CME Swiss Franc Future December 2024
Trading Metrics calculated at close of trading on 03-Oct-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2024 |
03-Oct-2024 |
Change |
Change % |
Previous Week |
Open |
1.1915 |
1.1864 |
-0.0051 |
-0.4% |
1.1874 |
High |
1.1933 |
1.1873 |
-0.0060 |
-0.5% |
1.2005 |
Low |
1.1851 |
1.1798 |
-0.0053 |
-0.4% |
1.1840 |
Close |
1.1865 |
1.1816 |
-0.0049 |
-0.4% |
1.1998 |
Range |
0.0083 |
0.0076 |
-0.0007 |
-8.5% |
0.0165 |
ATR |
0.0093 |
0.0092 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
23,085 |
37,926 |
14,841 |
64.3% |
136,021 |
|
Daily Pivots for day following 03-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2055 |
1.2011 |
1.1858 |
|
R3 |
1.1980 |
1.1936 |
1.1837 |
|
R2 |
1.1904 |
1.1904 |
1.1830 |
|
R1 |
1.1860 |
1.1860 |
1.1823 |
1.1845 |
PP |
1.1829 |
1.1829 |
1.1829 |
1.1821 |
S1 |
1.1785 |
1.1785 |
1.1809 |
1.1769 |
S2 |
1.1753 |
1.1753 |
1.1802 |
|
S3 |
1.1678 |
1.1709 |
1.1795 |
|
S4 |
1.1602 |
1.1634 |
1.1774 |
|
|
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 |
1.1798 |
0.0207 |
1.8% |
0.0092 |
0.8% |
9% |
False |
True |
31,810 |
10 |
1.2005 |
1.1798 |
0.0207 |
1.8% |
0.0094 |
0.8% |
9% |
False |
True |
29,057 |
20 |
1.2075 |
1.1798 |
0.0278 |
2.3% |
0.0095 |
0.8% |
7% |
False |
True |
28,133 |
40 |
1.2075 |
1.1600 |
0.0475 |
4.0% |
0.0087 |
0.7% |
45% |
False |
False |
14,707 |
60 |
1.2075 |
1.1352 |
0.0723 |
6.1% |
0.0082 |
0.7% |
64% |
False |
False |
9,848 |
80 |
1.2075 |
1.1279 |
0.0797 |
6.7% |
0.0069 |
0.6% |
67% |
False |
False |
7,388 |
100 |
1.2075 |
1.1180 |
0.0895 |
7.6% |
0.0058 |
0.5% |
71% |
False |
False |
5,915 |
120 |
1.2075 |
1.1140 |
0.0935 |
7.9% |
0.0053 |
0.4% |
72% |
False |
False |
4,929 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2194 |
2.618 |
1.2071 |
1.618 |
1.1995 |
1.000 |
1.1949 |
0.618 |
1.1920 |
HIGH |
1.1873 |
0.618 |
1.1844 |
0.500 |
1.1835 |
0.382 |
1.1826 |
LOW |
1.1798 |
0.618 |
1.1751 |
1.000 |
1.1722 |
1.618 |
1.1675 |
2.618 |
1.1600 |
4.250 |
1.1477 |
|
|
Fisher Pivots for day following 03-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1835 |
1.1879 |
PP |
1.1829 |
1.1858 |
S1 |
1.1822 |
1.1837 |
|