CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 12-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2024 |
12-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1588 |
1.1608 |
0.0020 |
0.2% |
1.1717 |
| High |
1.1635 |
1.1616 |
-0.0019 |
-0.2% |
1.1919 |
| Low |
1.1582 |
1.1527 |
-0.0055 |
-0.5% |
1.1580 |
| Close |
1.1615 |
1.1606 |
-0.0009 |
-0.1% |
1.1615 |
| Range |
0.0053 |
0.0090 |
0.0037 |
68.9% |
0.0340 |
| ATR |
0.0100 |
0.0099 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
24,249 |
28,727 |
4,478 |
18.5% |
294,138 |
|
| Daily Pivots for day following 12-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1851 |
1.1818 |
1.1655 |
|
| R3 |
1.1762 |
1.1728 |
1.1630 |
|
| R2 |
1.1672 |
1.1672 |
1.1622 |
|
| R1 |
1.1639 |
1.1639 |
1.1614 |
1.1611 |
| PP |
1.1583 |
1.1583 |
1.1583 |
1.1569 |
| S1 |
1.1549 |
1.1549 |
1.1597 |
1.1521 |
| S2 |
1.1493 |
1.1493 |
1.1589 |
|
| S3 |
1.1404 |
1.1460 |
1.1581 |
|
| S4 |
1.1314 |
1.1370 |
1.1556 |
|
|
| 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 |
1.1821 |
1.1527 |
0.0295 |
2.5% |
0.0120 |
1.0% |
27% |
False |
True |
45,083 |
| 10 |
1.1919 |
1.1330 |
0.0589 |
5.1% |
0.0126 |
1.1% |
47% |
False |
False |
51,400 |
| 20 |
1.1919 |
1.1220 |
0.0700 |
6.0% |
0.0100 |
0.9% |
55% |
False |
False |
42,242 |
| 40 |
1.1919 |
1.1144 |
0.0775 |
6.7% |
0.0081 |
0.7% |
60% |
False |
False |
36,299 |
| 60 |
1.1919 |
1.1061 |
0.0858 |
7.4% |
0.0075 |
0.6% |
63% |
False |
False |
27,879 |
| 80 |
1.1919 |
1.1020 |
0.0899 |
7.7% |
0.0070 |
0.6% |
65% |
False |
False |
20,919 |
| 100 |
1.1919 |
1.1020 |
0.0899 |
7.7% |
0.0065 |
0.6% |
65% |
False |
False |
16,737 |
| 120 |
1.1919 |
1.1020 |
0.0899 |
7.7% |
0.0058 |
0.5% |
65% |
False |
False |
13,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1996 |
|
2.618 |
1.1850 |
|
1.618 |
1.1761 |
|
1.000 |
1.1706 |
|
0.618 |
1.1671 |
|
HIGH |
1.1616 |
|
0.618 |
1.1582 |
|
0.500 |
1.1571 |
|
0.382 |
1.1561 |
|
LOW |
1.1527 |
|
0.618 |
1.1471 |
|
1.000 |
1.1437 |
|
1.618 |
1.1382 |
|
2.618 |
1.1292 |
|
4.250 |
1.1146 |
|
|
| Fisher Pivots for day following 12-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1594 |
1.1631 |
| PP |
1.1583 |
1.1622 |
| S1 |
1.1571 |
1.1614 |
|