CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 20-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2024 |
20-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1582 |
1.1632 |
0.0050 |
0.4% |
1.1608 |
| High |
1.1645 |
1.1749 |
0.0104 |
0.9% |
1.1657 |
| Low |
1.1562 |
1.1624 |
0.0062 |
0.5% |
1.1472 |
| Close |
1.1632 |
1.1726 |
0.0095 |
0.8% |
1.1575 |
| Range |
0.0083 |
0.0125 |
0.0042 |
50.0% |
0.0186 |
| ATR |
0.0096 |
0.0098 |
0.0002 |
2.1% |
0.0000 |
| Volume |
26,620 |
26,092 |
-528 |
-2.0% |
139,749 |
|
| Daily Pivots for day following 20-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2073 |
1.2024 |
1.1794 |
|
| R3 |
1.1949 |
1.1900 |
1.1760 |
|
| R2 |
1.1824 |
1.1824 |
1.1749 |
|
| R1 |
1.1775 |
1.1775 |
1.1737 |
1.1800 |
| PP |
1.1700 |
1.1700 |
1.1700 |
1.1712 |
| S1 |
1.1651 |
1.1651 |
1.1715 |
1.1675 |
| S2 |
1.1575 |
1.1575 |
1.1703 |
|
| S3 |
1.1451 |
1.1526 |
1.1692 |
|
| S4 |
1.1326 |
1.1402 |
1.1658 |
|
|
| 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 |
1.1749 |
1.1472 |
0.0277 |
2.4% |
0.0100 |
0.9% |
92% |
True |
False |
27,302 |
| 10 |
1.1807 |
1.1472 |
0.0336 |
2.9% |
0.0106 |
0.9% |
76% |
False |
False |
32,330 |
| 20 |
1.1919 |
1.1282 |
0.0638 |
5.4% |
0.0108 |
0.9% |
70% |
False |
False |
41,534 |
| 40 |
1.1919 |
1.1144 |
0.0775 |
6.6% |
0.0084 |
0.7% |
75% |
False |
False |
34,662 |
| 60 |
1.1919 |
1.1061 |
0.0858 |
7.3% |
0.0080 |
0.7% |
78% |
False |
False |
30,584 |
| 80 |
1.1919 |
1.1020 |
0.0899 |
7.7% |
0.0073 |
0.6% |
79% |
False |
False |
22,965 |
| 100 |
1.1919 |
1.1020 |
0.0899 |
7.7% |
0.0068 |
0.6% |
79% |
False |
False |
18,374 |
| 120 |
1.1919 |
1.1020 |
0.0899 |
7.7% |
0.0062 |
0.5% |
79% |
False |
False |
15,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2278 |
|
2.618 |
1.2074 |
|
1.618 |
1.1950 |
|
1.000 |
1.1873 |
|
0.618 |
1.1825 |
|
HIGH |
1.1749 |
|
0.618 |
1.1701 |
|
0.500 |
1.1686 |
|
0.382 |
1.1672 |
|
LOW |
1.1624 |
|
0.618 |
1.1547 |
|
1.000 |
1.1500 |
|
1.618 |
1.1423 |
|
2.618 |
1.1298 |
|
4.250 |
1.1095 |
|
|
| Fisher Pivots for day following 20-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1713 |
1.1691 |
| PP |
1.1700 |
1.1657 |
| S1 |
1.1686 |
1.1622 |
|