CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 12-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2024 |
12-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2000 |
1.1940 |
-0.0060 |
-0.5% |
1.2000 |
| High |
1.2000 |
1.1971 |
-0.0030 |
-0.2% |
1.2180 |
| Low |
1.1989 |
1.1940 |
-0.0049 |
-0.4% |
1.2000 |
| Close |
1.1989 |
1.1971 |
-0.0018 |
-0.2% |
1.2112 |
| Range |
0.0012 |
0.0031 |
0.0019 |
165.2% |
0.0180 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
3 |
4 |
1 |
33.3% |
17 |
|
| Daily Pivots for day following 12-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2052 |
1.2042 |
1.1987 |
|
| R3 |
1.2021 |
1.2011 |
1.1979 |
|
| R2 |
1.1991 |
1.1991 |
1.1976 |
|
| R1 |
1.1981 |
1.1981 |
1.1973 |
1.1986 |
| PP |
1.1960 |
1.1960 |
1.1960 |
1.1963 |
| S1 |
1.1950 |
1.1950 |
1.1968 |
1.1955 |
| S2 |
1.1930 |
1.1930 |
1.1965 |
|
| S3 |
1.1899 |
1.1920 |
1.1962 |
|
| S4 |
1.1869 |
1.1889 |
1.1954 |
|
|
| 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 |
1.1940 |
0.0240 |
2.0% |
0.0043 |
0.4% |
13% |
False |
True |
14 |
| 10 |
1.2180 |
1.1940 |
0.0240 |
2.0% |
0.0040 |
0.3% |
13% |
False |
True |
8 |
| 20 |
1.2180 |
1.1740 |
0.0440 |
3.7% |
0.0040 |
0.3% |
52% |
False |
False |
10 |
| 40 |
1.2180 |
1.1521 |
0.0659 |
5.5% |
0.0038 |
0.3% |
68% |
False |
False |
5 |
| 60 |
1.2180 |
1.1396 |
0.0785 |
6.6% |
0.0030 |
0.2% |
73% |
False |
False |
4 |
| 80 |
1.2180 |
1.1296 |
0.0885 |
7.4% |
0.0027 |
0.2% |
76% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2100 |
|
2.618 |
1.2050 |
|
1.618 |
1.2020 |
|
1.000 |
1.2001 |
|
0.618 |
1.1989 |
|
HIGH |
1.1971 |
|
0.618 |
1.1959 |
|
0.500 |
1.1955 |
|
0.382 |
1.1952 |
|
LOW |
1.1940 |
|
0.618 |
1.1921 |
|
1.000 |
1.1910 |
|
1.618 |
1.1891 |
|
2.618 |
1.1860 |
|
4.250 |
1.1810 |
|
|
| Fisher Pivots for day following 12-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1965 |
1.1995 |
| PP |
1.1960 |
1.1987 |
| S1 |
1.1955 |
1.1979 |
|