CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 01-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2024 |
01-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1997 |
1.1922 |
-0.0075 |
-0.6% |
1.1874 |
| High |
1.1999 |
1.1960 |
-0.0039 |
-0.3% |
1.2005 |
| Low |
1.1901 |
1.1888 |
-0.0013 |
-0.1% |
1.1840 |
| Close |
1.1911 |
1.1910 |
-0.0001 |
0.0% |
1.1998 |
| Range |
0.0098 |
0.0072 |
-0.0026 |
-26.5% |
0.0165 |
| ATR |
0.0096 |
0.0094 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
36,582 |
32,152 |
-4,430 |
-12.1% |
136,021 |
|
| Daily Pivots for day following 01-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2135 |
1.2095 |
1.1950 |
|
| R3 |
1.2063 |
1.2023 |
1.1930 |
|
| R2 |
1.1991 |
1.1991 |
1.1923 |
|
| R1 |
1.1951 |
1.1951 |
1.1917 |
1.1935 |
| PP |
1.1919 |
1.1919 |
1.1919 |
1.1912 |
| S1 |
1.1879 |
1.1879 |
1.1903 |
1.1863 |
| S2 |
1.1847 |
1.1847 |
1.1897 |
|
| S3 |
1.1775 |
1.1807 |
1.1890 |
|
| S4 |
1.1703 |
1.1735 |
1.1870 |
|
|
| 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% |
43% |
False |
False |
32,521 |
| 10 |
1.2036 |
1.1840 |
0.0196 |
1.6% |
0.0101 |
0.8% |
36% |
False |
False |
28,755 |
| 20 |
1.2075 |
1.1823 |
0.0252 |
2.1% |
0.0095 |
0.8% |
35% |
False |
False |
25,839 |
| 40 |
1.2075 |
1.1600 |
0.0475 |
4.0% |
0.0090 |
0.8% |
65% |
False |
False |
13,187 |
| 60 |
1.2075 |
1.1325 |
0.0751 |
6.3% |
0.0080 |
0.7% |
78% |
False |
False |
8,831 |
| 80 |
1.2075 |
1.1279 |
0.0797 |
6.7% |
0.0069 |
0.6% |
79% |
False |
False |
6,630 |
| 100 |
1.2075 |
1.1180 |
0.0895 |
7.5% |
0.0057 |
0.5% |
82% |
False |
False |
5,305 |
| 120 |
1.2075 |
1.1140 |
0.0935 |
7.9% |
0.0052 |
0.4% |
82% |
False |
False |
4,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2266 |
|
2.618 |
1.2148 |
|
1.618 |
1.2076 |
|
1.000 |
1.2032 |
|
0.618 |
1.2004 |
|
HIGH |
1.1960 |
|
0.618 |
1.1932 |
|
0.500 |
1.1924 |
|
0.382 |
1.1916 |
|
LOW |
1.1888 |
|
0.618 |
1.1844 |
|
1.000 |
1.1816 |
|
1.618 |
1.1772 |
|
2.618 |
1.1700 |
|
4.250 |
1.1582 |
|
|
| Fisher Pivots for day following 01-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1924 |
1.1939 |
| PP |
1.1919 |
1.1929 |
| S1 |
1.1915 |
1.1920 |
|