CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 01-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2024 |
01-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1387 |
1.1456 |
0.0069 |
0.6% |
1.1328 |
| High |
1.1462 |
1.1520 |
0.0058 |
0.5% |
1.1464 |
| Low |
1.1382 |
1.1445 |
0.0063 |
0.5% |
1.1279 |
| Close |
1.1433 |
1.1517 |
0.0084 |
0.7% |
1.1385 |
| Range |
0.0080 |
0.0076 |
-0.0005 |
-5.6% |
0.0185 |
| ATR |
0.0068 |
0.0070 |
0.0001 |
2.0% |
0.0000 |
| Volume |
51,756 |
41,386 |
-10,370 |
-20.0% |
177,537 |
|
| Daily Pivots for day following 01-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1720 |
1.1694 |
1.1558 |
|
| R3 |
1.1645 |
1.1618 |
1.1537 |
|
| R2 |
1.1569 |
1.1569 |
1.1530 |
|
| R1 |
1.1543 |
1.1543 |
1.1523 |
1.1556 |
| PP |
1.1494 |
1.1494 |
1.1494 |
1.1500 |
| S1 |
1.1467 |
1.1467 |
1.1510 |
1.1481 |
| S2 |
1.1418 |
1.1418 |
1.1503 |
|
| S3 |
1.1343 |
1.1392 |
1.1496 |
|
| S4 |
1.1267 |
1.1316 |
1.1475 |
|
|
| 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 |
1.1520 |
1.1330 |
0.0190 |
1.6% |
0.0068 |
0.6% |
98% |
True |
False |
35,002 |
| 10 |
1.1520 |
1.1279 |
0.0241 |
2.1% |
0.0068 |
0.6% |
99% |
True |
False |
34,654 |
| 20 |
1.1520 |
1.1157 |
0.0363 |
3.2% |
0.0069 |
0.6% |
99% |
True |
False |
31,955 |
| 40 |
1.1520 |
1.1144 |
0.0376 |
3.3% |
0.0066 |
0.6% |
99% |
True |
False |
31,701 |
| 60 |
1.1520 |
1.1061 |
0.0459 |
4.0% |
0.0063 |
0.5% |
99% |
True |
False |
21,309 |
| 80 |
1.1520 |
1.1020 |
0.0500 |
4.3% |
0.0061 |
0.5% |
99% |
True |
False |
15,987 |
| 100 |
1.1656 |
1.1020 |
0.0636 |
5.5% |
0.0057 |
0.5% |
78% |
False |
False |
12,794 |
| 120 |
1.1706 |
1.1020 |
0.0686 |
6.0% |
0.0052 |
0.4% |
72% |
False |
False |
10,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1841 |
|
2.618 |
1.1718 |
|
1.618 |
1.1642 |
|
1.000 |
1.1596 |
|
0.618 |
1.1567 |
|
HIGH |
1.1520 |
|
0.618 |
1.1491 |
|
0.500 |
1.1482 |
|
0.382 |
1.1473 |
|
LOW |
1.1445 |
|
0.618 |
1.1398 |
|
1.000 |
1.1369 |
|
1.618 |
1.1322 |
|
2.618 |
1.1247 |
|
4.250 |
1.1124 |
|
|
| Fisher Pivots for day following 01-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1505 |
1.1486 |
| PP |
1.1494 |
1.1456 |
| S1 |
1.1482 |
1.1425 |
|