CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 27-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2024 |
27-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2010 |
1.2097 |
0.0087 |
0.7% |
1.1986 |
| High |
1.2032 |
1.2108 |
0.0076 |
0.6% |
1.2108 |
| Low |
1.2000 |
1.1984 |
-0.0016 |
-0.1% |
1.1978 |
| Close |
1.2032 |
1.2104 |
0.0072 |
0.6% |
1.2104 |
| Range |
0.0033 |
0.0124 |
0.0092 |
281.5% |
0.0130 |
| ATR |
0.0066 |
0.0070 |
0.0004 |
6.2% |
0.0000 |
| Volume |
14 |
9 |
-5 |
-35.7% |
100 |
|
| Daily Pivots for day following 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2437 |
1.2394 |
1.2172 |
|
| R3 |
1.2313 |
1.2270 |
1.2138 |
|
| R2 |
1.2189 |
1.2189 |
1.2126 |
|
| R1 |
1.2146 |
1.2146 |
1.2115 |
1.2168 |
| PP |
1.2065 |
1.2065 |
1.2065 |
1.2076 |
| S1 |
1.2022 |
1.2022 |
1.2092 |
1.2044 |
| S2 |
1.1941 |
1.1941 |
1.2081 |
|
| S3 |
1.1817 |
1.1898 |
1.2069 |
|
| S4 |
1.1693 |
1.1774 |
1.2035 |
|
|
| Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2453 |
1.2408 |
1.2175 |
|
| R3 |
1.2323 |
1.2278 |
1.2139 |
|
| R2 |
1.2193 |
1.2193 |
1.2127 |
|
| R1 |
1.2148 |
1.2148 |
1.2115 |
1.2171 |
| PP |
1.2063 |
1.2063 |
1.2063 |
1.2074 |
| S1 |
1.2018 |
1.2018 |
1.2092 |
1.2041 |
| S2 |
1.1933 |
1.1933 |
1.2080 |
|
| S3 |
1.1803 |
1.1888 |
1.2068 |
|
| S4 |
1.1673 |
1.1758 |
1.2032 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2108 |
1.1978 |
0.0130 |
1.1% |
0.0076 |
0.6% |
97% |
True |
False |
20 |
| 10 |
1.2130 |
1.1961 |
0.0169 |
1.4% |
0.0058 |
0.5% |
84% |
False |
False |
21 |
| 20 |
1.2180 |
1.1940 |
0.0240 |
2.0% |
0.0047 |
0.4% |
68% |
False |
False |
15 |
| 40 |
1.2180 |
1.1740 |
0.0440 |
3.6% |
0.0044 |
0.4% |
83% |
False |
False |
11 |
| 60 |
1.2180 |
1.1418 |
0.0763 |
6.3% |
0.0039 |
0.3% |
90% |
False |
False |
8 |
| 80 |
1.2180 |
1.1396 |
0.0785 |
6.5% |
0.0032 |
0.3% |
90% |
False |
False |
6 |
| 100 |
1.2180 |
1.1296 |
0.0885 |
7.3% |
0.0029 |
0.2% |
91% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2635 |
|
2.618 |
1.2432 |
|
1.618 |
1.2308 |
|
1.000 |
1.2232 |
|
0.618 |
1.2184 |
|
HIGH |
1.2108 |
|
0.618 |
1.2060 |
|
0.500 |
1.2046 |
|
0.382 |
1.2031 |
|
LOW |
1.1984 |
|
0.618 |
1.1907 |
|
1.000 |
1.1860 |
|
1.618 |
1.1783 |
|
2.618 |
1.1659 |
|
4.250 |
1.1457 |
|
|
| Fisher Pivots for day following 27-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2084 |
1.2083 |
| PP |
1.2065 |
1.2063 |
| S1 |
1.2046 |
1.2043 |
|