CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 25-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2024 |
25-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1293 |
1.1373 |
0.0080 |
0.7% |
1.1264 |
| High |
1.1400 |
1.1464 |
0.0065 |
0.6% |
1.1417 |
| Low |
1.1282 |
1.1363 |
0.0082 |
0.7% |
1.1220 |
| Close |
1.1363 |
1.1426 |
0.0063 |
0.6% |
1.1323 |
| Range |
0.0118 |
0.0101 |
-0.0017 |
-14.4% |
0.0197 |
| ATR |
0.0066 |
0.0069 |
0.0002 |
3.8% |
0.0000 |
| Volume |
45,484 |
51,758 |
6,274 |
13.8% |
155,054 |
|
| Daily Pivots for day following 25-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1721 |
1.1674 |
1.1481 |
|
| R3 |
1.1620 |
1.1573 |
1.1453 |
|
| R2 |
1.1519 |
1.1519 |
1.1444 |
|
| R1 |
1.1472 |
1.1472 |
1.1435 |
1.1495 |
| PP |
1.1418 |
1.1418 |
1.1418 |
1.1429 |
| S1 |
1.1371 |
1.1371 |
1.1416 |
1.1394 |
| S2 |
1.1317 |
1.1317 |
1.1407 |
|
| S3 |
1.1216 |
1.1270 |
1.1398 |
|
| S4 |
1.1115 |
1.1169 |
1.1370 |
|
|
| 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 |
1.1464 |
1.1279 |
0.0185 |
1.6% |
0.0068 |
0.6% |
79% |
True |
False |
34,305 |
| 10 |
1.1464 |
1.1220 |
0.0245 |
2.1% |
0.0072 |
0.6% |
84% |
True |
False |
32,642 |
| 20 |
1.1464 |
1.1144 |
0.0320 |
2.8% |
0.0066 |
0.6% |
88% |
True |
False |
30,275 |
| 40 |
1.1464 |
1.1079 |
0.0385 |
3.4% |
0.0069 |
0.6% |
90% |
True |
False |
27,499 |
| 60 |
1.1464 |
1.1020 |
0.0444 |
3.9% |
0.0064 |
0.6% |
91% |
True |
False |
18,395 |
| 80 |
1.1464 |
1.1020 |
0.0444 |
3.9% |
0.0059 |
0.5% |
91% |
True |
False |
13,800 |
| 100 |
1.1680 |
1.1020 |
0.0660 |
5.8% |
0.0054 |
0.5% |
61% |
False |
False |
11,044 |
| 120 |
1.1959 |
1.1020 |
0.0939 |
8.2% |
0.0051 |
0.4% |
43% |
False |
False |
9,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1893 |
|
2.618 |
1.1728 |
|
1.618 |
1.1627 |
|
1.000 |
1.1565 |
|
0.618 |
1.1526 |
|
HIGH |
1.1464 |
|
0.618 |
1.1425 |
|
0.500 |
1.1414 |
|
0.382 |
1.1402 |
|
LOW |
1.1363 |
|
0.618 |
1.1301 |
|
1.000 |
1.1262 |
|
1.618 |
1.1200 |
|
2.618 |
1.1099 |
|
4.250 |
1.0934 |
|
|
| Fisher Pivots for day following 25-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1422 |
1.1408 |
| PP |
1.1418 |
1.1390 |
| S1 |
1.1414 |
1.1372 |
|