CME Swiss Franc Future September 2024
Trading Metrics calculated at close of trading on 09-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2024 |
09-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
1.1259 |
1.1232 |
-0.0027 |
-0.2% |
1.1234 |
High |
1.1275 |
1.1241 |
-0.0034 |
-0.3% |
1.1263 |
Low |
1.1233 |
1.1215 |
-0.0019 |
-0.2% |
1.1144 |
Close |
1.1241 |
1.1229 |
-0.0012 |
-0.1% |
1.1257 |
Range |
0.0042 |
0.0027 |
-0.0015 |
-36.1% |
0.0119 |
ATR |
0.0063 |
0.0061 |
-0.0003 |
-4.2% |
0.0000 |
Volume |
19,318 |
17,811 |
-1,507 |
-7.8% |
126,651 |
|
Daily Pivots for day following 09-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1308 |
1.1295 |
1.1244 |
|
R3 |
1.1281 |
1.1268 |
1.1236 |
|
R2 |
1.1255 |
1.1255 |
1.1234 |
|
R1 |
1.1242 |
1.1242 |
1.1231 |
1.1235 |
PP |
1.1228 |
1.1228 |
1.1228 |
1.1225 |
S1 |
1.1215 |
1.1215 |
1.1227 |
1.1209 |
S2 |
1.1202 |
1.1202 |
1.1224 |
|
S3 |
1.1175 |
1.1189 |
1.1222 |
|
S4 |
1.1149 |
1.1162 |
1.1214 |
|
|
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% |
0.0057 |
0.5% |
65% |
False |
False |
26,008 |
10 |
1.1331 |
1.1144 |
0.0187 |
1.7% |
0.0054 |
0.5% |
45% |
False |
False |
26,584 |
20 |
1.1449 |
1.1144 |
0.0305 |
2.7% |
0.0060 |
0.5% |
28% |
False |
False |
34,871 |
40 |
1.1449 |
1.1061 |
0.0388 |
3.5% |
0.0061 |
0.5% |
43% |
False |
False |
17,907 |
60 |
1.1449 |
1.1020 |
0.0429 |
3.8% |
0.0057 |
0.5% |
49% |
False |
False |
11,945 |
80 |
1.1611 |
1.1020 |
0.0591 |
5.3% |
0.0055 |
0.5% |
35% |
False |
False |
8,961 |
100 |
1.1680 |
1.1020 |
0.0660 |
5.9% |
0.0048 |
0.4% |
32% |
False |
False |
7,172 |
120 |
1.1959 |
1.1020 |
0.0939 |
8.4% |
0.0045 |
0.4% |
22% |
False |
False |
5,977 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1354 |
2.618 |
1.1310 |
1.618 |
1.1284 |
1.000 |
1.1268 |
0.618 |
1.1257 |
HIGH |
1.1241 |
0.618 |
1.1231 |
0.500 |
1.1228 |
0.382 |
1.1225 |
LOW |
1.1215 |
0.618 |
1.1198 |
1.000 |
1.1188 |
1.618 |
1.1172 |
2.618 |
1.1145 |
4.250 |
1.1102 |
|
|
Fisher Pivots for day following 09-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1229 |
1.1225 |
PP |
1.1228 |
1.1220 |
S1 |
1.1228 |
1.1216 |
|