CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 23-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2024 |
23-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1981 |
1.1986 |
0.0005 |
0.0% |
1.2070 |
| High |
1.2047 |
1.2029 |
-0.0018 |
-0.1% |
1.2130 |
| Low |
1.1961 |
1.1986 |
0.0025 |
0.2% |
1.1961 |
| Close |
1.1977 |
1.2029 |
0.0052 |
0.4% |
1.1977 |
| Range |
0.0086 |
0.0043 |
-0.0043 |
-49.7% |
0.0169 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
16 |
4 |
-12 |
-75.0% |
117 |
|
| Daily Pivots for day following 23-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2143 |
1.2129 |
1.2052 |
|
| R3 |
1.2100 |
1.2086 |
1.2040 |
|
| R2 |
1.2057 |
1.2057 |
1.2036 |
|
| R1 |
1.2043 |
1.2043 |
1.2032 |
1.2050 |
| PP |
1.2014 |
1.2014 |
1.2014 |
1.2018 |
| S1 |
1.2000 |
1.2000 |
1.2025 |
1.2007 |
| S2 |
1.1971 |
1.1971 |
1.2021 |
|
| S3 |
1.1928 |
1.1957 |
1.2017 |
|
| S4 |
1.1885 |
1.1914 |
1.2005 |
|
|
| Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2530 |
1.2422 |
1.2070 |
|
| R3 |
1.2361 |
1.2253 |
1.2023 |
|
| R2 |
1.2192 |
1.2192 |
1.2008 |
|
| R1 |
1.2084 |
1.2084 |
1.1992 |
1.2054 |
| PP |
1.2023 |
1.2023 |
1.2023 |
1.2007 |
| S1 |
1.1915 |
1.1915 |
1.1962 |
1.1885 |
| S2 |
1.1854 |
1.1854 |
1.1946 |
|
| S3 |
1.1685 |
1.1746 |
1.1931 |
|
| S4 |
1.1516 |
1.1577 |
1.1884 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2130 |
1.1961 |
0.0169 |
1.4% |
0.0047 |
0.4% |
40% |
False |
False |
13 |
| 10 |
1.2130 |
1.1940 |
0.0190 |
1.6% |
0.0037 |
0.3% |
47% |
False |
False |
19 |
| 20 |
1.2180 |
1.1940 |
0.0240 |
2.0% |
0.0038 |
0.3% |
37% |
False |
False |
12 |
| 40 |
1.2180 |
1.1571 |
0.0610 |
5.1% |
0.0039 |
0.3% |
75% |
False |
False |
9 |
| 60 |
1.2180 |
1.1396 |
0.0785 |
6.5% |
0.0034 |
0.3% |
81% |
False |
False |
6 |
| 80 |
1.2180 |
1.1390 |
0.0791 |
6.6% |
0.0030 |
0.2% |
81% |
False |
False |
5 |
| 100 |
1.2180 |
1.1296 |
0.0885 |
7.4% |
0.0026 |
0.2% |
83% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2211 |
|
2.618 |
1.2141 |
|
1.618 |
1.2098 |
|
1.000 |
1.2072 |
|
0.618 |
1.2055 |
|
HIGH |
1.2029 |
|
0.618 |
1.2012 |
|
0.500 |
1.2007 |
|
0.382 |
1.2002 |
|
LOW |
1.1986 |
|
0.618 |
1.1959 |
|
1.000 |
1.1943 |
|
1.618 |
1.1916 |
|
2.618 |
1.1873 |
|
4.250 |
1.1803 |
|
|
| Fisher Pivots for day following 23-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2021 |
1.2020 |
| PP |
1.2014 |
1.2012 |
| S1 |
1.2007 |
1.2004 |
|