CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 26-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2024 |
26-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1373 |
1.1413 |
0.0040 |
0.4% |
1.1328 |
| High |
1.1464 |
1.1428 |
-0.0036 |
-0.3% |
1.1464 |
| Low |
1.1363 |
1.1373 |
0.0010 |
0.1% |
1.1279 |
| Close |
1.1426 |
1.1385 |
-0.0041 |
-0.4% |
1.1385 |
| Range |
0.0101 |
0.0056 |
-0.0046 |
-45.0% |
0.0185 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
51,758 |
32,032 |
-19,726 |
-38.1% |
177,537 |
|
| Daily Pivots for day following 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1562 |
1.1529 |
1.1416 |
|
| R3 |
1.1506 |
1.1473 |
1.1400 |
|
| R2 |
1.1451 |
1.1451 |
1.1395 |
|
| R1 |
1.1418 |
1.1418 |
1.1390 |
1.1407 |
| PP |
1.1395 |
1.1395 |
1.1395 |
1.1390 |
| S1 |
1.1362 |
1.1362 |
1.1380 |
1.1351 |
| S2 |
1.1340 |
1.1340 |
1.1375 |
|
| S3 |
1.1284 |
1.1307 |
1.1370 |
|
| S4 |
1.1229 |
1.1251 |
1.1354 |
|
|
| Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1931 |
1.1843 |
1.1487 |
|
| R3 |
1.1746 |
1.1658 |
1.1436 |
|
| R2 |
1.1561 |
1.1561 |
1.1419 |
|
| R1 |
1.1473 |
1.1473 |
1.1402 |
1.1517 |
| PP |
1.1376 |
1.1376 |
1.1376 |
1.1398 |
| S1 |
1.1288 |
1.1288 |
1.1368 |
1.1332 |
| S2 |
1.1191 |
1.1191 |
1.1351 |
|
| S3 |
1.1006 |
1.1103 |
1.1334 |
|
| S4 |
1.0821 |
1.0918 |
1.1283 |
|
|
| 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% |
0.0072 |
0.6% |
57% |
False |
False |
35,507 |
| 10 |
1.1464 |
1.1220 |
0.0245 |
2.1% |
0.0072 |
0.6% |
68% |
False |
False |
33,259 |
| 20 |
1.1464 |
1.1144 |
0.0320 |
2.8% |
0.0066 |
0.6% |
75% |
False |
False |
30,830 |
| 40 |
1.1464 |
1.1081 |
0.0383 |
3.4% |
0.0070 |
0.6% |
79% |
False |
False |
28,296 |
| 60 |
1.1464 |
1.1020 |
0.0444 |
3.9% |
0.0063 |
0.6% |
82% |
False |
False |
18,929 |
| 80 |
1.1464 |
1.1020 |
0.0444 |
3.9% |
0.0060 |
0.5% |
82% |
False |
False |
14,200 |
| 100 |
1.1680 |
1.1020 |
0.0660 |
5.8% |
0.0055 |
0.5% |
55% |
False |
False |
11,364 |
| 120 |
1.1790 |
1.1020 |
0.0770 |
6.8% |
0.0050 |
0.4% |
47% |
False |
False |
9,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1664 |
|
2.618 |
1.1573 |
|
1.618 |
1.1518 |
|
1.000 |
1.1484 |
|
0.618 |
1.1462 |
|
HIGH |
1.1428 |
|
0.618 |
1.1407 |
|
0.500 |
1.1400 |
|
0.382 |
1.1394 |
|
LOW |
1.1373 |
|
0.618 |
1.1338 |
|
1.000 |
1.1317 |
|
1.618 |
1.1283 |
|
2.618 |
1.1227 |
|
4.250 |
1.1137 |
|
|
| Fisher Pivots for day following 26-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1400 |
1.1381 |
| PP |
1.1395 |
1.1377 |
| S1 |
1.1390 |
1.1373 |
|