CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 18-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2024 |
18-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1269 |
1.1403 |
0.0134 |
1.2% |
1.1259 |
| High |
1.1411 |
1.1417 |
0.0006 |
0.0% |
1.1304 |
| Low |
1.1261 |
1.1341 |
0.0080 |
0.7% |
1.1199 |
| Close |
1.1400 |
1.1350 |
-0.0050 |
-0.4% |
1.1263 |
| Range |
0.0150 |
0.0076 |
-0.0074 |
-49.3% |
0.0105 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
1.0% |
0.0000 |
| Volume |
48,668 |
34,132 |
-14,536 |
-29.9% |
123,779 |
|
| Daily Pivots for day following 18-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1597 |
1.1549 |
1.1391 |
|
| R3 |
1.1521 |
1.1473 |
1.1370 |
|
| R2 |
1.1445 |
1.1445 |
1.1363 |
|
| R1 |
1.1397 |
1.1397 |
1.1356 |
1.1383 |
| PP |
1.1369 |
1.1369 |
1.1369 |
1.1362 |
| S1 |
1.1321 |
1.1321 |
1.1343 |
1.1307 |
| S2 |
1.1293 |
1.1293 |
1.1336 |
|
| S3 |
1.1217 |
1.1245 |
1.1329 |
|
| S4 |
1.1141 |
1.1169 |
1.1308 |
|
|
| 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 |
1.1417 |
1.1220 |
0.0197 |
1.7% |
0.0076 |
0.7% |
66% |
True |
False |
30,979 |
| 10 |
1.1417 |
1.1157 |
0.0260 |
2.3% |
0.0070 |
0.6% |
74% |
True |
False |
29,256 |
| 20 |
1.1440 |
1.1144 |
0.0296 |
2.6% |
0.0065 |
0.6% |
69% |
False |
False |
29,859 |
| 40 |
1.1449 |
1.1061 |
0.0388 |
3.4% |
0.0066 |
0.6% |
74% |
False |
False |
23,276 |
| 60 |
1.1449 |
1.1020 |
0.0429 |
3.8% |
0.0061 |
0.5% |
77% |
False |
False |
15,538 |
| 80 |
1.1449 |
1.1020 |
0.0429 |
3.8% |
0.0057 |
0.5% |
77% |
False |
False |
11,656 |
| 100 |
1.1680 |
1.1020 |
0.0660 |
5.8% |
0.0051 |
0.5% |
50% |
False |
False |
9,329 |
| 120 |
1.1959 |
1.1020 |
0.0939 |
8.3% |
0.0049 |
0.4% |
35% |
False |
False |
7,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1740 |
|
2.618 |
1.1615 |
|
1.618 |
1.1539 |
|
1.000 |
1.1493 |
|
0.618 |
1.1463 |
|
HIGH |
1.1417 |
|
0.618 |
1.1387 |
|
0.500 |
1.1379 |
|
0.382 |
1.1370 |
|
LOW |
1.1341 |
|
0.618 |
1.1294 |
|
1.000 |
1.1265 |
|
1.618 |
1.1218 |
|
2.618 |
1.1142 |
|
4.250 |
1.1018 |
|
|
| Fisher Pivots for day following 18-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1379 |
1.1339 |
| PP |
1.1369 |
1.1329 |
| S1 |
1.1359 |
1.1318 |
|