CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 19-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2024 |
19-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1929 |
1.1941 |
0.0012 |
0.1% |
1.1994 |
| High |
1.2036 |
1.1949 |
-0.0087 |
-0.7% |
1.2004 |
| Low |
1.1908 |
1.1856 |
-0.0053 |
-0.4% |
1.1823 |
| Close |
1.1977 |
1.1920 |
-0.0057 |
-0.5% |
1.1914 |
| Range |
0.0128 |
0.0093 |
-0.0035 |
-27.1% |
0.0181 |
| ATR |
0.0089 |
0.0091 |
0.0002 |
2.6% |
0.0000 |
| Volume |
27,478 |
30,511 |
3,033 |
11.0% |
162,924 |
|
| Daily Pivots for day following 19-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2187 |
1.2146 |
1.1971 |
|
| R3 |
1.2094 |
1.2053 |
1.1945 |
|
| R2 |
1.2001 |
1.2001 |
1.1937 |
|
| R1 |
1.1960 |
1.1960 |
1.1928 |
1.1934 |
| PP |
1.1908 |
1.1908 |
1.1908 |
1.1895 |
| S1 |
1.1867 |
1.1867 |
1.1911 |
1.1841 |
| S2 |
1.1815 |
1.1815 |
1.1902 |
|
| S3 |
1.1722 |
1.1774 |
1.1894 |
|
| S4 |
1.1629 |
1.1681 |
1.1868 |
|
|
| 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 |
1.1856 |
0.0180 |
1.5% |
0.0093 |
0.8% |
36% |
False |
True |
26,466 |
| 10 |
1.2075 |
1.1823 |
0.0252 |
2.1% |
0.0096 |
0.8% |
38% |
False |
False |
27,209 |
| 20 |
1.2075 |
1.1823 |
0.0252 |
2.1% |
0.0086 |
0.7% |
38% |
False |
False |
14,716 |
| 40 |
1.2075 |
1.1451 |
0.0624 |
5.2% |
0.0090 |
0.8% |
75% |
False |
False |
7,496 |
| 60 |
1.2075 |
1.1279 |
0.0797 |
6.7% |
0.0070 |
0.6% |
80% |
False |
False |
5,006 |
| 80 |
1.2075 |
1.1198 |
0.0877 |
7.4% |
0.0060 |
0.5% |
82% |
False |
False |
3,762 |
| 100 |
1.2075 |
1.1140 |
0.0935 |
7.8% |
0.0051 |
0.4% |
83% |
False |
False |
3,010 |
| 120 |
1.2075 |
1.1140 |
0.0935 |
7.8% |
0.0047 |
0.4% |
83% |
False |
False |
2,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2344 |
|
2.618 |
1.2192 |
|
1.618 |
1.2099 |
|
1.000 |
1.2042 |
|
0.618 |
1.2006 |
|
HIGH |
1.1949 |
|
0.618 |
1.1913 |
|
0.500 |
1.1902 |
|
0.382 |
1.1891 |
|
LOW |
1.1856 |
|
0.618 |
1.1798 |
|
1.000 |
1.1763 |
|
1.618 |
1.1705 |
|
2.618 |
1.1612 |
|
4.250 |
1.1460 |
|
|
| Fisher Pivots for day following 19-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1914 |
1.1946 |
| PP |
1.1908 |
1.1937 |
| S1 |
1.1902 |
1.1928 |
|