CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 10-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2024 |
10-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2031 |
1.2014 |
-0.0017 |
-0.1% |
1.2000 |
| High |
1.2031 |
1.2051 |
0.0020 |
0.2% |
1.2180 |
| Low |
1.2031 |
1.2014 |
-0.0017 |
-0.1% |
1.2000 |
| Close |
1.2031 |
1.2051 |
0.0020 |
0.2% |
1.2112 |
| Range |
0.0000 |
0.0037 |
0.0037 |
|
0.0180 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
0 |
54 |
54 |
|
17 |
|
| Daily Pivots for day following 10-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2148 |
1.2136 |
1.2071 |
|
| R3 |
1.2111 |
1.2099 |
1.2061 |
|
| R2 |
1.2075 |
1.2075 |
1.2057 |
|
| R1 |
1.2063 |
1.2063 |
1.2054 |
1.2069 |
| PP |
1.2038 |
1.2038 |
1.2038 |
1.2041 |
| S1 |
1.2026 |
1.2026 |
1.2047 |
1.2032 |
| S2 |
1.2002 |
1.2002 |
1.2044 |
|
| S3 |
1.1965 |
1.1990 |
1.2040 |
|
| S4 |
1.1929 |
1.1953 |
1.2030 |
|
|
| 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% |
0.0046 |
0.4% |
28% |
False |
False |
13 |
| 10 |
1.2180 |
1.2000 |
0.0180 |
1.5% |
0.0041 |
0.3% |
28% |
False |
False |
10 |
| 20 |
1.2180 |
1.1740 |
0.0440 |
3.7% |
0.0038 |
0.3% |
71% |
False |
False |
9 |
| 40 |
1.2180 |
1.1498 |
0.0682 |
5.7% |
0.0037 |
0.3% |
81% |
False |
False |
5 |
| 60 |
1.2180 |
1.1396 |
0.0785 |
6.5% |
0.0030 |
0.2% |
83% |
False |
False |
4 |
| 80 |
1.2180 |
1.1296 |
0.0885 |
7.3% |
0.0027 |
0.2% |
85% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2206 |
|
2.618 |
1.2146 |
|
1.618 |
1.2110 |
|
1.000 |
1.2087 |
|
0.618 |
1.2073 |
|
HIGH |
1.2051 |
|
0.618 |
1.2037 |
|
0.500 |
1.2032 |
|
0.382 |
1.2028 |
|
LOW |
1.2014 |
|
0.618 |
1.1991 |
|
1.000 |
1.1978 |
|
1.618 |
1.1955 |
|
2.618 |
1.1918 |
|
4.250 |
1.1859 |
|
|
| Fisher Pivots for day following 10-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2044 |
1.2097 |
| PP |
1.2038 |
1.2082 |
| S1 |
1.2032 |
1.2066 |
|