CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 30-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2024 |
30-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1919 |
1.1997 |
0.0078 |
0.7% |
1.1874 |
| High |
1.2005 |
1.1999 |
-0.0006 |
0.0% |
1.2005 |
| Low |
1.1874 |
1.1901 |
0.0028 |
0.2% |
1.1840 |
| Close |
1.1998 |
1.1911 |
-0.0087 |
-0.7% |
1.1998 |
| Range |
0.0131 |
0.0098 |
-0.0033 |
-25.2% |
0.0165 |
| ATR |
0.0096 |
0.0096 |
0.0000 |
0.2% |
0.0000 |
| Volume |
29,305 |
36,582 |
7,277 |
24.8% |
136,021 |
|
| Daily Pivots for day following 30-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2231 |
1.2169 |
1.1964 |
|
| R3 |
1.2133 |
1.2071 |
1.1937 |
|
| R2 |
1.2035 |
1.2035 |
1.1928 |
|
| R1 |
1.1973 |
1.1973 |
1.1919 |
1.1955 |
| PP |
1.1937 |
1.1937 |
1.1937 |
1.1928 |
| S1 |
1.1875 |
1.1875 |
1.1902 |
1.1857 |
| S2 |
1.1839 |
1.1839 |
1.1893 |
|
| S3 |
1.1741 |
1.1777 |
1.1884 |
|
| S4 |
1.1643 |
1.1679 |
1.1857 |
|
|
| 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% |
0.0107 |
0.9% |
43% |
False |
False |
29,861 |
| 10 |
1.2036 |
1.1840 |
0.0196 |
1.6% |
0.0100 |
0.8% |
36% |
False |
False |
27,733 |
| 20 |
1.2075 |
1.1823 |
0.0252 |
2.1% |
0.0095 |
0.8% |
35% |
False |
False |
24,394 |
| 40 |
1.2075 |
1.1600 |
0.0475 |
4.0% |
0.0093 |
0.8% |
65% |
False |
False |
12,398 |
| 60 |
1.2075 |
1.1325 |
0.0751 |
6.3% |
0.0079 |
0.7% |
78% |
False |
False |
8,295 |
| 80 |
1.2075 |
1.1279 |
0.0797 |
6.7% |
0.0068 |
0.6% |
79% |
False |
False |
6,229 |
| 100 |
1.2075 |
1.1180 |
0.0895 |
7.5% |
0.0056 |
0.5% |
82% |
False |
False |
4,984 |
| 120 |
1.2075 |
1.1140 |
0.0935 |
7.9% |
0.0052 |
0.4% |
82% |
False |
False |
4,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2416 |
|
2.618 |
1.2256 |
|
1.618 |
1.2158 |
|
1.000 |
1.2097 |
|
0.618 |
1.2060 |
|
HIGH |
1.1999 |
|
0.618 |
1.1962 |
|
0.500 |
1.1950 |
|
0.382 |
1.1938 |
|
LOW |
1.1901 |
|
0.618 |
1.1840 |
|
1.000 |
1.1803 |
|
1.618 |
1.1742 |
|
2.618 |
1.1644 |
|
4.250 |
1.1485 |
|
|
| Fisher Pivots for day following 30-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1950 |
1.1922 |
| PP |
1.1937 |
1.1918 |
| S1 |
1.1924 |
1.1914 |
|