CME Swiss Franc Future December 2024
Trading Metrics calculated at close of trading on 02-Oct-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2024 |
02-Oct-2024 |
Change |
Change % |
Previous Week |
Open |
1.1922 |
1.1915 |
-0.0008 |
-0.1% |
1.1874 |
High |
1.1960 |
1.1933 |
-0.0027 |
-0.2% |
1.2005 |
Low |
1.1888 |
1.1851 |
-0.0038 |
-0.3% |
1.1840 |
Close |
1.1910 |
1.1865 |
-0.0046 |
-0.4% |
1.1998 |
Range |
0.0072 |
0.0083 |
0.0011 |
14.6% |
0.0165 |
ATR |
0.0094 |
0.0093 |
-0.0001 |
-0.9% |
0.0000 |
Volume |
32,152 |
23,085 |
-9,067 |
-28.2% |
136,021 |
|
Daily Pivots for day following 02-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2130 |
1.2080 |
1.1910 |
|
R3 |
1.2048 |
1.1997 |
1.1887 |
|
R2 |
1.1965 |
1.1965 |
1.1880 |
|
R1 |
1.1915 |
1.1915 |
1.1872 |
1.1899 |
PP |
1.1883 |
1.1883 |
1.1883 |
1.1875 |
S1 |
1.1832 |
1.1832 |
1.1857 |
1.1816 |
S2 |
1.1800 |
1.1800 |
1.1849 |
|
S3 |
1.1718 |
1.1750 |
1.1842 |
|
S4 |
1.1635 |
1.1667 |
1.1819 |
|
|
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% |
0.0095 |
0.8% |
15% |
False |
False |
31,426 |
10 |
1.2005 |
1.1840 |
0.0165 |
1.4% |
0.0096 |
0.8% |
15% |
False |
False |
28,316 |
20 |
1.2075 |
1.1823 |
0.0252 |
2.1% |
0.0095 |
0.8% |
16% |
False |
False |
26,611 |
40 |
1.2075 |
1.1600 |
0.0475 |
4.0% |
0.0090 |
0.8% |
56% |
False |
False |
13,764 |
60 |
1.2075 |
1.1325 |
0.0751 |
6.3% |
0.0081 |
0.7% |
72% |
False |
False |
9,216 |
80 |
1.2075 |
1.1279 |
0.0797 |
6.7% |
0.0068 |
0.6% |
74% |
False |
False |
6,918 |
100 |
1.2075 |
1.1180 |
0.0895 |
7.5% |
0.0057 |
0.5% |
76% |
False |
False |
5,536 |
120 |
1.2075 |
1.1140 |
0.0935 |
7.9% |
0.0052 |
0.4% |
77% |
False |
False |
4,613 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2284 |
2.618 |
1.2149 |
1.618 |
1.2066 |
1.000 |
1.2016 |
0.618 |
1.1984 |
HIGH |
1.1933 |
0.618 |
1.1901 |
0.500 |
1.1892 |
0.382 |
1.1882 |
LOW |
1.1851 |
0.618 |
1.1800 |
1.000 |
1.1768 |
1.618 |
1.1717 |
2.618 |
1.1635 |
4.250 |
1.1500 |
|
|
Fisher Pivots for day following 02-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1892 |
1.1925 |
PP |
1.1883 |
1.1905 |
S1 |
1.1874 |
1.1885 |
|