CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 15-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2024 |
15-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1614 |
1.1602 |
-0.0012 |
-0.1% |
1.1717 |
| High |
1.1657 |
1.1606 |
-0.0051 |
-0.4% |
1.1919 |
| Low |
1.1591 |
1.1472 |
-0.0120 |
-1.0% |
1.1580 |
| Close |
1.1608 |
1.1507 |
-0.0101 |
-0.9% |
1.1615 |
| Range |
0.0066 |
0.0135 |
0.0069 |
103.8% |
0.0340 |
| ATR |
0.0094 |
0.0097 |
0.0003 |
3.2% |
0.0000 |
| Volume |
26,123 |
31,393 |
5,270 |
20.2% |
294,138 |
|
| Daily Pivots for day following 15-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1932 |
1.1854 |
1.1581 |
|
| R3 |
1.1797 |
1.1719 |
1.1544 |
|
| R2 |
1.1663 |
1.1663 |
1.1532 |
|
| R1 |
1.1585 |
1.1585 |
1.1519 |
1.1557 |
| PP |
1.1528 |
1.1528 |
1.1528 |
1.1514 |
| S1 |
1.1450 |
1.1450 |
1.1495 |
1.1422 |
| S2 |
1.1394 |
1.1394 |
1.1482 |
|
| S3 |
1.1259 |
1.1316 |
1.1470 |
|
| S4 |
1.1125 |
1.1181 |
1.1433 |
|
|
| 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 |
1.1657 |
1.1472 |
0.0186 |
1.6% |
0.0080 |
0.7% |
19% |
False |
True |
27,542 |
| 10 |
1.1919 |
1.1472 |
0.0448 |
3.9% |
0.0130 |
1.1% |
8% |
False |
True |
47,944 |
| 20 |
1.1919 |
1.1279 |
0.0640 |
5.6% |
0.0099 |
0.9% |
36% |
False |
False |
41,299 |
| 40 |
1.1919 |
1.1144 |
0.0775 |
6.7% |
0.0082 |
0.7% |
47% |
False |
False |
35,579 |
| 60 |
1.1919 |
1.1061 |
0.0858 |
7.5% |
0.0077 |
0.7% |
52% |
False |
False |
29,283 |
| 80 |
1.1919 |
1.1020 |
0.0899 |
7.8% |
0.0070 |
0.6% |
54% |
False |
False |
21,978 |
| 100 |
1.1919 |
1.1020 |
0.0899 |
7.8% |
0.0065 |
0.6% |
54% |
False |
False |
17,584 |
| 120 |
1.1919 |
1.1020 |
0.0899 |
7.8% |
0.0059 |
0.5% |
54% |
False |
False |
14,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2178 |
|
2.618 |
1.1958 |
|
1.618 |
1.1824 |
|
1.000 |
1.1741 |
|
0.618 |
1.1689 |
|
HIGH |
1.1606 |
|
0.618 |
1.1555 |
|
0.500 |
1.1539 |
|
0.382 |
1.1523 |
|
LOW |
1.1472 |
|
0.618 |
1.1388 |
|
1.000 |
1.1337 |
|
1.618 |
1.1254 |
|
2.618 |
1.1119 |
|
4.250 |
1.0900 |
|
|
| Fisher Pivots for day following 15-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1539 |
1.1564 |
| PP |
1.1528 |
1.1545 |
| S1 |
1.1518 |
1.1526 |
|