CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 06-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2024 |
06-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1717 |
1.1797 |
0.0080 |
0.7% |
1.1383 |
| High |
1.1919 |
1.1821 |
-0.0098 |
-0.8% |
1.1724 |
| Low |
1.1694 |
1.1724 |
0.0031 |
0.3% |
1.1330 |
| Close |
1.1815 |
1.1780 |
-0.0035 |
-0.3% |
1.1702 |
| Range |
0.0226 |
0.0097 |
-0.0129 |
-57.0% |
0.0394 |
| ATR |
0.0091 |
0.0091 |
0.0000 |
0.5% |
0.0000 |
| Volume |
97,450 |
65,844 |
-31,606 |
-32.4% |
214,818 |
|
| Daily Pivots for day following 06-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2066 |
1.2020 |
1.1833 |
|
| R3 |
1.1969 |
1.1923 |
1.1807 |
|
| R2 |
1.1872 |
1.1872 |
1.1798 |
|
| R1 |
1.1826 |
1.1826 |
1.1789 |
1.1801 |
| PP |
1.1775 |
1.1775 |
1.1775 |
1.1762 |
| S1 |
1.1729 |
1.1729 |
1.1771 |
1.1704 |
| S2 |
1.1678 |
1.1678 |
1.1762 |
|
| S3 |
1.1581 |
1.1632 |
1.1753 |
|
| S4 |
1.1484 |
1.1535 |
1.1727 |
|
|
| 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 |
1.1382 |
0.0537 |
4.6% |
0.0139 |
1.2% |
74% |
False |
False |
65,654 |
| 10 |
1.1919 |
1.1282 |
0.0638 |
5.4% |
0.0110 |
0.9% |
78% |
False |
False |
50,738 |
| 20 |
1.1919 |
1.1199 |
0.0720 |
6.1% |
0.0087 |
0.7% |
81% |
False |
False |
39,867 |
| 40 |
1.1919 |
1.1144 |
0.0775 |
6.6% |
0.0074 |
0.6% |
82% |
False |
False |
37,369 |
| 60 |
1.1919 |
1.1061 |
0.0858 |
7.3% |
0.0070 |
0.6% |
84% |
False |
False |
25,227 |
| 80 |
1.1919 |
1.1020 |
0.0899 |
7.6% |
0.0065 |
0.6% |
85% |
False |
False |
18,925 |
| 100 |
1.1919 |
1.1020 |
0.0899 |
7.6% |
0.0062 |
0.5% |
85% |
False |
False |
15,142 |
| 120 |
1.1919 |
1.1020 |
0.0899 |
7.6% |
0.0055 |
0.5% |
85% |
False |
False |
12,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2233 |
|
2.618 |
1.2075 |
|
1.618 |
1.1978 |
|
1.000 |
1.1918 |
|
0.618 |
1.1881 |
|
HIGH |
1.1821 |
|
0.618 |
1.1784 |
|
0.500 |
1.1773 |
|
0.382 |
1.1761 |
|
LOW |
1.1724 |
|
0.618 |
1.1664 |
|
1.000 |
1.1627 |
|
1.618 |
1.1567 |
|
2.618 |
1.1470 |
|
4.250 |
1.1312 |
|
|
| Fisher Pivots for day following 06-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1778 |
1.1758 |
| PP |
1.1775 |
1.1736 |
| S1 |
1.1773 |
1.1714 |
|