CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 17-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2024 |
17-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1250 |
1.1269 |
0.0019 |
0.2% |
1.1259 |
| High |
1.1275 |
1.1411 |
0.0137 |
1.2% |
1.1304 |
| Low |
1.1220 |
1.1261 |
0.0042 |
0.4% |
1.1199 |
| Close |
1.1265 |
1.1400 |
0.0135 |
1.2% |
1.1263 |
| Range |
0.0055 |
0.0150 |
0.0095 |
172.7% |
0.0105 |
| ATR |
0.0060 |
0.0067 |
0.0006 |
10.6% |
0.0000 |
| Volume |
20,798 |
48,668 |
27,870 |
134.0% |
123,779 |
|
| Daily Pivots for day following 17-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1807 |
1.1753 |
1.1482 |
|
| R3 |
1.1657 |
1.1603 |
1.1441 |
|
| R2 |
1.1507 |
1.1507 |
1.1427 |
|
| R1 |
1.1453 |
1.1453 |
1.1413 |
1.1480 |
| PP |
1.1357 |
1.1357 |
1.1357 |
1.1371 |
| S1 |
1.1303 |
1.1303 |
1.1386 |
1.1330 |
| S2 |
1.1207 |
1.1207 |
1.1372 |
|
| S3 |
1.1057 |
1.1153 |
1.1358 |
|
| S4 |
1.0907 |
1.1003 |
1.1317 |
|
|
| 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 |
1.1411 |
1.1199 |
0.0212 |
1.9% |
0.0081 |
0.7% |
95% |
True |
False |
32,498 |
| 10 |
1.1411 |
1.1149 |
0.0263 |
2.3% |
0.0071 |
0.6% |
96% |
True |
False |
28,577 |
| 20 |
1.1449 |
1.1144 |
0.0305 |
2.7% |
0.0066 |
0.6% |
84% |
False |
False |
30,607 |
| 40 |
1.1449 |
1.1061 |
0.0388 |
3.4% |
0.0065 |
0.6% |
87% |
False |
False |
22,425 |
| 60 |
1.1449 |
1.1020 |
0.0429 |
3.8% |
0.0060 |
0.5% |
88% |
False |
False |
14,969 |
| 80 |
1.1449 |
1.1020 |
0.0429 |
3.8% |
0.0057 |
0.5% |
88% |
False |
False |
11,229 |
| 100 |
1.1680 |
1.1020 |
0.0660 |
5.8% |
0.0051 |
0.4% |
58% |
False |
False |
8,987 |
| 120 |
1.1959 |
1.1020 |
0.0939 |
8.2% |
0.0048 |
0.4% |
40% |
False |
False |
7,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2049 |
|
2.618 |
1.1804 |
|
1.618 |
1.1654 |
|
1.000 |
1.1561 |
|
0.618 |
1.1504 |
|
HIGH |
1.1411 |
|
0.618 |
1.1354 |
|
0.500 |
1.1336 |
|
0.382 |
1.1318 |
|
LOW |
1.1261 |
|
0.618 |
1.1168 |
|
1.000 |
1.1111 |
|
1.618 |
1.1018 |
|
2.618 |
1.0868 |
|
4.250 |
1.0624 |
|
|
| Fisher Pivots for day following 17-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1378 |
1.1371 |
| PP |
1.1357 |
1.1343 |
| S1 |
1.1336 |
1.1315 |
|