CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 16-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2024 |
16-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1264 |
1.1250 |
-0.0014 |
-0.1% |
1.1259 |
| High |
1.1277 |
1.1275 |
-0.0002 |
0.0% |
1.1304 |
| Low |
1.1228 |
1.1220 |
-0.0008 |
-0.1% |
1.1199 |
| Close |
1.1250 |
1.1265 |
0.0015 |
0.1% |
1.1263 |
| Range |
0.0049 |
0.0055 |
0.0006 |
12.2% |
0.0105 |
| ATR |
0.0061 |
0.0060 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
25,433 |
20,798 |
-4,635 |
-18.2% |
123,779 |
|
| Daily Pivots for day following 16-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1418 |
1.1397 |
1.1295 |
|
| R3 |
1.1363 |
1.1342 |
1.1280 |
|
| R2 |
1.1308 |
1.1308 |
1.1275 |
|
| R1 |
1.1287 |
1.1287 |
1.1270 |
1.1297 |
| PP |
1.1253 |
1.1253 |
1.1253 |
1.1258 |
| S1 |
1.1232 |
1.1232 |
1.1260 |
1.1242 |
| S2 |
1.1198 |
1.1198 |
1.1255 |
|
| S3 |
1.1143 |
1.1177 |
1.1250 |
|
| S4 |
1.1088 |
1.1122 |
1.1235 |
|
|
| 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% |
0.0061 |
0.5% |
63% |
False |
False |
26,576 |
| 10 |
1.1304 |
1.1144 |
0.0160 |
1.4% |
0.0059 |
0.5% |
76% |
False |
False |
26,292 |
| 20 |
1.1449 |
1.1144 |
0.0305 |
2.7% |
0.0061 |
0.5% |
40% |
False |
False |
29,403 |
| 40 |
1.1449 |
1.1061 |
0.0388 |
3.4% |
0.0062 |
0.6% |
53% |
False |
False |
21,213 |
| 60 |
1.1449 |
1.1020 |
0.0429 |
3.8% |
0.0060 |
0.5% |
57% |
False |
False |
14,158 |
| 80 |
1.1449 |
1.1020 |
0.0429 |
3.8% |
0.0056 |
0.5% |
57% |
False |
False |
10,621 |
| 100 |
1.1680 |
1.1020 |
0.0660 |
5.9% |
0.0050 |
0.4% |
37% |
False |
False |
8,501 |
| 120 |
1.1959 |
1.1020 |
0.0939 |
8.3% |
0.0047 |
0.4% |
26% |
False |
False |
7,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1508 |
|
2.618 |
1.1418 |
|
1.618 |
1.1363 |
|
1.000 |
1.1330 |
|
0.618 |
1.1308 |
|
HIGH |
1.1275 |
|
0.618 |
1.1253 |
|
0.500 |
1.1247 |
|
0.382 |
1.1241 |
|
LOW |
1.1220 |
|
0.618 |
1.1186 |
|
1.000 |
1.1165 |
|
1.618 |
1.1131 |
|
2.618 |
1.1076 |
|
4.250 |
1.0986 |
|
|
| Fisher Pivots for day following 16-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1259 |
1.1260 |
| PP |
1.1253 |
1.1255 |
| S1 |
1.1247 |
1.1250 |
|