CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 14-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2024 |
14-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1607 |
1.1614 |
0.0007 |
0.1% |
1.1717 |
| High |
1.1626 |
1.1657 |
0.0032 |
0.3% |
1.1919 |
| Low |
1.1568 |
1.1591 |
0.0024 |
0.2% |
1.1580 |
| Close |
1.1623 |
1.1608 |
-0.0015 |
-0.1% |
1.1615 |
| Range |
0.0058 |
0.0066 |
0.0008 |
13.8% |
0.0340 |
| ATR |
0.0096 |
0.0094 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
27,221 |
26,123 |
-1,098 |
-4.0% |
294,138 |
|
| Daily Pivots for day following 14-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1817 |
1.1778 |
1.1644 |
|
| R3 |
1.1751 |
1.1712 |
1.1626 |
|
| R2 |
1.1685 |
1.1685 |
1.1620 |
|
| R1 |
1.1646 |
1.1646 |
1.1614 |
1.1632 |
| PP |
1.1619 |
1.1619 |
1.1619 |
1.1612 |
| S1 |
1.1580 |
1.1580 |
1.1601 |
1.1566 |
| S2 |
1.1553 |
1.1553 |
1.1595 |
|
| S3 |
1.1487 |
1.1514 |
1.1589 |
|
| S4 |
1.1421 |
1.1448 |
1.1571 |
|
|
| 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 |
1.1735 |
1.1527 |
0.0208 |
1.8% |
0.0084 |
0.7% |
39% |
False |
False |
30,205 |
| 10 |
1.1919 |
1.1445 |
0.0475 |
4.1% |
0.0124 |
1.1% |
34% |
False |
False |
48,943 |
| 20 |
1.1919 |
1.1279 |
0.0640 |
5.5% |
0.0096 |
0.8% |
51% |
False |
False |
41,435 |
| 40 |
1.1919 |
1.1144 |
0.0775 |
6.7% |
0.0081 |
0.7% |
60% |
False |
False |
36,021 |
| 60 |
1.1919 |
1.1061 |
0.0858 |
7.4% |
0.0075 |
0.6% |
64% |
False |
False |
28,762 |
| 80 |
1.1919 |
1.1020 |
0.0899 |
7.7% |
0.0069 |
0.6% |
65% |
False |
False |
21,586 |
| 100 |
1.1919 |
1.1020 |
0.0899 |
7.7% |
0.0065 |
0.6% |
65% |
False |
False |
17,271 |
| 120 |
1.1919 |
1.1020 |
0.0899 |
7.7% |
0.0058 |
0.5% |
65% |
False |
False |
14,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1938 |
|
2.618 |
1.1830 |
|
1.618 |
1.1764 |
|
1.000 |
1.1723 |
|
0.618 |
1.1698 |
|
HIGH |
1.1657 |
|
0.618 |
1.1632 |
|
0.500 |
1.1624 |
|
0.382 |
1.1616 |
|
LOW |
1.1591 |
|
0.618 |
1.1550 |
|
1.000 |
1.1525 |
|
1.618 |
1.1484 |
|
2.618 |
1.1418 |
|
4.250 |
1.1311 |
|
|
| Fisher Pivots for day following 14-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1624 |
1.1602 |
| PP |
1.1619 |
1.1597 |
| S1 |
1.1613 |
1.1592 |
|