CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 16-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2024 |
16-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1602 |
1.1498 |
-0.0104 |
-0.9% |
1.1608 |
| High |
1.1606 |
1.1588 |
-0.0018 |
-0.2% |
1.1657 |
| Low |
1.1472 |
1.1495 |
0.0024 |
0.2% |
1.1472 |
| Close |
1.1507 |
1.1575 |
0.0068 |
0.6% |
1.1575 |
| Range |
0.0135 |
0.0093 |
-0.0042 |
-30.9% |
0.0186 |
| ATR |
0.0097 |
0.0097 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
31,393 |
26,285 |
-5,108 |
-16.3% |
139,749 |
|
| Daily Pivots for day following 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1832 |
1.1796 |
1.1626 |
|
| R3 |
1.1739 |
1.1703 |
1.1600 |
|
| R2 |
1.1646 |
1.1646 |
1.1592 |
|
| R1 |
1.1610 |
1.1610 |
1.1583 |
1.1628 |
| PP |
1.1553 |
1.1553 |
1.1553 |
1.1561 |
| S1 |
1.1517 |
1.1517 |
1.1566 |
1.1535 |
| S2 |
1.1460 |
1.1460 |
1.1557 |
|
| S3 |
1.1367 |
1.1424 |
1.1549 |
|
| S4 |
1.1274 |
1.1331 |
1.1523 |
|
|
| Weekly Pivots for week ending 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2124 |
1.2035 |
1.1677 |
|
| R3 |
1.1939 |
1.1849 |
1.1626 |
|
| R2 |
1.1753 |
1.1753 |
1.1609 |
|
| R1 |
1.1664 |
1.1664 |
1.1592 |
1.1616 |
| PP |
1.1568 |
1.1568 |
1.1568 |
1.1544 |
| S1 |
1.1478 |
1.1478 |
1.1557 |
1.1430 |
| S2 |
1.1382 |
1.1382 |
1.1540 |
|
| S3 |
1.1197 |
1.1293 |
1.1523 |
|
| S4 |
1.1011 |
1.1107 |
1.1472 |
|
|
| 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% |
0.0088 |
0.8% |
56% |
False |
False |
27,949 |
| 10 |
1.1919 |
1.1472 |
0.0448 |
3.9% |
0.0118 |
1.0% |
23% |
False |
False |
43,388 |
| 20 |
1.1919 |
1.1279 |
0.0640 |
5.5% |
0.0102 |
0.9% |
46% |
False |
False |
41,312 |
| 40 |
1.1919 |
1.1144 |
0.0775 |
6.7% |
0.0081 |
0.7% |
56% |
False |
False |
34,755 |
| 60 |
1.1919 |
1.1061 |
0.0858 |
7.4% |
0.0078 |
0.7% |
60% |
False |
False |
29,720 |
| 80 |
1.1919 |
1.1020 |
0.0899 |
7.8% |
0.0071 |
0.6% |
62% |
False |
False |
22,306 |
| 100 |
1.1919 |
1.1020 |
0.0899 |
7.8% |
0.0066 |
0.6% |
62% |
False |
False |
17,847 |
| 120 |
1.1919 |
1.1020 |
0.0899 |
7.8% |
0.0060 |
0.5% |
62% |
False |
False |
14,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1983 |
|
2.618 |
1.1831 |
|
1.618 |
1.1738 |
|
1.000 |
1.1681 |
|
0.618 |
1.1645 |
|
HIGH |
1.1588 |
|
0.618 |
1.1552 |
|
0.500 |
1.1542 |
|
0.382 |
1.1531 |
|
LOW |
1.1495 |
|
0.618 |
1.1438 |
|
1.000 |
1.1402 |
|
1.618 |
1.1345 |
|
2.618 |
1.1252 |
|
4.250 |
1.1100 |
|
|
| Fisher Pivots for day following 16-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1564 |
1.1571 |
| PP |
1.1553 |
1.1568 |
| S1 |
1.1542 |
1.1564 |
|