CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 13-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2024 |
13-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1940 |
1.2033 |
0.0093 |
0.8% |
1.2031 |
| High |
1.1971 |
1.2072 |
0.0102 |
0.8% |
1.2072 |
| Low |
1.1940 |
1.2033 |
0.0093 |
0.8% |
1.1940 |
| Close |
1.1971 |
1.2022 |
0.0052 |
0.4% |
1.2022 |
| Range |
0.0031 |
0.0040 |
0.0009 |
29.5% |
0.0132 |
| ATR |
0.0061 |
0.0064 |
0.0003 |
4.7% |
0.0000 |
| Volume |
4 |
9 |
5 |
125.0% |
70 |
|
| Daily Pivots for day following 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2161 |
1.2131 |
1.2044 |
|
| R3 |
1.2121 |
1.2091 |
1.2033 |
|
| R2 |
1.2082 |
1.2082 |
1.2029 |
|
| R1 |
1.2052 |
1.2052 |
1.2026 |
1.2047 |
| PP |
1.2042 |
1.2042 |
1.2042 |
1.2040 |
| S1 |
1.2012 |
1.2012 |
1.2018 |
1.2008 |
| S2 |
1.2003 |
1.2003 |
1.2015 |
|
| S3 |
1.1963 |
1.1973 |
1.2011 |
|
| S4 |
1.1924 |
1.1933 |
1.2000 |
|
|
| Weekly Pivots for week ending 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2407 |
1.2347 |
1.2095 |
|
| R3 |
1.2275 |
1.2215 |
1.2058 |
|
| R2 |
1.2143 |
1.2143 |
1.2046 |
|
| R1 |
1.2083 |
1.2083 |
1.2034 |
1.2047 |
| PP |
1.2011 |
1.2011 |
1.2011 |
1.1994 |
| S1 |
1.1951 |
1.1951 |
1.2010 |
1.1915 |
| S2 |
1.1879 |
1.1879 |
1.1998 |
|
| S3 |
1.1747 |
1.1819 |
1.1986 |
|
| S4 |
1.1615 |
1.1687 |
1.1949 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2072 |
1.1940 |
0.0132 |
1.1% |
0.0024 |
0.2% |
62% |
True |
False |
14 |
| 10 |
1.2180 |
1.1940 |
0.0240 |
2.0% |
0.0036 |
0.3% |
34% |
False |
False |
9 |
| 20 |
1.2180 |
1.1740 |
0.0440 |
3.7% |
0.0042 |
0.3% |
64% |
False |
False |
10 |
| 40 |
1.2180 |
1.1521 |
0.0659 |
5.5% |
0.0039 |
0.3% |
76% |
False |
False |
6 |
| 60 |
1.2180 |
1.1396 |
0.0785 |
6.5% |
0.0030 |
0.3% |
80% |
False |
False |
4 |
| 80 |
1.2180 |
1.1296 |
0.0885 |
7.4% |
0.0028 |
0.2% |
82% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2240 |
|
2.618 |
1.2175 |
|
1.618 |
1.2136 |
|
1.000 |
1.2112 |
|
0.618 |
1.2096 |
|
HIGH |
1.2072 |
|
0.618 |
1.2057 |
|
0.500 |
1.2052 |
|
0.382 |
1.2048 |
|
LOW |
1.2033 |
|
0.618 |
1.2008 |
|
1.000 |
1.1993 |
|
1.618 |
1.1969 |
|
2.618 |
1.1929 |
|
4.250 |
1.1865 |
|
|
| Fisher Pivots for day following 13-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2052 |
1.2017 |
| PP |
1.2042 |
1.2011 |
| S1 |
1.2032 |
1.2006 |
|