CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 31-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2024 |
31-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1349 |
1.1387 |
0.0038 |
0.3% |
1.1328 |
| High |
1.1394 |
1.1462 |
0.0069 |
0.6% |
1.1464 |
| Low |
1.1330 |
1.1382 |
0.0052 |
0.5% |
1.1279 |
| Close |
1.1379 |
1.1433 |
0.0054 |
0.5% |
1.1385 |
| Range |
0.0064 |
0.0080 |
0.0017 |
26.0% |
0.0185 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
1.7% |
0.0000 |
| Volume |
26,164 |
51,756 |
25,592 |
97.8% |
177,537 |
|
| Daily Pivots for day following 31-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1666 |
1.1629 |
1.1477 |
|
| R3 |
1.1586 |
1.1549 |
1.1455 |
|
| R2 |
1.1506 |
1.1506 |
1.1447 |
|
| R1 |
1.1469 |
1.1469 |
1.1440 |
1.1487 |
| PP |
1.1426 |
1.1426 |
1.1426 |
1.1435 |
| S1 |
1.1389 |
1.1389 |
1.1425 |
1.1407 |
| S2 |
1.1346 |
1.1346 |
1.1418 |
|
| S3 |
1.1266 |
1.1309 |
1.1411 |
|
| S4 |
1.1186 |
1.1229 |
1.1389 |
|
|
| 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 |
1.1330 |
0.0134 |
1.2% |
0.0073 |
0.6% |
76% |
False |
False |
37,076 |
| 10 |
1.1464 |
1.1279 |
0.0185 |
1.6% |
0.0068 |
0.6% |
83% |
False |
False |
33,928 |
| 20 |
1.1464 |
1.1149 |
0.0316 |
2.8% |
0.0069 |
0.6% |
90% |
False |
False |
31,253 |
| 40 |
1.1464 |
1.1144 |
0.0320 |
2.8% |
0.0067 |
0.6% |
90% |
False |
False |
30,726 |
| 60 |
1.1464 |
1.1061 |
0.0403 |
3.5% |
0.0062 |
0.5% |
92% |
False |
False |
20,620 |
| 80 |
1.1464 |
1.1020 |
0.0444 |
3.9% |
0.0061 |
0.5% |
93% |
False |
False |
15,470 |
| 100 |
1.1680 |
1.1020 |
0.0660 |
5.8% |
0.0056 |
0.5% |
63% |
False |
False |
12,380 |
| 120 |
1.1706 |
1.1020 |
0.0686 |
6.0% |
0.0051 |
0.4% |
60% |
False |
False |
10,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1802 |
|
2.618 |
1.1671 |
|
1.618 |
1.1591 |
|
1.000 |
1.1542 |
|
0.618 |
1.1511 |
|
HIGH |
1.1462 |
|
0.618 |
1.1431 |
|
0.500 |
1.1422 |
|
0.382 |
1.1413 |
|
LOW |
1.1382 |
|
0.618 |
1.1333 |
|
1.000 |
1.1302 |
|
1.618 |
1.1253 |
|
2.618 |
1.1173 |
|
4.250 |
1.1042 |
|
|
| Fisher Pivots for day following 31-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1429 |
1.1420 |
| PP |
1.1426 |
1.1408 |
| S1 |
1.1422 |
1.1396 |
|