CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 20-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2024 |
20-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1941 |
1.1907 |
-0.0034 |
-0.3% |
1.1910 |
| High |
1.1949 |
1.1944 |
-0.0005 |
0.0% |
1.2036 |
| Low |
1.1856 |
1.1852 |
-0.0004 |
0.0% |
1.1852 |
| Close |
1.1920 |
1.1872 |
-0.0048 |
-0.4% |
1.1872 |
| Range |
0.0093 |
0.0092 |
-0.0002 |
-1.6% |
0.0184 |
| ATR |
0.0091 |
0.0091 |
0.0000 |
0.0% |
0.0000 |
| Volume |
30,511 |
24,813 |
-5,698 |
-18.7% |
122,889 |
|
| Daily Pivots for day following 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2164 |
1.2109 |
1.1922 |
|
| R3 |
1.2072 |
1.2018 |
1.1897 |
|
| R2 |
1.1981 |
1.1981 |
1.1888 |
|
| R1 |
1.1926 |
1.1926 |
1.1880 |
1.1908 |
| PP |
1.1889 |
1.1889 |
1.1889 |
1.1880 |
| S1 |
1.1835 |
1.1835 |
1.1863 |
1.1816 |
| S2 |
1.1798 |
1.1798 |
1.1855 |
|
| S3 |
1.1706 |
1.1743 |
1.1846 |
|
| S4 |
1.1615 |
1.1652 |
1.1821 |
|
|
| Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2470 |
1.2354 |
1.1972 |
|
| R3 |
1.2287 |
1.2171 |
1.1922 |
|
| R2 |
1.2103 |
1.2103 |
1.1905 |
|
| R1 |
1.1987 |
1.1987 |
1.1888 |
1.1954 |
| PP |
1.1920 |
1.1920 |
1.1920 |
1.1903 |
| S1 |
1.1804 |
1.1804 |
1.1855 |
1.1770 |
| S2 |
1.1736 |
1.1736 |
1.1838 |
|
| S3 |
1.1553 |
1.1620 |
1.1821 |
|
| S4 |
1.1369 |
1.1437 |
1.1771 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2036 |
1.1852 |
0.0184 |
1.5% |
0.0091 |
0.8% |
11% |
False |
True |
24,577 |
| 10 |
1.2036 |
1.1823 |
0.0213 |
1.8% |
0.0091 |
0.8% |
23% |
False |
False |
28,581 |
| 20 |
1.2075 |
1.1823 |
0.0252 |
2.1% |
0.0087 |
0.7% |
19% |
False |
False |
15,954 |
| 40 |
1.2075 |
1.1451 |
0.0624 |
5.3% |
0.0090 |
0.8% |
67% |
False |
False |
8,100 |
| 60 |
1.2075 |
1.1279 |
0.0797 |
6.7% |
0.0072 |
0.6% |
74% |
False |
False |
5,419 |
| 80 |
1.2075 |
1.1198 |
0.0877 |
7.4% |
0.0061 |
0.5% |
77% |
False |
False |
4,072 |
| 100 |
1.2075 |
1.1140 |
0.0935 |
7.9% |
0.0052 |
0.4% |
78% |
False |
False |
3,258 |
| 120 |
1.2075 |
1.1140 |
0.0935 |
7.9% |
0.0048 |
0.4% |
78% |
False |
False |
2,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2332 |
|
2.618 |
1.2183 |
|
1.618 |
1.2092 |
|
1.000 |
1.2035 |
|
0.618 |
1.2000 |
|
HIGH |
1.1944 |
|
0.618 |
1.1909 |
|
0.500 |
1.1898 |
|
0.382 |
1.1887 |
|
LOW |
1.1852 |
|
0.618 |
1.1795 |
|
1.000 |
1.1761 |
|
1.618 |
1.1704 |
|
2.618 |
1.1612 |
|
4.250 |
1.1463 |
|
|
| Fisher Pivots for day following 20-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1898 |
1.1944 |
| PP |
1.1889 |
1.1920 |
| S1 |
1.1880 |
1.1896 |
|