CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 29-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2024 |
29-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1413 |
1.1383 |
-0.0030 |
-0.3% |
1.1328 |
| High |
1.1428 |
1.1404 |
-0.0025 |
-0.2% |
1.1464 |
| Low |
1.1373 |
1.1338 |
-0.0035 |
-0.3% |
1.1279 |
| Close |
1.1385 |
1.1349 |
-0.0036 |
-0.3% |
1.1385 |
| Range |
0.0056 |
0.0066 |
0.0011 |
18.9% |
0.0185 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
32,032 |
23,674 |
-8,358 |
-26.1% |
177,537 |
|
| Daily Pivots for day following 29-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1561 |
1.1521 |
1.1385 |
|
| R3 |
1.1495 |
1.1455 |
1.1367 |
|
| R2 |
1.1429 |
1.1429 |
1.1361 |
|
| R1 |
1.1389 |
1.1389 |
1.1355 |
1.1376 |
| PP |
1.1363 |
1.1363 |
1.1363 |
1.1357 |
| S1 |
1.1323 |
1.1323 |
1.1343 |
1.1310 |
| S2 |
1.1297 |
1.1297 |
1.1337 |
|
| S3 |
1.1231 |
1.1257 |
1.1331 |
|
| S4 |
1.1165 |
1.1191 |
1.1313 |
|
|
| 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% |
0.0077 |
0.7% |
38% |
False |
False |
35,850 |
| 10 |
1.1464 |
1.1220 |
0.0245 |
2.2% |
0.0074 |
0.7% |
53% |
False |
False |
33,083 |
| 20 |
1.1464 |
1.1144 |
0.0320 |
2.8% |
0.0068 |
0.6% |
64% |
False |
False |
30,334 |
| 40 |
1.1464 |
1.1144 |
0.0320 |
2.8% |
0.0068 |
0.6% |
64% |
False |
False |
28,843 |
| 60 |
1.1464 |
1.1061 |
0.0403 |
3.6% |
0.0063 |
0.6% |
71% |
False |
False |
19,323 |
| 80 |
1.1464 |
1.1020 |
0.0444 |
3.9% |
0.0060 |
0.5% |
74% |
False |
False |
14,496 |
| 100 |
1.1680 |
1.1020 |
0.0660 |
5.8% |
0.0055 |
0.5% |
50% |
False |
False |
11,601 |
| 120 |
1.1754 |
1.1020 |
0.0734 |
6.5% |
0.0050 |
0.4% |
45% |
False |
False |
9,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1684 |
|
2.618 |
1.1576 |
|
1.618 |
1.1510 |
|
1.000 |
1.1470 |
|
0.618 |
1.1444 |
|
HIGH |
1.1404 |
|
0.618 |
1.1378 |
|
0.500 |
1.1371 |
|
0.382 |
1.1363 |
|
LOW |
1.1338 |
|
0.618 |
1.1297 |
|
1.000 |
1.1272 |
|
1.618 |
1.1231 |
|
2.618 |
1.1165 |
|
4.250 |
1.1057 |
|
|
| Fisher Pivots for day following 29-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1371 |
1.1401 |
| PP |
1.1363 |
1.1384 |
| S1 |
1.1356 |
1.1366 |
|