CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 19-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2024 |
19-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1498 |
1.1582 |
0.0085 |
0.7% |
1.1608 |
| High |
1.1588 |
1.1645 |
0.0057 |
0.5% |
1.1657 |
| Low |
1.1495 |
1.1562 |
0.0067 |
0.6% |
1.1472 |
| Close |
1.1575 |
1.1632 |
0.0057 |
0.5% |
1.1575 |
| Range |
0.0093 |
0.0083 |
-0.0010 |
-10.8% |
0.0186 |
| ATR |
0.0097 |
0.0096 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
26,285 |
26,620 |
335 |
1.3% |
139,749 |
|
| Daily Pivots for day following 19-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1862 |
1.1830 |
1.1677 |
|
| R3 |
1.1779 |
1.1747 |
1.1654 |
|
| R2 |
1.1696 |
1.1696 |
1.1647 |
|
| R1 |
1.1664 |
1.1664 |
1.1639 |
1.1680 |
| PP |
1.1613 |
1.1613 |
1.1613 |
1.1621 |
| S1 |
1.1581 |
1.1581 |
1.1624 |
1.1597 |
| S2 |
1.1530 |
1.1530 |
1.1616 |
|
| S3 |
1.1447 |
1.1498 |
1.1609 |
|
| S4 |
1.1364 |
1.1415 |
1.1586 |
|
|
| 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% |
0.0087 |
0.7% |
86% |
False |
False |
27,528 |
| 10 |
1.1821 |
1.1472 |
0.0350 |
3.0% |
0.0104 |
0.9% |
46% |
False |
False |
36,305 |
| 20 |
1.1919 |
1.1279 |
0.0640 |
5.5% |
0.0104 |
0.9% |
55% |
False |
False |
41,545 |
| 40 |
1.1919 |
1.1144 |
0.0775 |
6.7% |
0.0081 |
0.7% |
63% |
False |
False |
34,566 |
| 60 |
1.1919 |
1.1061 |
0.0858 |
7.4% |
0.0079 |
0.7% |
66% |
False |
False |
30,161 |
| 80 |
1.1919 |
1.1020 |
0.0899 |
7.7% |
0.0072 |
0.6% |
68% |
False |
False |
22,639 |
| 100 |
1.1919 |
1.1020 |
0.0899 |
7.7% |
0.0067 |
0.6% |
68% |
False |
False |
18,113 |
| 120 |
1.1919 |
1.1020 |
0.0899 |
7.7% |
0.0061 |
0.5% |
68% |
False |
False |
15,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1998 |
|
2.618 |
1.1862 |
|
1.618 |
1.1779 |
|
1.000 |
1.1728 |
|
0.618 |
1.1696 |
|
HIGH |
1.1645 |
|
0.618 |
1.1613 |
|
0.500 |
1.1604 |
|
0.382 |
1.1594 |
|
LOW |
1.1562 |
|
0.618 |
1.1511 |
|
1.000 |
1.1479 |
|
1.618 |
1.1428 |
|
2.618 |
1.1345 |
|
4.250 |
1.1209 |
|
|
| Fisher Pivots for day following 19-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1622 |
1.1607 |
| PP |
1.1613 |
1.1583 |
| S1 |
1.1604 |
1.1558 |
|