CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 07-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2024 |
07-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1797 |
1.1805 |
0.0008 |
0.1% |
1.1383 |
| High |
1.1821 |
1.1807 |
-0.0014 |
-0.1% |
1.1724 |
| Low |
1.1724 |
1.1600 |
-0.0125 |
-1.1% |
1.1330 |
| Close |
1.1780 |
1.1659 |
-0.0121 |
-1.0% |
1.1702 |
| Range |
0.0097 |
0.0208 |
0.0111 |
113.9% |
0.0394 |
| ATR |
0.0091 |
0.0099 |
0.0008 |
9.1% |
0.0000 |
| Volume |
65,844 |
61,888 |
-3,956 |
-6.0% |
214,818 |
|
| Daily Pivots for day following 07-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2311 |
1.2193 |
1.1773 |
|
| R3 |
1.2104 |
1.1985 |
1.1716 |
|
| R2 |
1.1896 |
1.1896 |
1.1697 |
|
| R1 |
1.1778 |
1.1778 |
1.1678 |
1.1733 |
| PP |
1.1689 |
1.1689 |
1.1689 |
1.1666 |
| S1 |
1.1570 |
1.1570 |
1.1640 |
1.1526 |
| S2 |
1.1481 |
1.1481 |
1.1621 |
|
| S3 |
1.1274 |
1.1363 |
1.1602 |
|
| S4 |
1.1066 |
1.1155 |
1.1545 |
|
|
| 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 |
1.1445 |
0.0475 |
4.1% |
0.0164 |
1.4% |
45% |
False |
False |
67,681 |
| 10 |
1.1919 |
1.1330 |
0.0589 |
5.1% |
0.0119 |
1.0% |
56% |
False |
False |
52,379 |
| 20 |
1.1919 |
1.1199 |
0.0720 |
6.2% |
0.0095 |
0.8% |
64% |
False |
False |
42,009 |
| 40 |
1.1919 |
1.1144 |
0.0775 |
6.6% |
0.0078 |
0.7% |
66% |
False |
False |
38,450 |
| 60 |
1.1919 |
1.1061 |
0.0858 |
7.4% |
0.0073 |
0.6% |
70% |
False |
False |
26,258 |
| 80 |
1.1919 |
1.1020 |
0.0899 |
7.7% |
0.0067 |
0.6% |
71% |
False |
False |
19,699 |
| 100 |
1.1919 |
1.1020 |
0.0899 |
7.7% |
0.0063 |
0.5% |
71% |
False |
False |
15,761 |
| 120 |
1.1919 |
1.1020 |
0.0899 |
7.7% |
0.0056 |
0.5% |
71% |
False |
False |
13,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2689 |
|
2.618 |
1.2350 |
|
1.618 |
1.2143 |
|
1.000 |
1.2015 |
|
0.618 |
1.1935 |
|
HIGH |
1.1807 |
|
0.618 |
1.1728 |
|
0.500 |
1.1703 |
|
0.382 |
1.1679 |
|
LOW |
1.1600 |
|
0.618 |
1.1471 |
|
1.000 |
1.1392 |
|
1.618 |
1.1264 |
|
2.618 |
1.1056 |
|
4.250 |
1.0718 |
|
|
| Fisher Pivots for day following 07-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1703 |
1.1759 |
| PP |
1.1689 |
1.1726 |
| S1 |
1.1674 |
1.1692 |
|