CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 24-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2024 |
24-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1874 |
1.1915 |
0.0042 |
0.3% |
1.1910 |
| High |
1.1936 |
1.1971 |
0.0035 |
0.3% |
1.2036 |
| Low |
1.1849 |
1.1887 |
0.0039 |
0.3% |
1.1852 |
| Close |
1.1923 |
1.1956 |
0.0033 |
0.3% |
1.1872 |
| Range |
0.0087 |
0.0084 |
-0.0004 |
-4.0% |
0.0184 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
23,294 |
18,852 |
-4,442 |
-19.1% |
122,889 |
|
| Daily Pivots for day following 24-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2188 |
1.2155 |
1.2001 |
|
| R3 |
1.2105 |
1.2072 |
1.1978 |
|
| R2 |
1.2021 |
1.2021 |
1.1971 |
|
| R1 |
1.1988 |
1.1988 |
1.1963 |
1.2005 |
| PP |
1.1938 |
1.1938 |
1.1938 |
1.1946 |
| S1 |
1.1905 |
1.1905 |
1.1948 |
1.1921 |
| S2 |
1.1854 |
1.1854 |
1.1940 |
|
| S3 |
1.1771 |
1.1821 |
1.1933 |
|
| S4 |
1.1687 |
1.1738 |
1.1910 |
|
|
| 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% |
0.0097 |
0.8% |
57% |
False |
False |
24,989 |
| 10 |
1.2036 |
1.1823 |
0.0213 |
1.8% |
0.0093 |
0.8% |
62% |
False |
False |
29,508 |
| 20 |
1.2075 |
1.1823 |
0.0252 |
2.1% |
0.0089 |
0.7% |
53% |
False |
False |
17,999 |
| 40 |
1.2075 |
1.1451 |
0.0624 |
5.2% |
0.0092 |
0.8% |
81% |
False |
False |
9,153 |
| 60 |
1.2075 |
1.1279 |
0.0797 |
6.7% |
0.0074 |
0.6% |
85% |
False |
False |
6,121 |
| 80 |
1.2075 |
1.1277 |
0.0799 |
6.7% |
0.0063 |
0.5% |
85% |
False |
False |
4,599 |
| 100 |
1.2075 |
1.1180 |
0.0895 |
7.5% |
0.0053 |
0.4% |
87% |
False |
False |
3,679 |
| 120 |
1.2075 |
1.1140 |
0.0935 |
7.8% |
0.0049 |
0.4% |
87% |
False |
False |
3,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2325 |
|
2.618 |
1.2189 |
|
1.618 |
1.2106 |
|
1.000 |
1.2054 |
|
0.618 |
1.2022 |
|
HIGH |
1.1971 |
|
0.618 |
1.1939 |
|
0.500 |
1.1929 |
|
0.382 |
1.1919 |
|
LOW |
1.1887 |
|
0.618 |
1.1835 |
|
1.000 |
1.1804 |
|
1.618 |
1.1752 |
|
2.618 |
1.1668 |
|
4.250 |
1.1532 |
|
|
| Fisher Pivots for day following 24-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1947 |
1.1940 |
| PP |
1.1938 |
1.1925 |
| S1 |
1.1929 |
1.1910 |
|