CME Swiss Franc Future September 2024
Trading Metrics calculated at close of trading on 30-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2024 |
30-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
1.1383 |
1.1349 |
-0.0034 |
-0.3% |
1.1328 |
High |
1.1404 |
1.1394 |
-0.0010 |
-0.1% |
1.1464 |
Low |
1.1338 |
1.1330 |
-0.0008 |
-0.1% |
1.1279 |
Close |
1.1349 |
1.1379 |
0.0030 |
0.3% |
1.1385 |
Range |
0.0066 |
0.0064 |
-0.0003 |
-3.8% |
0.0185 |
ATR |
0.0068 |
0.0067 |
0.0000 |
-0.4% |
0.0000 |
Volume |
23,674 |
26,164 |
2,490 |
10.5% |
177,537 |
|
Daily Pivots for day following 30-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1558 |
1.1532 |
1.1413 |
|
R3 |
1.1494 |
1.1468 |
1.1396 |
|
R2 |
1.1431 |
1.1431 |
1.1390 |
|
R1 |
1.1405 |
1.1405 |
1.1384 |
1.1418 |
PP |
1.1367 |
1.1367 |
1.1367 |
1.1374 |
S1 |
1.1341 |
1.1341 |
1.1373 |
1.1354 |
S2 |
1.1304 |
1.1304 |
1.1367 |
|
S3 |
1.1240 |
1.1278 |
1.1361 |
|
S4 |
1.1177 |
1.1214 |
1.1344 |
|
|
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 |
1.1282 |
0.0183 |
1.6% |
0.0081 |
0.7% |
53% |
False |
False |
35,822 |
10 |
1.1464 |
1.1261 |
0.0203 |
1.8% |
0.0075 |
0.7% |
58% |
False |
False |
33,619 |
20 |
1.1464 |
1.1144 |
0.0320 |
2.8% |
0.0067 |
0.6% |
73% |
False |
False |
29,956 |
40 |
1.1464 |
1.1144 |
0.0320 |
2.8% |
0.0068 |
0.6% |
73% |
False |
False |
29,471 |
60 |
1.1464 |
1.1061 |
0.0403 |
3.5% |
0.0062 |
0.5% |
79% |
False |
False |
19,759 |
80 |
1.1464 |
1.1020 |
0.0444 |
3.9% |
0.0061 |
0.5% |
81% |
False |
False |
14,823 |
100 |
1.1680 |
1.1020 |
0.0660 |
5.8% |
0.0056 |
0.5% |
54% |
False |
False |
11,863 |
120 |
1.1706 |
1.1020 |
0.0686 |
6.0% |
0.0050 |
0.4% |
52% |
False |
False |
9,886 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1663 |
2.618 |
1.1560 |
1.618 |
1.1496 |
1.000 |
1.1457 |
0.618 |
1.1433 |
HIGH |
1.1394 |
0.618 |
1.1369 |
0.500 |
1.1362 |
0.382 |
1.1354 |
LOW |
1.1330 |
0.618 |
1.1291 |
1.000 |
1.1267 |
1.618 |
1.1227 |
2.618 |
1.1164 |
4.250 |
1.1060 |
|
|
Fisher Pivots for day following 30-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1373 |
1.1379 |
PP |
1.1367 |
1.1379 |
S1 |
1.1362 |
1.1379 |
|