CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 16-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2024 |
16-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2033 |
1.2070 |
0.0037 |
0.3% |
1.2031 |
| High |
1.2072 |
1.2070 |
-0.0003 |
0.0% |
1.2072 |
| Low |
1.2033 |
1.2058 |
0.0025 |
0.2% |
1.1940 |
| Close |
1.2022 |
1.2058 |
0.0036 |
0.3% |
1.2022 |
| Range |
0.0040 |
0.0012 |
-0.0028 |
-69.6% |
0.0132 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
9 |
55 |
46 |
511.1% |
70 |
|
| Daily Pivots for day following 16-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2098 |
1.2090 |
1.2064 |
|
| R3 |
1.2086 |
1.2078 |
1.2061 |
|
| R2 |
1.2074 |
1.2074 |
1.2060 |
|
| R1 |
1.2066 |
1.2066 |
1.2059 |
1.2064 |
| PP |
1.2062 |
1.2062 |
1.2062 |
1.2061 |
| S1 |
1.2054 |
1.2054 |
1.2056 |
1.2052 |
| S2 |
1.2050 |
1.2050 |
1.2055 |
|
| S3 |
1.2038 |
1.2042 |
1.2054 |
|
| S4 |
1.2026 |
1.2030 |
1.2051 |
|
|
| 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% |
0.0026 |
0.2% |
89% |
False |
False |
25 |
| 10 |
1.2180 |
1.1940 |
0.0240 |
2.0% |
0.0034 |
0.3% |
49% |
False |
False |
14 |
| 20 |
1.2180 |
1.1870 |
0.0310 |
2.6% |
0.0038 |
0.3% |
60% |
False |
False |
13 |
| 40 |
1.2180 |
1.1521 |
0.0659 |
5.5% |
0.0039 |
0.3% |
81% |
False |
False |
7 |
| 60 |
1.2180 |
1.1396 |
0.0785 |
6.5% |
0.0030 |
0.3% |
84% |
False |
False |
5 |
| 80 |
1.2180 |
1.1296 |
0.0885 |
7.3% |
0.0027 |
0.2% |
86% |
False |
False |
4 |
| 100 |
1.2180 |
1.1290 |
0.0890 |
7.4% |
0.0025 |
0.2% |
86% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2121 |
|
2.618 |
1.2101 |
|
1.618 |
1.2089 |
|
1.000 |
1.2082 |
|
0.618 |
1.2077 |
|
HIGH |
1.2070 |
|
0.618 |
1.2065 |
|
0.500 |
1.2064 |
|
0.382 |
1.2062 |
|
LOW |
1.2058 |
|
0.618 |
1.2050 |
|
1.000 |
1.2046 |
|
1.618 |
1.2038 |
|
2.618 |
1.2026 |
|
4.250 |
1.2007 |
|
|
| Fisher Pivots for day following 16-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2064 |
1.2040 |
| PP |
1.2062 |
1.2023 |
| S1 |
1.2060 |
1.2006 |
|