CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 26-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2024 |
26-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1972 |
1.1865 |
-0.0107 |
-0.9% |
1.1910 |
| High |
1.1993 |
1.1932 |
-0.0061 |
-0.5% |
1.2036 |
| Low |
1.1863 |
1.1840 |
-0.0023 |
-0.2% |
1.1852 |
| Close |
1.1874 |
1.1926 |
0.0052 |
0.4% |
1.1872 |
| Range |
0.0130 |
0.0092 |
-0.0038 |
-29.2% |
0.0184 |
| ATR |
0.0093 |
0.0093 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
28,564 |
36,006 |
7,442 |
26.1% |
122,889 |
|
| Daily Pivots for day following 26-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2175 |
1.2142 |
1.1976 |
|
| R3 |
1.2083 |
1.2050 |
1.1951 |
|
| R2 |
1.1991 |
1.1991 |
1.1942 |
|
| R1 |
1.1958 |
1.1958 |
1.1934 |
1.1975 |
| PP |
1.1899 |
1.1899 |
1.1899 |
1.1907 |
| S1 |
1.1866 |
1.1866 |
1.1917 |
1.1883 |
| S2 |
1.1807 |
1.1807 |
1.1909 |
|
| S3 |
1.1715 |
1.1774 |
1.1900 |
|
| S4 |
1.1623 |
1.1682 |
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 |
1.1993 |
1.1840 |
0.0153 |
1.3% |
0.0097 |
0.8% |
56% |
False |
True |
26,305 |
| 10 |
1.2036 |
1.1840 |
0.0196 |
1.6% |
0.0095 |
0.8% |
44% |
False |
True |
26,386 |
| 20 |
1.2075 |
1.1823 |
0.0252 |
2.1% |
0.0093 |
0.8% |
41% |
False |
False |
21,161 |
| 40 |
1.2075 |
1.1583 |
0.0493 |
4.1% |
0.0094 |
0.8% |
70% |
False |
False |
10,765 |
| 60 |
1.2075 |
1.1281 |
0.0795 |
6.7% |
0.0077 |
0.6% |
81% |
False |
False |
7,197 |
| 80 |
1.2075 |
1.1279 |
0.0797 |
6.7% |
0.0065 |
0.5% |
81% |
False |
False |
5,406 |
| 100 |
1.2075 |
1.1180 |
0.0895 |
7.5% |
0.0054 |
0.5% |
83% |
False |
False |
4,325 |
| 120 |
1.2075 |
1.1140 |
0.0935 |
7.8% |
0.0050 |
0.4% |
84% |
False |
False |
3,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2323 |
|
2.618 |
1.2173 |
|
1.618 |
1.2081 |
|
1.000 |
1.2024 |
|
0.618 |
1.1989 |
|
HIGH |
1.1932 |
|
0.618 |
1.1897 |
|
0.500 |
1.1886 |
|
0.382 |
1.1875 |
|
LOW |
1.1840 |
|
0.618 |
1.1783 |
|
1.000 |
1.1748 |
|
1.618 |
1.1691 |
|
2.618 |
1.1599 |
|
4.250 |
1.1449 |
|
|
| Fisher Pivots for day following 26-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1912 |
1.1922 |
| PP |
1.1899 |
1.1919 |
| S1 |
1.1886 |
1.1916 |
|