CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 25-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2024 |
25-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1915 |
1.1972 |
0.0057 |
0.5% |
1.1910 |
| High |
1.1971 |
1.1993 |
0.0022 |
0.2% |
1.2036 |
| Low |
1.1887 |
1.1863 |
-0.0025 |
-0.2% |
1.1852 |
| Close |
1.1956 |
1.1874 |
-0.0082 |
-0.7% |
1.1872 |
| Range |
0.0084 |
0.0130 |
0.0047 |
55.7% |
0.0184 |
| ATR |
0.0090 |
0.0093 |
0.0003 |
3.1% |
0.0000 |
| Volume |
18,852 |
28,564 |
9,712 |
51.5% |
122,889 |
|
| Daily Pivots for day following 25-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2300 |
1.2217 |
1.1946 |
|
| R3 |
1.2170 |
1.2087 |
1.1910 |
|
| R2 |
1.2040 |
1.2040 |
1.1898 |
|
| R1 |
1.1957 |
1.1957 |
1.1886 |
1.1933 |
| PP |
1.1910 |
1.1910 |
1.1910 |
1.1898 |
| S1 |
1.1827 |
1.1827 |
1.1862 |
1.1803 |
| S2 |
1.1780 |
1.1780 |
1.1850 |
|
| S3 |
1.1650 |
1.1697 |
1.1838 |
|
| S4 |
1.1520 |
1.1567 |
1.1803 |
|
|
| 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 |
1.1993 |
1.1849 |
0.0144 |
1.2% |
0.0097 |
0.8% |
18% |
True |
False |
25,206 |
| 10 |
1.2036 |
1.1823 |
0.0213 |
1.8% |
0.0091 |
0.8% |
24% |
False |
False |
26,073 |
| 20 |
1.2075 |
1.1823 |
0.0252 |
2.1% |
0.0091 |
0.8% |
20% |
False |
False |
19,383 |
| 40 |
1.2075 |
1.1519 |
0.0556 |
4.7% |
0.0093 |
0.8% |
64% |
False |
False |
9,867 |
| 60 |
1.2075 |
1.1279 |
0.0797 |
6.7% |
0.0076 |
0.6% |
75% |
False |
False |
6,597 |
| 80 |
1.2075 |
1.1279 |
0.0797 |
6.7% |
0.0064 |
0.5% |
75% |
False |
False |
4,956 |
| 100 |
1.2075 |
1.1180 |
0.0895 |
7.5% |
0.0054 |
0.5% |
78% |
False |
False |
3,965 |
| 120 |
1.2075 |
1.1140 |
0.0935 |
7.9% |
0.0050 |
0.4% |
79% |
False |
False |
3,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2545 |
|
2.618 |
1.2333 |
|
1.618 |
1.2203 |
|
1.000 |
1.2123 |
|
0.618 |
1.2073 |
|
HIGH |
1.1993 |
|
0.618 |
1.1943 |
|
0.500 |
1.1928 |
|
0.382 |
1.1912 |
|
LOW |
1.1863 |
|
0.618 |
1.1782 |
|
1.000 |
1.1733 |
|
1.618 |
1.1652 |
|
2.618 |
1.1522 |
|
4.250 |
1.1310 |
|
|
| Fisher Pivots for day following 25-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1928 |
1.1921 |
| PP |
1.1910 |
1.1905 |
| S1 |
1.1892 |
1.1890 |
|