CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 02-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2024 |
02-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1456 |
1.1515 |
0.0059 |
0.5% |
1.1383 |
| High |
1.1520 |
1.1724 |
0.0204 |
1.8% |
1.1724 |
| Low |
1.1445 |
1.1508 |
0.0064 |
0.6% |
1.1330 |
| Close |
1.1517 |
1.1702 |
0.0185 |
1.6% |
1.1702 |
| Range |
0.0076 |
0.0216 |
0.0140 |
185.4% |
0.0394 |
| ATR |
0.0070 |
0.0080 |
0.0010 |
14.9% |
0.0000 |
| Volume |
41,386 |
71,838 |
30,452 |
73.6% |
214,818 |
|
| Daily Pivots for day following 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2291 |
1.2212 |
1.1820 |
|
| R3 |
1.2075 |
1.1996 |
1.1761 |
|
| R2 |
1.1860 |
1.1860 |
1.1741 |
|
| R1 |
1.1781 |
1.1781 |
1.1721 |
1.1820 |
| PP |
1.1644 |
1.1644 |
1.1644 |
1.1664 |
| S1 |
1.1565 |
1.1565 |
1.1682 |
1.1605 |
| S2 |
1.1429 |
1.1429 |
1.1662 |
|
| S3 |
1.1213 |
1.1350 |
1.1642 |
|
| S4 |
1.0998 |
1.1134 |
1.1583 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2766 |
1.2627 |
1.1918 |
|
| R3 |
1.2372 |
1.2234 |
1.1810 |
|
| R2 |
1.1979 |
1.1979 |
1.1774 |
|
| R1 |
1.1840 |
1.1840 |
1.1738 |
1.1909 |
| PP |
1.1585 |
1.1585 |
1.1585 |
1.1620 |
| S1 |
1.1447 |
1.1447 |
1.1665 |
1.1516 |
| S2 |
1.1192 |
1.1192 |
1.1629 |
|
| S3 |
1.0798 |
1.1053 |
1.1593 |
|
| S4 |
1.0405 |
1.0660 |
1.1485 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1724 |
1.1330 |
0.0394 |
3.4% |
0.0100 |
0.9% |
94% |
True |
False |
42,963 |
| 10 |
1.1724 |
1.1279 |
0.0445 |
3.8% |
0.0086 |
0.7% |
95% |
True |
False |
39,235 |
| 20 |
1.1724 |
1.1199 |
0.0525 |
4.5% |
0.0075 |
0.6% |
96% |
True |
False |
33,559 |
| 40 |
1.1724 |
1.1144 |
0.0580 |
5.0% |
0.0070 |
0.6% |
96% |
True |
False |
33,442 |
| 60 |
1.1724 |
1.1061 |
0.0663 |
5.7% |
0.0066 |
0.6% |
97% |
True |
False |
22,506 |
| 80 |
1.1724 |
1.1020 |
0.0704 |
6.0% |
0.0063 |
0.5% |
97% |
True |
False |
16,885 |
| 100 |
1.1724 |
1.1020 |
0.0704 |
6.0% |
0.0058 |
0.5% |
97% |
True |
False |
13,512 |
| 120 |
1.1724 |
1.1020 |
0.0704 |
6.0% |
0.0053 |
0.5% |
97% |
True |
False |
11,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2639 |
|
2.618 |
1.2288 |
|
1.618 |
1.2072 |
|
1.000 |
1.1939 |
|
0.618 |
1.1857 |
|
HIGH |
1.1724 |
|
0.618 |
1.1641 |
|
0.500 |
1.1616 |
|
0.382 |
1.1590 |
|
LOW |
1.1508 |
|
0.618 |
1.1375 |
|
1.000 |
1.1293 |
|
1.618 |
1.1159 |
|
2.618 |
1.0944 |
|
4.250 |
1.0592 |
|
|
| Fisher Pivots for day following 02-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1673 |
1.1652 |
| PP |
1.1644 |
1.1602 |
| S1 |
1.1616 |
1.1553 |
|