CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 05-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2024 |
05-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1164 |
1.1186 |
0.0022 |
0.2% |
1.1234 |
| High |
1.1229 |
1.1263 |
0.0034 |
0.3% |
1.1263 |
| Low |
1.1149 |
1.1157 |
0.0009 |
0.1% |
1.1144 |
| Close |
1.1188 |
1.1257 |
0.0069 |
0.6% |
1.1257 |
| Range |
0.0080 |
0.0106 |
0.0026 |
31.9% |
0.0119 |
| ATR |
0.0062 |
0.0065 |
0.0003 |
5.0% |
0.0000 |
| Volume |
27,350 |
39,751 |
12,401 |
45.3% |
126,651 |
|
| Daily Pivots for day following 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1542 |
1.1505 |
1.1315 |
|
| R3 |
1.1436 |
1.1399 |
1.1286 |
|
| R2 |
1.1331 |
1.1331 |
1.1276 |
|
| R1 |
1.1294 |
1.1294 |
1.1266 |
1.1312 |
| PP |
1.1225 |
1.1225 |
1.1225 |
1.1235 |
| S1 |
1.1188 |
1.1188 |
1.1247 |
1.1207 |
| S2 |
1.1120 |
1.1120 |
1.1237 |
|
| S3 |
1.1014 |
1.1083 |
1.1227 |
|
| S4 |
1.0909 |
1.0977 |
1.1198 |
|
|
| Weekly Pivots for week ending 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1577 |
1.1535 |
1.1322 |
|
| R3 |
1.1458 |
1.1417 |
1.1289 |
|
| R2 |
1.1340 |
1.1340 |
1.1278 |
|
| R1 |
1.1298 |
1.1298 |
1.1267 |
1.1319 |
| PP |
1.1221 |
1.1221 |
1.1221 |
1.1231 |
| S1 |
1.1180 |
1.1180 |
1.1246 |
1.1200 |
| S2 |
1.1103 |
1.1103 |
1.1235 |
|
| S3 |
1.0984 |
1.1061 |
1.1224 |
|
| S4 |
1.0866 |
1.0943 |
1.1191 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1263 |
1.1144 |
0.0119 |
1.1% |
0.0067 |
0.6% |
95% |
True |
False |
32,046 |
| 10 |
1.1345 |
1.1144 |
0.0201 |
1.8% |
0.0058 |
0.5% |
56% |
False |
False |
28,514 |
| 20 |
1.1449 |
1.1144 |
0.0305 |
2.7% |
0.0066 |
0.6% |
37% |
False |
False |
33,325 |
| 40 |
1.1449 |
1.1061 |
0.0388 |
3.4% |
0.0061 |
0.5% |
50% |
False |
False |
16,980 |
| 60 |
1.1449 |
1.1020 |
0.0429 |
3.8% |
0.0060 |
0.5% |
55% |
False |
False |
11,326 |
| 80 |
1.1619 |
1.1020 |
0.0599 |
5.3% |
0.0054 |
0.5% |
40% |
False |
False |
8,501 |
| 100 |
1.1704 |
1.1020 |
0.0684 |
6.1% |
0.0049 |
0.4% |
35% |
False |
False |
6,801 |
| 120 |
1.2039 |
1.1020 |
0.1019 |
9.0% |
0.0045 |
0.4% |
23% |
False |
False |
5,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1711 |
|
2.618 |
1.1539 |
|
1.618 |
1.1433 |
|
1.000 |
1.1368 |
|
0.618 |
1.1328 |
|
HIGH |
1.1263 |
|
0.618 |
1.1222 |
|
0.500 |
1.1210 |
|
0.382 |
1.1197 |
|
LOW |
1.1157 |
|
0.618 |
1.1092 |
|
1.000 |
1.1052 |
|
1.618 |
1.0986 |
|
2.618 |
1.0881 |
|
4.250 |
1.0709 |
|
|
| Fisher Pivots for day following 05-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1241 |
1.1239 |
| PP |
1.1225 |
1.1221 |
| S1 |
1.1210 |
1.1203 |
|