CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 11-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2024 |
11-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1231 |
1.1206 |
-0.0025 |
-0.2% |
1.1234 |
| High |
1.1246 |
1.1304 |
0.0058 |
0.5% |
1.1263 |
| Low |
1.1200 |
1.1199 |
-0.0001 |
0.0% |
1.1144 |
| Close |
1.1204 |
1.1255 |
0.0051 |
0.5% |
1.1257 |
| Range |
0.0047 |
0.0105 |
0.0058 |
124.7% |
0.0119 |
| ATR |
0.0060 |
0.0063 |
0.0003 |
5.4% |
0.0000 |
| Volume |
19,056 |
41,726 |
22,670 |
119.0% |
126,651 |
|
| Daily Pivots for day following 11-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1566 |
1.1515 |
1.1312 |
|
| R3 |
1.1461 |
1.1410 |
1.1283 |
|
| R2 |
1.1357 |
1.1357 |
1.1274 |
|
| R1 |
1.1306 |
1.1306 |
1.1264 |
1.1331 |
| PP |
1.1252 |
1.1252 |
1.1252 |
1.1265 |
| S1 |
1.1201 |
1.1201 |
1.1245 |
1.1227 |
| S2 |
1.1148 |
1.1148 |
1.1235 |
|
| S3 |
1.1043 |
1.1097 |
1.1226 |
|
| S4 |
1.0939 |
1.0992 |
1.1197 |
|
|
| 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 |
1.1304 |
1.1157 |
0.0147 |
1.3% |
0.0065 |
0.6% |
67% |
True |
False |
27,532 |
| 10 |
1.1304 |
1.1144 |
0.0160 |
1.4% |
0.0060 |
0.5% |
69% |
True |
False |
27,907 |
| 20 |
1.1449 |
1.1144 |
0.0305 |
2.7% |
0.0064 |
0.6% |
36% |
False |
False |
35,838 |
| 40 |
1.1449 |
1.1061 |
0.0388 |
3.4% |
0.0063 |
0.6% |
50% |
False |
False |
19,424 |
| 60 |
1.1449 |
1.1020 |
0.0429 |
3.8% |
0.0058 |
0.5% |
55% |
False |
False |
12,957 |
| 80 |
1.1520 |
1.1020 |
0.0500 |
4.4% |
0.0056 |
0.5% |
47% |
False |
False |
9,720 |
| 100 |
1.1680 |
1.1020 |
0.0660 |
5.9% |
0.0049 |
0.4% |
36% |
False |
False |
7,780 |
| 120 |
1.1959 |
1.1020 |
0.0939 |
8.3% |
0.0046 |
0.4% |
25% |
False |
False |
6,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1748 |
|
2.618 |
1.1577 |
|
1.618 |
1.1473 |
|
1.000 |
1.1408 |
|
0.618 |
1.1368 |
|
HIGH |
1.1304 |
|
0.618 |
1.1264 |
|
0.500 |
1.1251 |
|
0.382 |
1.1239 |
|
LOW |
1.1199 |
|
0.618 |
1.1134 |
|
1.000 |
1.1095 |
|
1.618 |
1.1030 |
|
2.618 |
1.0925 |
|
4.250 |
1.0755 |
|
|
| Fisher Pivots for day following 11-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1253 |
1.1253 |
| PP |
1.1252 |
1.1252 |
| S1 |
1.1251 |
1.1251 |
|