CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 24-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2024 |
24-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1317 |
1.1293 |
-0.0024 |
-0.2% |
1.1264 |
| High |
1.1324 |
1.1400 |
0.0076 |
0.7% |
1.1417 |
| Low |
1.1279 |
1.1282 |
0.0003 |
0.0% |
1.1220 |
| Close |
1.1292 |
1.1363 |
0.0071 |
0.6% |
1.1323 |
| Range |
0.0045 |
0.0118 |
0.0073 |
162.2% |
0.0197 |
| ATR |
0.0062 |
0.0066 |
0.0004 |
6.4% |
0.0000 |
| Volume |
26,306 |
45,484 |
19,178 |
72.9% |
155,054 |
|
| Daily Pivots for day following 24-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1702 |
1.1651 |
1.1428 |
|
| R3 |
1.1584 |
1.1533 |
1.1395 |
|
| R2 |
1.1466 |
1.1466 |
1.1385 |
|
| R1 |
1.1415 |
1.1415 |
1.1374 |
1.1440 |
| PP |
1.1348 |
1.1348 |
1.1348 |
1.1361 |
| S1 |
1.1297 |
1.1297 |
1.1352 |
1.1322 |
| S2 |
1.1230 |
1.1230 |
1.1341 |
|
| S3 |
1.1112 |
1.1179 |
1.1331 |
|
| S4 |
1.0994 |
1.1061 |
1.1298 |
|
|
| 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 |
1.1279 |
0.0138 |
1.2% |
0.0063 |
0.6% |
61% |
False |
False |
30,780 |
| 10 |
1.1417 |
1.1199 |
0.0218 |
1.9% |
0.0072 |
0.6% |
75% |
False |
False |
31,639 |
| 20 |
1.1417 |
1.1144 |
0.0273 |
2.4% |
0.0063 |
0.6% |
80% |
False |
False |
29,057 |
| 40 |
1.1449 |
1.1075 |
0.0375 |
3.3% |
0.0068 |
0.6% |
77% |
False |
False |
26,236 |
| 60 |
1.1449 |
1.1020 |
0.0429 |
3.8% |
0.0063 |
0.6% |
80% |
False |
False |
17,533 |
| 80 |
1.1449 |
1.1020 |
0.0429 |
3.8% |
0.0058 |
0.5% |
80% |
False |
False |
13,153 |
| 100 |
1.1680 |
1.1020 |
0.0660 |
5.8% |
0.0054 |
0.5% |
52% |
False |
False |
10,526 |
| 120 |
1.1959 |
1.1020 |
0.0939 |
8.3% |
0.0050 |
0.4% |
37% |
False |
False |
8,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1901 |
|
2.618 |
1.1708 |
|
1.618 |
1.1590 |
|
1.000 |
1.1518 |
|
0.618 |
1.1472 |
|
HIGH |
1.1400 |
|
0.618 |
1.1354 |
|
0.500 |
1.1341 |
|
0.382 |
1.1327 |
|
LOW |
1.1282 |
|
0.618 |
1.1209 |
|
1.000 |
1.1164 |
|
1.618 |
1.1091 |
|
2.618 |
1.0973 |
|
4.250 |
1.0780 |
|
|
| Fisher Pivots for day following 24-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1356 |
1.1355 |
| PP |
1.1348 |
1.1347 |
| S1 |
1.1341 |
1.1339 |
|