CME Swiss Franc Future March 2025
Trading Metrics calculated at close of trading on 09-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2024 |
09-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
1.2160 |
1.2031 |
-0.0130 |
-1.1% |
1.2000 |
High |
1.2180 |
1.2031 |
-0.0150 |
-1.2% |
1.2180 |
Low |
1.2046 |
1.2031 |
-0.0015 |
-0.1% |
1.2000 |
Close |
1.2112 |
1.2031 |
-0.0081 |
-0.7% |
1.2112 |
Range |
0.0135 |
0.0000 |
-0.0135 |
-100.0% |
0.0180 |
ATR |
0.0063 |
0.0064 |
0.0001 |
2.1% |
0.0000 |
Volume |
11 |
0 |
-11 |
-100.0% |
17 |
|
Daily Pivots for day following 09-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2031 |
1.2031 |
1.2031 |
|
R3 |
1.2031 |
1.2031 |
1.2031 |
|
R2 |
1.2031 |
1.2031 |
1.2031 |
|
R1 |
1.2031 |
1.2031 |
1.2031 |
1.2031 |
PP |
1.2031 |
1.2031 |
1.2031 |
1.2031 |
S1 |
1.2031 |
1.2031 |
1.2031 |
1.2031 |
S2 |
1.2031 |
1.2031 |
1.2031 |
|
S3 |
1.2031 |
1.2031 |
1.2031 |
|
S4 |
1.2031 |
1.2031 |
1.2031 |
|
|
Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2637 |
1.2554 |
1.2211 |
|
R3 |
1.2457 |
1.2374 |
1.2161 |
|
R2 |
1.2277 |
1.2277 |
1.2145 |
|
R1 |
1.2194 |
1.2194 |
1.2128 |
1.2236 |
PP |
1.2097 |
1.2097 |
1.2097 |
1.2118 |
S1 |
1.2014 |
1.2014 |
1.2095 |
1.2056 |
S2 |
1.1917 |
1.1917 |
1.2079 |
|
S3 |
1.1737 |
1.1834 |
1.2062 |
|
S4 |
1.1557 |
1.1654 |
1.2013 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2180 |
1.2000 |
0.0180 |
1.5% |
0.0041 |
0.3% |
17% |
False |
False |
3 |
10 |
1.2180 |
1.2000 |
0.0180 |
1.5% |
0.0040 |
0.3% |
17% |
False |
False |
6 |
20 |
1.2180 |
1.1740 |
0.0440 |
3.7% |
0.0039 |
0.3% |
66% |
False |
False |
7 |
40 |
1.2180 |
1.1482 |
0.0698 |
5.8% |
0.0036 |
0.3% |
79% |
False |
False |
4 |
60 |
1.2180 |
1.1396 |
0.0785 |
6.5% |
0.0029 |
0.2% |
81% |
False |
False |
3 |
80 |
1.2180 |
1.1296 |
0.0885 |
7.4% |
0.0027 |
0.2% |
83% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2031 |
2.618 |
1.2031 |
1.618 |
1.2031 |
1.000 |
1.2031 |
0.618 |
1.2031 |
HIGH |
1.2031 |
0.618 |
1.2031 |
0.500 |
1.2031 |
0.382 |
1.2031 |
LOW |
1.2031 |
0.618 |
1.2031 |
1.000 |
1.2031 |
1.618 |
1.2031 |
2.618 |
1.2031 |
4.250 |
1.2031 |
|
|
Fisher Pivots for day following 09-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
1.2031 |
1.2105 |
PP |
1.2031 |
1.2080 |
S1 |
1.2031 |
1.2055 |
|