CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 23-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2024 |
23-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1907 |
1.1874 |
-0.0034 |
-0.3% |
1.1910 |
| High |
1.1944 |
1.1936 |
-0.0008 |
-0.1% |
1.2036 |
| Low |
1.1852 |
1.1849 |
-0.0004 |
0.0% |
1.1852 |
| Close |
1.1872 |
1.1923 |
0.0051 |
0.4% |
1.1872 |
| Range |
0.0092 |
0.0087 |
-0.0005 |
-4.9% |
0.0184 |
| ATR |
0.0091 |
0.0091 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
24,813 |
23,294 |
-1,519 |
-6.1% |
122,889 |
|
| Daily Pivots for day following 23-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2163 |
1.2130 |
1.1970 |
|
| R3 |
1.2076 |
1.2043 |
1.1946 |
|
| R2 |
1.1989 |
1.1989 |
1.1938 |
|
| R1 |
1.1956 |
1.1956 |
1.1930 |
1.1973 |
| PP |
1.1902 |
1.1902 |
1.1902 |
1.1911 |
| S1 |
1.1869 |
1.1869 |
1.1915 |
1.1886 |
| S2 |
1.1815 |
1.1815 |
1.1907 |
|
| S3 |
1.1728 |
1.1782 |
1.1899 |
|
| S4 |
1.1641 |
1.1695 |
1.1875 |
|
|
| 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 |
1.1849 |
0.0187 |
1.6% |
0.0093 |
0.8% |
40% |
False |
True |
25,605 |
| 10 |
1.2036 |
1.1823 |
0.0213 |
1.8% |
0.0091 |
0.8% |
47% |
False |
False |
30,092 |
| 20 |
1.2075 |
1.1823 |
0.0252 |
2.1% |
0.0087 |
0.7% |
39% |
False |
False |
17,068 |
| 40 |
1.2075 |
1.1451 |
0.0624 |
5.2% |
0.0091 |
0.8% |
76% |
False |
False |
8,682 |
| 60 |
1.2075 |
1.1279 |
0.0797 |
6.7% |
0.0073 |
0.6% |
81% |
False |
False |
5,807 |
| 80 |
1.2075 |
1.1277 |
0.0799 |
6.7% |
0.0062 |
0.5% |
81% |
False |
False |
4,363 |
| 100 |
1.2075 |
1.1140 |
0.0935 |
7.8% |
0.0053 |
0.4% |
84% |
False |
False |
3,491 |
| 120 |
1.2075 |
1.1140 |
0.0935 |
7.8% |
0.0048 |
0.4% |
84% |
False |
False |
2,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2305 |
|
2.618 |
1.2163 |
|
1.618 |
1.2076 |
|
1.000 |
1.2023 |
|
0.618 |
1.1989 |
|
HIGH |
1.1936 |
|
0.618 |
1.1902 |
|
0.500 |
1.1892 |
|
0.382 |
1.1882 |
|
LOW |
1.1849 |
|
0.618 |
1.1795 |
|
1.000 |
1.1762 |
|
1.618 |
1.1708 |
|
2.618 |
1.1621 |
|
4.250 |
1.1479 |
|
|
| Fisher Pivots for day following 23-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1912 |
1.1915 |
| PP |
1.1902 |
1.1907 |
| S1 |
1.1892 |
1.1899 |
|