CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 08-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2024 |
08-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1186 |
1.1259 |
0.0074 |
0.7% |
1.1234 |
| High |
1.1263 |
1.1275 |
0.0012 |
0.1% |
1.1263 |
| Low |
1.1157 |
1.1233 |
0.0076 |
0.7% |
1.1144 |
| Close |
1.1257 |
1.1241 |
-0.0016 |
-0.1% |
1.1257 |
| Range |
0.0106 |
0.0042 |
-0.0064 |
-60.7% |
0.0119 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
39,751 |
19,318 |
-20,433 |
-51.4% |
126,651 |
|
| Daily Pivots for day following 08-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1374 |
1.1349 |
1.1264 |
|
| R3 |
1.1333 |
1.1308 |
1.1252 |
|
| R2 |
1.1291 |
1.1291 |
1.1249 |
|
| R1 |
1.1266 |
1.1266 |
1.1245 |
1.1258 |
| PP |
1.1250 |
1.1250 |
1.1250 |
1.1245 |
| S1 |
1.1225 |
1.1225 |
1.1237 |
1.1216 |
| S2 |
1.1208 |
1.1208 |
1.1233 |
|
| S3 |
1.1167 |
1.1183 |
1.1230 |
|
| S4 |
1.1125 |
1.1142 |
1.1218 |
|
|
| 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 |
1.1275 |
1.1144 |
0.0131 |
1.2% |
0.0068 |
0.6% |
74% |
True |
False |
29,193 |
| 10 |
1.1331 |
1.1144 |
0.0187 |
1.7% |
0.0055 |
0.5% |
52% |
False |
False |
27,029 |
| 20 |
1.1449 |
1.1144 |
0.0305 |
2.7% |
0.0065 |
0.6% |
32% |
False |
False |
34,221 |
| 40 |
1.1449 |
1.1061 |
0.0388 |
3.5% |
0.0062 |
0.5% |
46% |
False |
False |
17,463 |
| 60 |
1.1449 |
1.1020 |
0.0429 |
3.8% |
0.0058 |
0.5% |
52% |
False |
False |
11,648 |
| 80 |
1.1614 |
1.1020 |
0.0594 |
5.3% |
0.0055 |
0.5% |
37% |
False |
False |
8,738 |
| 100 |
1.1680 |
1.1020 |
0.0660 |
5.9% |
0.0049 |
0.4% |
33% |
False |
False |
6,994 |
| 120 |
1.1959 |
1.1020 |
0.0939 |
8.4% |
0.0045 |
0.4% |
24% |
False |
False |
5,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1451 |
|
2.618 |
1.1383 |
|
1.618 |
1.1342 |
|
1.000 |
1.1316 |
|
0.618 |
1.1300 |
|
HIGH |
1.1275 |
|
0.618 |
1.1259 |
|
0.500 |
1.1254 |
|
0.382 |
1.1249 |
|
LOW |
1.1233 |
|
0.618 |
1.1207 |
|
1.000 |
1.1192 |
|
1.618 |
1.1166 |
|
2.618 |
1.1124 |
|
4.250 |
1.1057 |
|
|
| Fisher Pivots for day following 08-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1254 |
1.1231 |
| PP |
1.1250 |
1.1221 |
| S1 |
1.1245 |
1.1212 |
|