CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 09-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2024 |
09-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1662 |
1.1588 |
-0.0074 |
-0.6% |
1.1717 |
| High |
1.1735 |
1.1635 |
-0.0100 |
-0.9% |
1.1919 |
| Low |
1.1580 |
1.1582 |
0.0002 |
0.0% |
1.1580 |
| Close |
1.1600 |
1.1615 |
0.0015 |
0.1% |
1.1615 |
| Range |
0.0155 |
0.0053 |
-0.0102 |
-65.8% |
0.0340 |
| ATR |
0.0103 |
0.0100 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
44,707 |
24,249 |
-20,458 |
-45.8% |
294,138 |
|
| Daily Pivots for day following 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1769 |
1.1745 |
1.1644 |
|
| R3 |
1.1716 |
1.1692 |
1.1629 |
|
| R2 |
1.1663 |
1.1663 |
1.1624 |
|
| R1 |
1.1639 |
1.1639 |
1.1619 |
1.1651 |
| PP |
1.1610 |
1.1610 |
1.1610 |
1.1616 |
| S1 |
1.1586 |
1.1586 |
1.1610 |
1.1598 |
| S2 |
1.1557 |
1.1557 |
1.1605 |
|
| S3 |
1.1504 |
1.1533 |
1.1600 |
|
| S4 |
1.1451 |
1.1480 |
1.1585 |
|
|
| Weekly Pivots for week ending 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2723 |
1.2508 |
1.1801 |
|
| R3 |
1.2383 |
1.2169 |
1.1708 |
|
| R2 |
1.2044 |
1.2044 |
1.1677 |
|
| R1 |
1.1829 |
1.1829 |
1.1646 |
1.1767 |
| PP |
1.1704 |
1.1704 |
1.1704 |
1.1673 |
| S1 |
1.1490 |
1.1490 |
1.1583 |
1.1427 |
| S2 |
1.1365 |
1.1365 |
1.1552 |
|
| S3 |
1.1025 |
1.1150 |
1.1521 |
|
| S4 |
1.0686 |
1.0811 |
1.1428 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1919 |
1.1580 |
0.0340 |
2.9% |
0.0148 |
1.3% |
10% |
False |
False |
58,827 |
| 10 |
1.1919 |
1.1330 |
0.0589 |
5.1% |
0.0124 |
1.1% |
48% |
False |
False |
50,895 |
| 20 |
1.1919 |
1.1220 |
0.0700 |
6.0% |
0.0098 |
0.8% |
56% |
False |
False |
42,077 |
| 40 |
1.1919 |
1.1144 |
0.0775 |
6.7% |
0.0080 |
0.7% |
61% |
False |
False |
37,352 |
| 60 |
1.1919 |
1.1061 |
0.0858 |
7.4% |
0.0075 |
0.6% |
65% |
False |
False |
27,404 |
| 80 |
1.1919 |
1.1020 |
0.0899 |
7.7% |
0.0069 |
0.6% |
66% |
False |
False |
20,560 |
| 100 |
1.1919 |
1.1020 |
0.0899 |
7.7% |
0.0064 |
0.6% |
66% |
False |
False |
16,450 |
| 120 |
1.1919 |
1.1020 |
0.0899 |
7.7% |
0.0057 |
0.5% |
66% |
False |
False |
13,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1860 |
|
2.618 |
1.1773 |
|
1.618 |
1.1720 |
|
1.000 |
1.1688 |
|
0.618 |
1.1667 |
|
HIGH |
1.1635 |
|
0.618 |
1.1614 |
|
0.500 |
1.1608 |
|
0.382 |
1.1602 |
|
LOW |
1.1582 |
|
0.618 |
1.1549 |
|
1.000 |
1.1529 |
|
1.618 |
1.1496 |
|
2.618 |
1.1443 |
|
4.250 |
1.1356 |
|
|
| Fisher Pivots for day following 09-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1612 |
1.1693 |
| PP |
1.1610 |
1.1667 |
| S1 |
1.1608 |
1.1641 |
|