CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 27-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2024 |
27-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1865 |
1.1919 |
0.0054 |
0.5% |
1.1874 |
| High |
1.1932 |
1.2005 |
0.0073 |
0.6% |
1.2005 |
| Low |
1.1840 |
1.1874 |
0.0034 |
0.3% |
1.1840 |
| Close |
1.1926 |
1.1998 |
0.0072 |
0.6% |
1.1998 |
| Range |
0.0092 |
0.0131 |
0.0039 |
42.4% |
0.0165 |
| ATR |
0.0093 |
0.0096 |
0.0003 |
2.9% |
0.0000 |
| Volume |
36,006 |
29,305 |
-6,701 |
-18.6% |
136,021 |
|
| Daily Pivots for day following 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2352 |
1.2306 |
1.2070 |
|
| R3 |
1.2221 |
1.2175 |
1.2034 |
|
| R2 |
1.2090 |
1.2090 |
1.2022 |
|
| R1 |
1.2044 |
1.2044 |
1.2010 |
1.2067 |
| PP |
1.1959 |
1.1959 |
1.1959 |
1.1970 |
| S1 |
1.1913 |
1.1913 |
1.1985 |
1.1936 |
| S2 |
1.1828 |
1.1828 |
1.1973 |
|
| S3 |
1.1697 |
1.1782 |
1.1961 |
|
| S4 |
1.1566 |
1.1651 |
1.1925 |
|
|
| Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2441 |
1.2384 |
1.2088 |
|
| R3 |
1.2276 |
1.2219 |
1.2043 |
|
| R2 |
1.2112 |
1.2112 |
1.2028 |
|
| R1 |
1.2055 |
1.2055 |
1.2013 |
1.2083 |
| PP |
1.1947 |
1.1947 |
1.1947 |
1.1962 |
| S1 |
1.1890 |
1.1890 |
1.1982 |
1.1919 |
| S2 |
1.1783 |
1.1783 |
1.1967 |
|
| S3 |
1.1618 |
1.1726 |
1.1952 |
|
| S4 |
1.1454 |
1.1561 |
1.1907 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2005 |
1.1840 |
0.0165 |
1.4% |
0.0105 |
0.9% |
96% |
True |
False |
27,204 |
| 10 |
1.2036 |
1.1840 |
0.0196 |
1.6% |
0.0098 |
0.8% |
81% |
False |
False |
25,891 |
| 20 |
1.2075 |
1.1823 |
0.0252 |
2.1% |
0.0093 |
0.8% |
69% |
False |
False |
22,601 |
| 40 |
1.2075 |
1.1600 |
0.0475 |
4.0% |
0.0096 |
0.8% |
84% |
False |
False |
11,494 |
| 60 |
1.2075 |
1.1281 |
0.0795 |
6.6% |
0.0079 |
0.7% |
90% |
False |
False |
7,685 |
| 80 |
1.2075 |
1.1279 |
0.0797 |
6.6% |
0.0067 |
0.6% |
90% |
False |
False |
5,772 |
| 100 |
1.2075 |
1.1180 |
0.0895 |
7.5% |
0.0055 |
0.5% |
91% |
False |
False |
4,618 |
| 120 |
1.2075 |
1.1140 |
0.0935 |
7.8% |
0.0051 |
0.4% |
92% |
False |
False |
3,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2561 |
|
2.618 |
1.2347 |
|
1.618 |
1.2216 |
|
1.000 |
1.2136 |
|
0.618 |
1.2085 |
|
HIGH |
1.2005 |
|
0.618 |
1.1954 |
|
0.500 |
1.1939 |
|
0.382 |
1.1924 |
|
LOW |
1.1874 |
|
0.618 |
1.1793 |
|
1.000 |
1.1743 |
|
1.618 |
1.1662 |
|
2.618 |
1.1531 |
|
4.250 |
1.1317 |
|
|
| Fisher Pivots for day following 27-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1978 |
1.1972 |
| PP |
1.1959 |
1.1947 |
| S1 |
1.1939 |
1.1922 |
|