CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 15-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2024 |
15-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1242 |
1.1264 |
0.0022 |
0.2% |
1.1259 |
| High |
1.1281 |
1.1277 |
-0.0004 |
0.0% |
1.1304 |
| Low |
1.1233 |
1.1228 |
-0.0005 |
0.0% |
1.1199 |
| Close |
1.1263 |
1.1250 |
-0.0013 |
-0.1% |
1.1263 |
| Range |
0.0048 |
0.0049 |
0.0001 |
2.1% |
0.0105 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
25,868 |
25,433 |
-435 |
-1.7% |
123,779 |
|
| Daily Pivots for day following 15-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1398 |
1.1373 |
1.1277 |
|
| R3 |
1.1349 |
1.1324 |
1.1263 |
|
| R2 |
1.1300 |
1.1300 |
1.1259 |
|
| R1 |
1.1275 |
1.1275 |
1.1254 |
1.1263 |
| PP |
1.1251 |
1.1251 |
1.1251 |
1.1245 |
| S1 |
1.1226 |
1.1226 |
1.1246 |
1.1214 |
| S2 |
1.1202 |
1.1202 |
1.1241 |
|
| S3 |
1.1153 |
1.1177 |
1.1237 |
|
| S4 |
1.1104 |
1.1128 |
1.1223 |
|
|
| 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% |
0.0055 |
0.5% |
49% |
False |
False |
25,978 |
| 10 |
1.1304 |
1.1144 |
0.0160 |
1.4% |
0.0062 |
0.5% |
66% |
False |
False |
27,586 |
| 20 |
1.1449 |
1.1144 |
0.0305 |
2.7% |
0.0061 |
0.5% |
35% |
False |
False |
30,356 |
| 40 |
1.1449 |
1.1061 |
0.0388 |
3.4% |
0.0063 |
0.6% |
49% |
False |
False |
20,698 |
| 60 |
1.1449 |
1.1020 |
0.0429 |
3.8% |
0.0059 |
0.5% |
54% |
False |
False |
13,812 |
| 80 |
1.1500 |
1.1020 |
0.0480 |
4.3% |
0.0056 |
0.5% |
48% |
False |
False |
10,361 |
| 100 |
1.1680 |
1.1020 |
0.0660 |
5.9% |
0.0049 |
0.4% |
35% |
False |
False |
8,293 |
| 120 |
1.1959 |
1.1020 |
0.0939 |
8.3% |
0.0047 |
0.4% |
24% |
False |
False |
6,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1485 |
|
2.618 |
1.1405 |
|
1.618 |
1.1356 |
|
1.000 |
1.1326 |
|
0.618 |
1.1307 |
|
HIGH |
1.1277 |
|
0.618 |
1.1258 |
|
0.500 |
1.1252 |
|
0.382 |
1.1246 |
|
LOW |
1.1228 |
|
0.618 |
1.1197 |
|
1.000 |
1.1179 |
|
1.618 |
1.1148 |
|
2.618 |
1.1099 |
|
4.250 |
1.1019 |
|
|
| Fisher Pivots for day following 15-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1252 |
1.1251 |
| PP |
1.1251 |
1.1251 |
| S1 |
1.1251 |
1.1250 |
|