CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 11-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2024 |
11-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2014 |
1.2000 |
-0.0014 |
-0.1% |
1.2000 |
| High |
1.2051 |
1.2000 |
-0.0051 |
-0.4% |
1.2180 |
| Low |
1.2014 |
1.1989 |
-0.0026 |
-0.2% |
1.2000 |
| Close |
1.2051 |
1.1989 |
-0.0062 |
-0.5% |
1.2112 |
| Range |
0.0037 |
0.0012 |
-0.0025 |
-68.5% |
0.0180 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.0% |
0.0000 |
| Volume |
54 |
3 |
-51 |
-94.4% |
17 |
|
| Daily Pivots for day following 11-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2027 |
1.2019 |
1.1995 |
|
| R3 |
1.2015 |
1.2008 |
1.1992 |
|
| R2 |
1.2004 |
1.2004 |
1.1991 |
|
| R1 |
1.1996 |
1.1996 |
1.1990 |
1.1994 |
| PP |
1.1992 |
1.1992 |
1.1992 |
1.1991 |
| S1 |
1.1985 |
1.1985 |
1.1987 |
1.1983 |
| S2 |
1.1981 |
1.1981 |
1.1986 |
|
| S3 |
1.1969 |
1.1973 |
1.1985 |
|
| S4 |
1.1958 |
1.1962 |
1.1982 |
|
|
| 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 |
1.1989 |
0.0192 |
1.6% |
0.0037 |
0.3% |
0% |
False |
True |
13 |
| 10 |
1.2180 |
1.1989 |
0.0192 |
1.6% |
0.0037 |
0.3% |
0% |
False |
True |
8 |
| 20 |
1.2180 |
1.1740 |
0.0440 |
3.7% |
0.0038 |
0.3% |
56% |
False |
False |
10 |
| 40 |
1.2180 |
1.1521 |
0.0659 |
5.5% |
0.0037 |
0.3% |
71% |
False |
False |
5 |
| 60 |
1.2180 |
1.1396 |
0.0785 |
6.5% |
0.0029 |
0.2% |
76% |
False |
False |
4 |
| 80 |
1.2180 |
1.1296 |
0.0885 |
7.4% |
0.0027 |
0.2% |
78% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2049 |
|
2.618 |
1.2030 |
|
1.618 |
1.2019 |
|
1.000 |
1.2012 |
|
0.618 |
1.2007 |
|
HIGH |
1.2000 |
|
0.618 |
1.1996 |
|
0.500 |
1.1994 |
|
0.382 |
1.1993 |
|
LOW |
1.1989 |
|
0.618 |
1.1981 |
|
1.000 |
1.1977 |
|
1.618 |
1.1970 |
|
2.618 |
1.1958 |
|
4.250 |
1.1940 |
|
|
| Fisher Pivots for day following 11-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1994 |
1.2020 |
| PP |
1.1992 |
1.2009 |
| S1 |
1.1990 |
1.1999 |
|