CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 05-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2024 |
05-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1515 |
1.1717 |
0.0202 |
1.8% |
1.1383 |
| High |
1.1724 |
1.1919 |
0.0196 |
1.7% |
1.1724 |
| Low |
1.1508 |
1.1694 |
0.0186 |
1.6% |
1.1330 |
| Close |
1.1702 |
1.1815 |
0.0113 |
1.0% |
1.1702 |
| Range |
0.0216 |
0.0226 |
0.0010 |
4.6% |
0.0394 |
| ATR |
0.0080 |
0.0091 |
0.0010 |
12.9% |
0.0000 |
| Volume |
71,838 |
97,450 |
25,612 |
35.7% |
214,818 |
|
| Daily Pivots for day following 05-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2486 |
1.2376 |
1.1939 |
|
| R3 |
1.2260 |
1.2150 |
1.1877 |
|
| R2 |
1.2035 |
1.2035 |
1.1856 |
|
| R1 |
1.1925 |
1.1925 |
1.1835 |
1.1980 |
| PP |
1.1809 |
1.1809 |
1.1809 |
1.1837 |
| S1 |
1.1699 |
1.1699 |
1.1794 |
1.1754 |
| S2 |
1.1584 |
1.1584 |
1.1773 |
|
| S3 |
1.1358 |
1.1474 |
1.1752 |
|
| S4 |
1.1133 |
1.1248 |
1.1690 |
|
|
| 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 |
1.1919 |
1.1330 |
0.0589 |
5.0% |
0.0132 |
1.1% |
82% |
True |
False |
57,718 |
| 10 |
1.1919 |
1.1279 |
0.0640 |
5.4% |
0.0105 |
0.9% |
84% |
True |
False |
46,784 |
| 20 |
1.1919 |
1.1199 |
0.0720 |
6.1% |
0.0084 |
0.7% |
85% |
True |
False |
37,466 |
| 40 |
1.1919 |
1.1144 |
0.0775 |
6.6% |
0.0074 |
0.6% |
87% |
True |
False |
35,843 |
| 60 |
1.1919 |
1.1061 |
0.0858 |
7.3% |
0.0069 |
0.6% |
88% |
True |
False |
24,130 |
| 80 |
1.1919 |
1.1020 |
0.0899 |
7.6% |
0.0065 |
0.5% |
88% |
True |
False |
18,103 |
| 100 |
1.1919 |
1.1020 |
0.0899 |
7.6% |
0.0061 |
0.5% |
88% |
True |
False |
14,483 |
| 120 |
1.1919 |
1.1020 |
0.0899 |
7.6% |
0.0055 |
0.5% |
88% |
True |
False |
12,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2877 |
|
2.618 |
1.2509 |
|
1.618 |
1.2284 |
|
1.000 |
1.2145 |
|
0.618 |
1.2058 |
|
HIGH |
1.1919 |
|
0.618 |
1.1833 |
|
0.500 |
1.1806 |
|
0.382 |
1.1780 |
|
LOW |
1.1694 |
|
0.618 |
1.1554 |
|
1.000 |
1.1468 |
|
1.618 |
1.1329 |
|
2.618 |
1.1103 |
|
4.250 |
1.0735 |
|
|
| Fisher Pivots for day following 05-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1812 |
1.1770 |
| PP |
1.1809 |
1.1726 |
| S1 |
1.1806 |
1.1682 |
|