CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 22-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2024 |
22-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1345 |
1.1328 |
-0.0017 |
-0.1% |
1.1264 |
| High |
1.1348 |
1.1348 |
0.0000 |
0.0% |
1.1417 |
| Low |
1.1312 |
1.1308 |
-0.0004 |
0.0% |
1.1220 |
| Close |
1.1323 |
1.1317 |
-0.0007 |
-0.1% |
1.1323 |
| Range |
0.0036 |
0.0040 |
0.0004 |
11.3% |
0.0197 |
| ATR |
0.0065 |
0.0064 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
26,023 |
21,957 |
-4,066 |
-15.6% |
155,054 |
|
| Daily Pivots for day following 22-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1443 |
1.1419 |
1.1338 |
|
| R3 |
1.1403 |
1.1380 |
1.1327 |
|
| R2 |
1.1364 |
1.1364 |
1.1324 |
|
| R1 |
1.1340 |
1.1340 |
1.1320 |
1.1332 |
| PP |
1.1324 |
1.1324 |
1.1324 |
1.1320 |
| S1 |
1.1301 |
1.1301 |
1.1313 |
1.1293 |
| S2 |
1.1285 |
1.1285 |
1.1309 |
|
| S3 |
1.1245 |
1.1261 |
1.1306 |
|
| S4 |
1.1206 |
1.1222 |
1.1295 |
|
|
| 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% |
0.0071 |
0.6% |
49% |
False |
False |
30,315 |
| 10 |
1.1417 |
1.1199 |
0.0218 |
1.9% |
0.0063 |
0.6% |
54% |
False |
False |
28,147 |
| 20 |
1.1417 |
1.1144 |
0.0273 |
2.4% |
0.0059 |
0.5% |
63% |
False |
False |
27,588 |
| 40 |
1.1449 |
1.1061 |
0.0388 |
3.4% |
0.0066 |
0.6% |
66% |
False |
False |
24,469 |
| 60 |
1.1449 |
1.1020 |
0.0429 |
3.8% |
0.0062 |
0.5% |
69% |
False |
False |
16,337 |
| 80 |
1.1449 |
1.1020 |
0.0429 |
3.8% |
0.0057 |
0.5% |
69% |
False |
False |
12,256 |
| 100 |
1.1680 |
1.1020 |
0.0660 |
5.8% |
0.0052 |
0.5% |
45% |
False |
False |
9,808 |
| 120 |
1.1959 |
1.1020 |
0.0939 |
8.3% |
0.0049 |
0.4% |
32% |
False |
False |
8,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1515 |
|
2.618 |
1.1451 |
|
1.618 |
1.1411 |
|
1.000 |
1.1387 |
|
0.618 |
1.1372 |
|
HIGH |
1.1348 |
|
0.618 |
1.1332 |
|
0.500 |
1.1328 |
|
0.382 |
1.1323 |
|
LOW |
1.1308 |
|
0.618 |
1.1284 |
|
1.000 |
1.1269 |
|
1.618 |
1.1244 |
|
2.618 |
1.1205 |
|
4.250 |
1.1140 |
|
|
| Fisher Pivots for day following 22-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1328 |
1.1362 |
| PP |
1.1324 |
1.1347 |
| S1 |
1.1320 |
1.1332 |
|