CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 19-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2024 |
19-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1403 |
1.1345 |
-0.0058 |
-0.5% |
1.1264 |
| High |
1.1417 |
1.1348 |
-0.0069 |
-0.6% |
1.1417 |
| Low |
1.1341 |
1.1312 |
-0.0029 |
-0.3% |
1.1220 |
| Close |
1.1350 |
1.1323 |
-0.0027 |
-0.2% |
1.1323 |
| Range |
0.0076 |
0.0036 |
-0.0041 |
-53.3% |
0.0197 |
| ATR |
0.0068 |
0.0065 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
34,132 |
26,023 |
-8,109 |
-23.8% |
155,054 |
|
| Daily Pivots for day following 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1434 |
1.1414 |
1.1343 |
|
| R3 |
1.1399 |
1.1379 |
1.1333 |
|
| R2 |
1.1363 |
1.1363 |
1.1330 |
|
| R1 |
1.1343 |
1.1343 |
1.1326 |
1.1335 |
| PP |
1.1328 |
1.1328 |
1.1328 |
1.1324 |
| S1 |
1.1308 |
1.1308 |
1.1320 |
1.1300 |
| S2 |
1.1292 |
1.1292 |
1.1316 |
|
| S3 |
1.1257 |
1.1272 |
1.1313 |
|
| S4 |
1.1221 |
1.1237 |
1.1303 |
|
|
| Weekly Pivots for week ending 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1911 |
1.1814 |
1.1431 |
|
| R3 |
1.1714 |
1.1617 |
1.1377 |
|
| R2 |
1.1517 |
1.1517 |
1.1359 |
|
| R1 |
1.1420 |
1.1420 |
1.1341 |
1.1468 |
| PP |
1.1320 |
1.1320 |
1.1320 |
1.1344 |
| S1 |
1.1223 |
1.1223 |
1.1305 |
1.1271 |
| S2 |
1.1123 |
1.1123 |
1.1287 |
|
| S3 |
1.0926 |
1.1026 |
1.1269 |
|
| S4 |
1.0729 |
1.0829 |
1.1215 |
|
|
| 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% |
0.0073 |
0.6% |
53% |
False |
False |
31,010 |
| 10 |
1.1417 |
1.1199 |
0.0218 |
1.9% |
0.0063 |
0.6% |
57% |
False |
False |
27,883 |
| 20 |
1.1417 |
1.1144 |
0.0273 |
2.4% |
0.0060 |
0.5% |
66% |
False |
False |
28,198 |
| 40 |
1.1449 |
1.1061 |
0.0388 |
3.4% |
0.0066 |
0.6% |
68% |
False |
False |
23,925 |
| 60 |
1.1449 |
1.1020 |
0.0429 |
3.8% |
0.0061 |
0.5% |
71% |
False |
False |
15,971 |
| 80 |
1.1449 |
1.1020 |
0.0429 |
3.8% |
0.0057 |
0.5% |
71% |
False |
False |
11,981 |
| 100 |
1.1680 |
1.1020 |
0.0660 |
5.8% |
0.0052 |
0.5% |
46% |
False |
False |
9,589 |
| 120 |
1.1959 |
1.1020 |
0.0939 |
8.3% |
0.0049 |
0.4% |
32% |
False |
False |
7,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1498 |
|
2.618 |
1.1440 |
|
1.618 |
1.1405 |
|
1.000 |
1.1383 |
|
0.618 |
1.1369 |
|
HIGH |
1.1348 |
|
0.618 |
1.1334 |
|
0.500 |
1.1330 |
|
0.382 |
1.1326 |
|
LOW |
1.1312 |
|
0.618 |
1.1290 |
|
1.000 |
1.1277 |
|
1.618 |
1.1255 |
|
2.618 |
1.1219 |
|
4.250 |
1.1161 |
|
|
| Fisher Pivots for day following 19-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1330 |
1.1339 |
| PP |
1.1328 |
1.1334 |
| S1 |
1.1325 |
1.1328 |
|