CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 08-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2024 |
08-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1805 |
1.1662 |
-0.0143 |
-1.2% |
1.1383 |
| High |
1.1807 |
1.1735 |
-0.0073 |
-0.6% |
1.1724 |
| Low |
1.1600 |
1.1580 |
-0.0020 |
-0.2% |
1.1330 |
| Close |
1.1659 |
1.1600 |
-0.0059 |
-0.5% |
1.1702 |
| Range |
0.0208 |
0.0155 |
-0.0053 |
-25.3% |
0.0394 |
| ATR |
0.0099 |
0.0103 |
0.0004 |
4.0% |
0.0000 |
| Volume |
61,888 |
44,707 |
-17,181 |
-27.8% |
214,818 |
|
| Daily Pivots for day following 08-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2103 |
1.2007 |
1.1685 |
|
| R3 |
1.1948 |
1.1852 |
1.1643 |
|
| R2 |
1.1793 |
1.1793 |
1.1628 |
|
| R1 |
1.1697 |
1.1697 |
1.1614 |
1.1667 |
| PP |
1.1638 |
1.1638 |
1.1638 |
1.1623 |
| S1 |
1.1542 |
1.1542 |
1.1586 |
1.1512 |
| S2 |
1.1483 |
1.1483 |
1.1572 |
|
| S3 |
1.1328 |
1.1387 |
1.1557 |
|
| S4 |
1.1173 |
1.1232 |
1.1515 |
|
|
| 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 |
1.1508 |
0.0411 |
3.5% |
0.0180 |
1.6% |
22% |
False |
False |
68,345 |
| 10 |
1.1919 |
1.1330 |
0.0589 |
5.1% |
0.0124 |
1.1% |
46% |
False |
False |
51,673 |
| 20 |
1.1919 |
1.1220 |
0.0700 |
6.0% |
0.0098 |
0.8% |
54% |
False |
False |
42,158 |
| 40 |
1.1919 |
1.1144 |
0.0775 |
6.7% |
0.0081 |
0.7% |
59% |
False |
False |
38,998 |
| 60 |
1.1919 |
1.1061 |
0.0858 |
7.4% |
0.0075 |
0.6% |
63% |
False |
False |
27,002 |
| 80 |
1.1919 |
1.1020 |
0.0899 |
7.8% |
0.0068 |
0.6% |
65% |
False |
False |
20,257 |
| 100 |
1.1919 |
1.1020 |
0.0899 |
7.8% |
0.0064 |
0.6% |
65% |
False |
False |
16,208 |
| 120 |
1.1919 |
1.1020 |
0.0899 |
7.8% |
0.0057 |
0.5% |
65% |
False |
False |
13,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2393 |
|
2.618 |
1.2140 |
|
1.618 |
1.1985 |
|
1.000 |
1.1890 |
|
0.618 |
1.1830 |
|
HIGH |
1.1735 |
|
0.618 |
1.1675 |
|
0.500 |
1.1657 |
|
0.382 |
1.1639 |
|
LOW |
1.1580 |
|
0.618 |
1.1484 |
|
1.000 |
1.1425 |
|
1.618 |
1.1329 |
|
2.618 |
1.1174 |
|
4.250 |
1.0921 |
|
|
| Fisher Pivots for day following 08-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1657 |
1.1700 |
| PP |
1.1638 |
1.1667 |
| S1 |
1.1619 |
1.1633 |
|