CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 19-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2024 |
19-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2062 |
1.1988 |
-0.0074 |
-0.6% |
1.2031 |
| High |
1.2130 |
1.2026 |
-0.0105 |
-0.9% |
1.2072 |
| Low |
1.2062 |
1.1988 |
-0.0074 |
-0.6% |
1.1940 |
| Close |
1.2085 |
1.2026 |
-0.0060 |
-0.5% |
1.2022 |
| Range |
0.0069 |
0.0038 |
-0.0031 |
-44.5% |
0.0132 |
| ATR |
0.0060 |
0.0063 |
0.0003 |
4.4% |
0.0000 |
| Volume |
16 |
30 |
14 |
87.5% |
70 |
|
| Daily Pivots for day following 19-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2127 |
1.2114 |
1.2046 |
|
| R3 |
1.2089 |
1.2076 |
1.2036 |
|
| R2 |
1.2051 |
1.2051 |
1.2032 |
|
| R1 |
1.2038 |
1.2038 |
1.2029 |
1.2045 |
| PP |
1.2013 |
1.2013 |
1.2013 |
1.2016 |
| S1 |
1.2000 |
1.2000 |
1.2022 |
1.2007 |
| S2 |
1.1975 |
1.1975 |
1.2019 |
|
| S3 |
1.1937 |
1.1962 |
1.2015 |
|
| S4 |
1.1899 |
1.1924 |
1.2005 |
|
|
| 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 |
1.1988 |
0.0143 |
1.2% |
0.0032 |
0.3% |
27% |
False |
True |
22 |
| 10 |
1.2180 |
1.1940 |
0.0240 |
2.0% |
0.0037 |
0.3% |
36% |
False |
False |
18 |
| 20 |
1.2180 |
1.1940 |
0.0240 |
2.0% |
0.0036 |
0.3% |
36% |
False |
False |
12 |
| 40 |
1.2180 |
1.1571 |
0.0610 |
5.1% |
0.0038 |
0.3% |
75% |
False |
False |
8 |
| 60 |
1.2180 |
1.1396 |
0.0785 |
6.5% |
0.0031 |
0.3% |
80% |
False |
False |
6 |
| 80 |
1.2180 |
1.1313 |
0.0868 |
7.2% |
0.0028 |
0.2% |
82% |
False |
False |
5 |
| 100 |
1.2180 |
1.1290 |
0.0890 |
7.4% |
0.0025 |
0.2% |
83% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2187 |
|
2.618 |
1.2125 |
|
1.618 |
1.2087 |
|
1.000 |
1.2064 |
|
0.618 |
1.2049 |
|
HIGH |
1.2026 |
|
0.618 |
1.2011 |
|
0.500 |
1.2007 |
|
0.382 |
1.2002 |
|
LOW |
1.1988 |
|
0.618 |
1.1964 |
|
1.000 |
1.1950 |
|
1.618 |
1.1926 |
|
2.618 |
1.1888 |
|
4.250 |
1.1826 |
|
|
| Fisher Pivots for day following 19-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2019 |
1.2059 |
| PP |
1.2013 |
1.2048 |
| S1 |
1.2007 |
1.2037 |
|