114 |
|
HIGH |
1.2036 |
|
0.618 |
1.1987 |
|
0.500 |
1.1972 |
|
0.382 |
1.1957 |
|
LOW |
1.1908 |
|
0.618 |
1.1829 |
|
1.000 |
1.1781 |
|
1.618 |
1.1702 |
|
2.618 |
1.1574 |
|
4.250 |
1.1366 |
|
|
| Fisher Pivots for day following 18-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1975 |
1.1974 |
| PP |
1.1973 |
1.1972 |
| S1 |
1.1972 |
1.1969 |
|