CME Swiss Franc Future March 2025
Trading Metrics calculated at close of trading on 17-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2024 |
17-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
1.2070 |
1.2051 |
-0.0019 |
-0.2% |
1.2031 |
High |
1.2070 |
1.2051 |
-0.0019 |
-0.2% |
1.2072 |
Low |
1.2058 |
1.2051 |
-0.0007 |
-0.1% |
1.1940 |
Close |
1.2058 |
1.2051 |
-0.0007 |
-0.1% |
1.2022 |
Range |
0.0012 |
0.0000 |
-0.0012 |
-100.0% |
0.0132 |
ATR |
0.0063 |
0.0059 |
-0.0004 |
-6.4% |
0.0000 |
Volume |
55 |
0 |
-55 |
-100.0% |
70 |
|
Daily Pivots for day following 17-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2051 |
1.2051 |
1.2051 |
|
R3 |
1.2051 |
1.2051 |
1.2051 |
|
R2 |
1.2051 |
1.2051 |
1.2051 |
|
R1 |
1.2051 |
1.2051 |
1.2051 |
1.2051 |
PP |
1.2051 |
1.2051 |
1.2051 |
1.2051 |
S1 |
1.2051 |
1.2051 |
1.2051 |
1.2051 |
S2 |
1.2051 |
1.2051 |
1.2051 |
|
S3 |
1.2051 |
1.2051 |
1.2051 |
|
S4 |
1.2051 |
1.2051 |
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% |
0.0019 |
0.2% |
84% |
False |
False |
14 |
10 |
1.2180 |
1.1940 |
0.0240 |
2.0% |
0.0032 |
0.3% |
46% |
False |
False |
14 |
20 |
1.2180 |
1.1880 |
0.0300 |
2.5% |
0.0038 |
0.3% |
57% |
False |
False |
13 |
40 |
1.2180 |
1.1521 |
0.0659 |
5.5% |
0.0039 |
0.3% |
80% |
False |
False |
7 |
60 |
1.2180 |
1.1396 |
0.0785 |
6.5% |
0.0030 |
0.2% |
84% |
False |
False |
5 |
80 |
1.2180 |
1.1296 |
0.0885 |
7.3% |
0.0027 |
0.2% |
85% |
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 |
1.2051 |
2.618 |
1.2051 |
1.618 |
1.2051 |
1.000 |
1.2051 |
0.618 |
1.2051 |
HIGH |
1.2051 |
0.618 |
1.2051 |
0.500 |
1.2051 |
0.382 |
1.2051 |
LOW |
1.2051 |
0.618 |
1.2051 |
1.000 |
1.2051 |
1.618 |
1.2051 |
2.618 |
1.2051 |
4.250 |
1.2051 |
|
|
Fisher Pivots for day following 17-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
1.2051 |
1.2052 |
PP |
1.2051 |
1.2052 |
S1 |
1.2051 |
1.2051 |
|