CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 23-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2024 |
23-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1328 |
1.1317 |
-0.0011 |
-0.1% |
1.1264 |
| High |
1.1348 |
1.1324 |
-0.0024 |
-0.2% |
1.1417 |
| Low |
1.1308 |
1.1279 |
-0.0029 |
-0.3% |
1.1220 |
| Close |
1.1317 |
1.1292 |
-0.0025 |
-0.2% |
1.1323 |
| Range |
0.0040 |
0.0045 |
0.0006 |
13.9% |
0.0197 |
| ATR |
0.0064 |
0.0062 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
21,957 |
26,306 |
4,349 |
19.8% |
155,054 |
|
| Daily Pivots for day following 23-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1433 |
1.1408 |
1.1317 |
|
| R3 |
1.1388 |
1.1363 |
1.1304 |
|
| R2 |
1.1343 |
1.1343 |
1.1300 |
|
| R1 |
1.1318 |
1.1318 |
1.1296 |
1.1308 |
| PP |
1.1298 |
1.1298 |
1.1298 |
1.1294 |
| S1 |
1.1273 |
1.1273 |
1.1288 |
1.1263 |
| S2 |
1.1253 |
1.1253 |
1.1284 |
|
| S3 |
1.1208 |
1.1228 |
1.1280 |
|
| S4 |
1.1163 |
1.1183 |
1.1267 |
|
|
| 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 |
1.1261 |
0.0156 |
1.4% |
0.0069 |
0.6% |
20% |
False |
False |
31,417 |
| 10 |
1.1417 |
1.1199 |
0.0218 |
1.9% |
0.0065 |
0.6% |
43% |
False |
False |
28,996 |
| 20 |
1.1417 |
1.1144 |
0.0273 |
2.4% |
0.0060 |
0.5% |
54% |
False |
False |
27,790 |
| 40 |
1.1449 |
1.1061 |
0.0388 |
3.4% |
0.0066 |
0.6% |
60% |
False |
False |
25,109 |
| 60 |
1.1449 |
1.1020 |
0.0429 |
3.8% |
0.0062 |
0.5% |
63% |
False |
False |
16,775 |
| 80 |
1.1449 |
1.1020 |
0.0429 |
3.8% |
0.0058 |
0.5% |
63% |
False |
False |
12,584 |
| 100 |
1.1680 |
1.1020 |
0.0660 |
5.8% |
0.0053 |
0.5% |
41% |
False |
False |
10,072 |
| 120 |
1.1959 |
1.1020 |
0.0939 |
8.3% |
0.0049 |
0.4% |
29% |
False |
False |
8,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1515 |
|
2.618 |
1.1442 |
|
1.618 |
1.1397 |
|
1.000 |
1.1369 |
|
0.618 |
1.1352 |
|
HIGH |
1.1324 |
|
0.618 |
1.1307 |
|
0.500 |
1.1302 |
|
0.382 |
1.1296 |
|
LOW |
1.1279 |
|
0.618 |
1.1251 |
|
1.000 |
1.1234 |
|
1.618 |
1.1206 |
|
2.618 |
1.1161 |
|
4.250 |
1.1088 |
|
|
| Fisher Pivots for day following 23-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1302 |
1.1313 |
| PP |
1.1298 |
1.1306 |
| S1 |
1.1295 |
1.1299 |
|