CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 25-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2024 |
25-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2002 |
1.2093 |
0.0092 |
0.8% |
1.2070 |
| High |
1.2062 |
1.2096 |
0.0034 |
0.3% |
1.2130 |
| Low |
1.2002 |
1.1978 |
-0.0024 |
-0.2% |
1.1961 |
| Close |
1.2062 |
1.1980 |
-0.0083 |
-0.7% |
1.1977 |
| Range |
0.0061 |
0.0118 |
0.0058 |
95.0% |
0.0169 |
| ATR |
0.0063 |
0.0067 |
0.0004 |
6.2% |
0.0000 |
| Volume |
61 |
12 |
-49 |
-80.3% |
117 |
|
| Daily Pivots for day following 25-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2372 |
1.2294 |
1.2044 |
|
| R3 |
1.2254 |
1.2176 |
1.2012 |
|
| R2 |
1.2136 |
1.2136 |
1.2001 |
|
| R1 |
1.2058 |
1.2058 |
1.1990 |
1.2038 |
| PP |
1.2018 |
1.2018 |
1.2018 |
1.2008 |
| S1 |
1.1940 |
1.1940 |
1.1969 |
1.1920 |
| S2 |
1.1900 |
1.1900 |
1.1958 |
|
| S3 |
1.1782 |
1.1822 |
1.1947 |
|
| S4 |
1.1664 |
1.1704 |
1.1915 |
|
|
| 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 |
1.2096 |
1.1961 |
0.0135 |
1.1% |
0.0069 |
0.6% |
14% |
True |
False |
24 |
| 10 |
1.2130 |
1.1940 |
0.0190 |
1.6% |
0.0050 |
0.4% |
21% |
False |
False |
20 |
| 20 |
1.2180 |
1.1940 |
0.0240 |
2.0% |
0.0043 |
0.4% |
16% |
False |
False |
14 |
| 40 |
1.2180 |
1.1671 |
0.0510 |
4.3% |
0.0041 |
0.3% |
61% |
False |
False |
11 |
| 60 |
1.2180 |
1.1396 |
0.0785 |
6.5% |
0.0037 |
0.3% |
74% |
False |
False |
7 |
| 80 |
1.2180 |
1.1396 |
0.0785 |
6.5% |
0.0031 |
0.3% |
74% |
False |
False |
6 |
| 100 |
1.2180 |
1.1296 |
0.0885 |
7.4% |
0.0028 |
0.2% |
77% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2597 |
|
2.618 |
1.2404 |
|
1.618 |
1.2286 |
|
1.000 |
1.2214 |
|
0.618 |
1.2168 |
|
HIGH |
1.2096 |
|
0.618 |
1.2050 |
|
0.500 |
1.2037 |
|
0.382 |
1.2023 |
|
LOW |
1.1978 |
|
0.618 |
1.1905 |
|
1.000 |
1.1860 |
|
1.618 |
1.1787 |
|
2.618 |
1.1669 |
|
4.250 |
1.1476 |
|
|
| Fisher Pivots for day following 25-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2037 |
1.2037 |
| PP |
1.2018 |
1.2018 |
| S1 |
1.1999 |
1.1999 |
|