CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 13-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2024 |
13-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1608 |
1.1607 |
-0.0001 |
0.0% |
1.1717 |
| High |
1.1616 |
1.1626 |
0.0010 |
0.1% |
1.1919 |
| Low |
1.1527 |
1.1568 |
0.0041 |
0.4% |
1.1580 |
| Close |
1.1606 |
1.1623 |
0.0017 |
0.1% |
1.1615 |
| Range |
0.0090 |
0.0058 |
-0.0032 |
-35.2% |
0.0340 |
| ATR |
0.0099 |
0.0096 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
28,727 |
27,221 |
-1,506 |
-5.2% |
294,138 |
|
| Daily Pivots for day following 13-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1779 |
1.1759 |
1.1654 |
|
| R3 |
1.1721 |
1.1701 |
1.1638 |
|
| R2 |
1.1663 |
1.1663 |
1.1633 |
|
| R1 |
1.1643 |
1.1643 |
1.1628 |
1.1653 |
| PP |
1.1605 |
1.1605 |
1.1605 |
1.1610 |
| S1 |
1.1585 |
1.1585 |
1.1617 |
1.1595 |
| S2 |
1.1547 |
1.1547 |
1.1612 |
|
| S3 |
1.1489 |
1.1527 |
1.1607 |
|
| S4 |
1.1431 |
1.1469 |
1.1591 |
|
|
| 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 |
1.1807 |
1.1527 |
0.0281 |
2.4% |
0.0113 |
1.0% |
34% |
False |
False |
37,358 |
| 10 |
1.1919 |
1.1382 |
0.0537 |
4.6% |
0.0126 |
1.1% |
45% |
False |
False |
51,506 |
| 20 |
1.1919 |
1.1261 |
0.0658 |
5.7% |
0.0100 |
0.9% |
55% |
False |
False |
42,563 |
| 40 |
1.1919 |
1.1144 |
0.0775 |
6.7% |
0.0080 |
0.7% |
62% |
False |
False |
35,983 |
| 60 |
1.1919 |
1.1061 |
0.0858 |
7.4% |
0.0075 |
0.6% |
65% |
False |
False |
28,329 |
| 80 |
1.1919 |
1.1020 |
0.0899 |
7.7% |
0.0070 |
0.6% |
67% |
False |
False |
21,259 |
| 100 |
1.1919 |
1.1020 |
0.0899 |
7.7% |
0.0065 |
0.6% |
67% |
False |
False |
17,010 |
| 120 |
1.1919 |
1.1020 |
0.0899 |
7.7% |
0.0058 |
0.5% |
67% |
False |
False |
14,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1872 |
|
2.618 |
1.1777 |
|
1.618 |
1.1719 |
|
1.000 |
1.1684 |
|
0.618 |
1.1661 |
|
HIGH |
1.1626 |
|
0.618 |
1.1603 |
|
0.500 |
1.1597 |
|
0.382 |
1.1590 |
|
LOW |
1.1568 |
|
0.618 |
1.1532 |
|
1.000 |
1.1510 |
|
1.618 |
1.1474 |
|
2.618 |
1.1416 |
|
4.250 |
1.1321 |
|
|
| Fisher Pivots for day following 13-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1614 |
1.1609 |
| PP |
1.1605 |
1.1595 |
| S1 |
1.1597 |
1.1581 |
|