CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 12-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2024 |
12-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1206 |
1.1242 |
0.0036 |
0.3% |
1.1259 |
| High |
1.1304 |
1.1281 |
-0.0023 |
-0.2% |
1.1304 |
| Low |
1.1199 |
1.1233 |
0.0034 |
0.3% |
1.1199 |
| Close |
1.1255 |
1.1263 |
0.0008 |
0.1% |
1.1263 |
| Range |
0.0105 |
0.0048 |
-0.0057 |
-54.1% |
0.0105 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
41,726 |
25,868 |
-15,858 |
-38.0% |
123,779 |
|
| Daily Pivots for day following 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1403 |
1.1381 |
1.1289 |
|
| R3 |
1.1355 |
1.1333 |
1.1276 |
|
| R2 |
1.1307 |
1.1307 |
1.1271 |
|
| R1 |
1.1285 |
1.1285 |
1.1267 |
1.1296 |
| PP |
1.1259 |
1.1259 |
1.1259 |
1.1264 |
| S1 |
1.1237 |
1.1237 |
1.1258 |
1.1248 |
| S2 |
1.1211 |
1.1211 |
1.1254 |
|
| S3 |
1.1163 |
1.1189 |
1.1249 |
|
| S4 |
1.1115 |
1.1141 |
1.1236 |
|
|
| Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1569 |
1.1520 |
1.1320 |
|
| R3 |
1.1464 |
1.1416 |
1.1291 |
|
| R2 |
1.1360 |
1.1360 |
1.1282 |
|
| R1 |
1.1311 |
1.1311 |
1.1272 |
1.1335 |
| PP |
1.1255 |
1.1255 |
1.1255 |
1.1267 |
| S1 |
1.1207 |
1.1207 |
1.1253 |
1.1231 |
| S2 |
1.1151 |
1.1151 |
1.1243 |
|
| S3 |
1.1046 |
1.1102 |
1.1234 |
|
| S4 |
1.0942 |
1.0998 |
1.1205 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1304 |
1.1199 |
0.0105 |
0.9% |
0.0053 |
0.5% |
61% |
False |
False |
24,755 |
| 10 |
1.1304 |
1.1144 |
0.0160 |
1.4% |
0.0060 |
0.5% |
74% |
False |
False |
28,401 |
| 20 |
1.1449 |
1.1144 |
0.0305 |
2.7% |
0.0061 |
0.5% |
39% |
False |
False |
32,627 |
| 40 |
1.1449 |
1.1061 |
0.0388 |
3.4% |
0.0063 |
0.6% |
52% |
False |
False |
20,068 |
| 60 |
1.1449 |
1.1020 |
0.0429 |
3.8% |
0.0059 |
0.5% |
57% |
False |
False |
13,388 |
| 80 |
1.1500 |
1.1020 |
0.0480 |
4.3% |
0.0056 |
0.5% |
51% |
False |
False |
10,044 |
| 100 |
1.1680 |
1.1020 |
0.0660 |
5.9% |
0.0049 |
0.4% |
37% |
False |
False |
8,038 |
| 120 |
1.1959 |
1.1020 |
0.0939 |
8.3% |
0.0046 |
0.4% |
26% |
False |
False |
6,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1485 |
|
2.618 |
1.1406 |
|
1.618 |
1.1358 |
|
1.000 |
1.1329 |
|
0.618 |
1.1310 |
|
HIGH |
1.1281 |
|
0.618 |
1.1262 |
|
0.500 |
1.1257 |
|
0.382 |
1.1251 |
|
LOW |
1.1233 |
|
0.618 |
1.1203 |
|
1.000 |
1.1185 |
|
1.618 |
1.1155 |
|
2.618 |
1.1107 |
|
4.250 |
1.1029 |
|
|
| Fisher Pivots for day following 12-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1261 |
1.1259 |
| PP |
1.1259 |
1.1255 |
| S1 |
1.1257 |
1.1251 |
|