CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 26-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2024 |
26-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2093 |
1.2010 |
-0.0083 |
-0.7% |
1.2070 |
| High |
1.2096 |
1.2032 |
-0.0064 |
-0.5% |
1.2130 |
| Low |
1.1978 |
1.2000 |
0.0022 |
0.2% |
1.1961 |
| Close |
1.1980 |
1.2032 |
0.0053 |
0.4% |
1.1977 |
| Range |
0.0118 |
0.0033 |
-0.0086 |
-72.5% |
0.0169 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
12 |
14 |
2 |
16.7% |
117 |
|
| Daily Pivots for day following 26-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2119 |
1.2108 |
1.2050 |
|
| R3 |
1.2086 |
1.2075 |
1.2041 |
|
| R2 |
1.2054 |
1.2054 |
1.2038 |
|
| R1 |
1.2043 |
1.2043 |
1.2035 |
1.2048 |
| PP |
1.2021 |
1.2021 |
1.2021 |
1.2024 |
| S1 |
1.2010 |
1.2010 |
1.2029 |
1.2016 |
| S2 |
1.1989 |
1.1989 |
1.2026 |
|
| S3 |
1.1956 |
1.1978 |
1.2023 |
|
| S4 |
1.1924 |
1.1945 |
1.2014 |
|
|
| 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% |
0.0068 |
0.6% |
53% |
False |
False |
21 |
| 10 |
1.2130 |
1.1961 |
0.0169 |
1.4% |
0.0050 |
0.4% |
42% |
False |
False |
21 |
| 20 |
1.2180 |
1.1940 |
0.0240 |
2.0% |
0.0045 |
0.4% |
38% |
False |
False |
15 |
| 40 |
1.2180 |
1.1740 |
0.0440 |
3.7% |
0.0041 |
0.3% |
66% |
False |
False |
11 |
| 60 |
1.2180 |
1.1418 |
0.0763 |
6.3% |
0.0037 |
0.3% |
81% |
False |
False |
7 |
| 80 |
1.2180 |
1.1396 |
0.0785 |
6.5% |
0.0031 |
0.3% |
81% |
False |
False |
6 |
| 100 |
1.2180 |
1.1296 |
0.0885 |
7.4% |
0.0027 |
0.2% |
83% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2170 |
|
2.618 |
1.2117 |
|
1.618 |
1.2085 |
|
1.000 |
1.2065 |
|
0.618 |
1.2052 |
|
HIGH |
1.2032 |
|
0.618 |
1.2020 |
|
0.500 |
1.2016 |
|
0.382 |
1.2012 |
|
LOW |
1.2000 |
|
0.618 |
1.1979 |
|
1.000 |
1.1967 |
|
1.618 |
1.1947 |
|
2.618 |
1.1914 |
|
4.250 |
1.1861 |
|
|
| Fisher Pivots for day following 26-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2027 |
1.2037 |
| PP |
1.2021 |
1.2035 |
| S1 |
1.2016 |
1.2034 |
|