CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 04-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2024 |
04-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1864 |
1.1818 |
-0.0046 |
-0.4% |
1.1997 |
| High |
1.1873 |
1.1856 |
-0.0017 |
-0.1% |
1.1999 |
| Low |
1.1798 |
1.1709 |
-0.0089 |
-0.8% |
1.1709 |
| Close |
1.1816 |
1.1740 |
-0.0077 |
-0.6% |
1.1740 |
| Range |
0.0076 |
0.0147 |
0.0072 |
94.7% |
0.0290 |
| ATR |
0.0092 |
0.0096 |
0.0004 |
4.3% |
0.0000 |
| Volume |
37,926 |
35,139 |
-2,787 |
-7.3% |
164,884 |
|
| Daily Pivots for day following 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2209 |
1.2121 |
1.1820 |
|
| R3 |
1.2062 |
1.1974 |
1.1780 |
|
| R2 |
1.1915 |
1.1915 |
1.1766 |
|
| R1 |
1.1827 |
1.1827 |
1.1753 |
1.1798 |
| PP |
1.1768 |
1.1768 |
1.1768 |
1.1753 |
| S1 |
1.1680 |
1.1680 |
1.1726 |
1.1651 |
| S2 |
1.1621 |
1.1621 |
1.1713 |
|
| S3 |
1.1474 |
1.1533 |
1.1699 |
|
| S4 |
1.1327 |
1.1386 |
1.1659 |
|
|
| Weekly Pivots for week ending 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2686 |
1.2503 |
1.1899 |
|
| R3 |
1.2396 |
1.2213 |
1.1819 |
|
| R2 |
1.2106 |
1.2106 |
1.1793 |
|
| R1 |
1.1923 |
1.1923 |
1.1766 |
1.1869 |
| PP |
1.1816 |
1.1816 |
1.1816 |
1.1789 |
| S1 |
1.1633 |
1.1633 |
1.1713 |
1.1579 |
| S2 |
1.1526 |
1.1526 |
1.1686 |
|
| S3 |
1.1236 |
1.1343 |
1.1660 |
|
| S4 |
1.0946 |
1.1053 |
1.1580 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1999 |
1.1709 |
0.0290 |
2.5% |
0.0095 |
0.8% |
11% |
False |
True |
32,976 |
| 10 |
1.2005 |
1.1709 |
0.0296 |
2.5% |
0.0100 |
0.9% |
10% |
False |
True |
30,090 |
| 20 |
1.2036 |
1.1709 |
0.0327 |
2.8% |
0.0095 |
0.8% |
9% |
False |
True |
29,335 |
| 40 |
1.2075 |
1.1600 |
0.0475 |
4.0% |
0.0087 |
0.7% |
29% |
False |
False |
15,583 |
| 60 |
1.2075 |
1.1352 |
0.0723 |
6.2% |
0.0084 |
0.7% |
54% |
False |
False |
10,433 |
| 80 |
1.2075 |
1.1279 |
0.0797 |
6.8% |
0.0071 |
0.6% |
58% |
False |
False |
7,827 |
| 100 |
1.2075 |
1.1180 |
0.0895 |
7.6% |
0.0059 |
0.5% |
63% |
False |
False |
6,267 |
| 120 |
1.2075 |
1.1140 |
0.0935 |
8.0% |
0.0053 |
0.5% |
64% |
False |
False |
5,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2481 |
|
2.618 |
1.2241 |
|
1.618 |
1.2094 |
|
1.000 |
1.2003 |
|
0.618 |
1.1947 |
|
HIGH |
1.1856 |
|
0.618 |
1.1800 |
|
0.500 |
1.1783 |
|
0.382 |
1.1765 |
|
LOW |
1.1709 |
|
0.618 |
1.1618 |
|
1.000 |
1.1562 |
|
1.618 |
1.1471 |
|
2.618 |
1.1324 |
|
4.250 |
1.1084 |
|
|
| Fisher Pivots for day following 04-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1783 |
1.1821 |
| PP |
1.1768 |
1.1794 |
| S1 |
1.1754 |
1.1767 |
|