CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 18-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2024 |
18-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2051 |
1.2062 |
0.0011 |
0.1% |
1.2031 |
| High |
1.2051 |
1.2130 |
0.0079 |
0.7% |
1.2072 |
| Low |
1.2051 |
1.2062 |
0.0011 |
0.1% |
1.1940 |
| Close |
1.2051 |
1.2085 |
0.0034 |
0.3% |
1.2022 |
| Range |
0.0000 |
0.0069 |
0.0069 |
|
0.0132 |
| ATR |
0.0059 |
0.0060 |
0.0001 |
2.5% |
0.0000 |
| Volume |
0 |
16 |
16 |
|
70 |
|
| Daily Pivots for day following 18-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2298 |
1.2260 |
1.2123 |
|
| R3 |
1.2229 |
1.2191 |
1.2104 |
|
| R2 |
1.2161 |
1.2161 |
1.2098 |
|
| R1 |
1.2123 |
1.2123 |
1.2091 |
1.2142 |
| PP |
1.2092 |
1.2092 |
1.2092 |
1.2102 |
| S1 |
1.2054 |
1.2054 |
1.2079 |
1.2073 |
| S2 |
1.2024 |
1.2024 |
1.2072 |
|
| S3 |
1.1955 |
1.1986 |
1.2066 |
|
| S4 |
1.1887 |
1.1917 |
1.2047 |
|
|
| 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 |
1.2130 |
1.1940 |
0.0190 |
1.6% |
0.0030 |
0.2% |
76% |
True |
False |
16 |
| 10 |
1.2180 |
1.1940 |
0.0240 |
2.0% |
0.0033 |
0.3% |
60% |
False |
False |
15 |
| 20 |
1.2180 |
1.1940 |
0.0240 |
2.0% |
0.0037 |
0.3% |
60% |
False |
False |
12 |
| 40 |
1.2180 |
1.1521 |
0.0659 |
5.5% |
0.0040 |
0.3% |
86% |
False |
False |
7 |
| 60 |
1.2180 |
1.1396 |
0.0785 |
6.5% |
0.0031 |
0.3% |
88% |
False |
False |
5 |
| 80 |
1.2180 |
1.1296 |
0.0885 |
7.3% |
0.0028 |
0.2% |
89% |
False |
False |
4 |
| 100 |
1.2180 |
1.1290 |
0.0890 |
7.4% |
0.0025 |
0.2% |
89% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2421 |
|
2.618 |
1.2309 |
|
1.618 |
1.2241 |
|
1.000 |
1.2199 |
|
0.618 |
1.2172 |
|
HIGH |
1.2130 |
|
0.618 |
1.2104 |
|
0.500 |
1.2096 |
|
0.382 |
1.2088 |
|
LOW |
1.2062 |
|
0.618 |
1.2019 |
|
1.000 |
1.1993 |
|
1.618 |
1.1951 |
|
2.618 |
1.1882 |
|
4.250 |
1.1770 |
|
|
| Fisher Pivots for day following 18-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2096 |
1.2091 |
| PP |
1.2092 |
1.2089 |
| S1 |
1.2089 |
1.2087 |
|