CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 10-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2024 |
10-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1232 |
1.1231 |
-0.0002 |
0.0% |
1.1234 |
| High |
1.1241 |
1.1246 |
0.0005 |
0.0% |
1.1263 |
| Low |
1.1215 |
1.1200 |
-0.0015 |
-0.1% |
1.1144 |
| Close |
1.1229 |
1.1204 |
-0.0025 |
-0.2% |
1.1257 |
| Range |
0.0027 |
0.0047 |
0.0020 |
75.5% |
0.0119 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
17,811 |
19,056 |
1,245 |
7.0% |
126,651 |
|
| Daily Pivots for day following 10-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1356 |
1.1327 |
1.1230 |
|
| R3 |
1.1310 |
1.1280 |
1.1217 |
|
| R2 |
1.1263 |
1.1263 |
1.1213 |
|
| R1 |
1.1234 |
1.1234 |
1.1208 |
1.1225 |
| PP |
1.1217 |
1.1217 |
1.1217 |
1.1212 |
| S1 |
1.1187 |
1.1187 |
1.1200 |
1.1179 |
| S2 |
1.1170 |
1.1170 |
1.1195 |
|
| S3 |
1.1124 |
1.1141 |
1.1191 |
|
| S4 |
1.1077 |
1.1094 |
1.1178 |
|
|
| 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 |
1.1149 |
0.0126 |
1.1% |
0.0060 |
0.5% |
44% |
False |
False |
24,657 |
| 10 |
1.1291 |
1.1144 |
0.0147 |
1.3% |
0.0054 |
0.5% |
41% |
False |
False |
26,474 |
| 20 |
1.1449 |
1.1144 |
0.0305 |
2.7% |
0.0061 |
0.5% |
20% |
False |
False |
34,892 |
| 40 |
1.1449 |
1.1061 |
0.0388 |
3.5% |
0.0061 |
0.5% |
37% |
False |
False |
18,383 |
| 60 |
1.1449 |
1.1020 |
0.0429 |
3.8% |
0.0057 |
0.5% |
43% |
False |
False |
12,262 |
| 80 |
1.1559 |
1.1020 |
0.0539 |
4.8% |
0.0055 |
0.5% |
34% |
False |
False |
9,199 |
| 100 |
1.1680 |
1.1020 |
0.0660 |
5.9% |
0.0048 |
0.4% |
28% |
False |
False |
7,363 |
| 120 |
1.1959 |
1.1020 |
0.0939 |
8.4% |
0.0045 |
0.4% |
20% |
False |
False |
6,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1444 |
|
2.618 |
1.1368 |
|
1.618 |
1.1321 |
|
1.000 |
1.1293 |
|
0.618 |
1.1275 |
|
HIGH |
1.1246 |
|
0.618 |
1.1228 |
|
0.500 |
1.1223 |
|
0.382 |
1.1217 |
|
LOW |
1.1200 |
|
0.618 |
1.1171 |
|
1.000 |
1.1153 |
|
1.618 |
1.1124 |
|
2.618 |
1.1078 |
|
4.250 |
1.1002 |
|
|
| Fisher Pivots for day following 10-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1223 |
1.1237 |
| PP |
1.1217 |
1.1226 |
| S1 |
1.1210 |
1.1215 |
|