CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 21-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2024 |
21-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1632 |
1.1746 |
0.0114 |
1.0% |
1.1608 |
| High |
1.1749 |
1.1809 |
0.0060 |
0.5% |
1.1657 |
| Low |
1.1624 |
1.1717 |
0.0093 |
0.8% |
1.1472 |
| Close |
1.1726 |
1.1795 |
0.0069 |
0.6% |
1.1575 |
| Range |
0.0125 |
0.0092 |
-0.0033 |
-26.5% |
0.0186 |
| ATR |
0.0098 |
0.0097 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
26,092 |
29,307 |
3,215 |
12.3% |
139,749 |
|
| Daily Pivots for day following 21-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2048 |
1.2013 |
1.1845 |
|
| R3 |
1.1957 |
1.1922 |
1.1820 |
|
| R2 |
1.1865 |
1.1865 |
1.1812 |
|
| R1 |
1.1830 |
1.1830 |
1.1803 |
1.1848 |
| PP |
1.1774 |
1.1774 |
1.1774 |
1.1782 |
| S1 |
1.1739 |
1.1739 |
1.1787 |
1.1756 |
| S2 |
1.1682 |
1.1682 |
1.1778 |
|
| S3 |
1.1591 |
1.1647 |
1.1770 |
|
| S4 |
1.1499 |
1.1556 |
1.1745 |
|
|
| 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 |
1.1809 |
1.1472 |
0.0337 |
2.9% |
0.0105 |
0.9% |
96% |
True |
False |
27,939 |
| 10 |
1.1809 |
1.1472 |
0.0337 |
2.9% |
0.0095 |
0.8% |
96% |
True |
False |
29,072 |
| 20 |
1.1919 |
1.1330 |
0.0589 |
5.0% |
0.0107 |
0.9% |
79% |
False |
False |
40,725 |
| 40 |
1.1919 |
1.1144 |
0.0775 |
6.6% |
0.0085 |
0.7% |
84% |
False |
False |
34,891 |
| 60 |
1.1919 |
1.1075 |
0.0845 |
7.2% |
0.0081 |
0.7% |
85% |
False |
False |
31,065 |
| 80 |
1.1919 |
1.1020 |
0.0899 |
7.6% |
0.0074 |
0.6% |
86% |
False |
False |
23,331 |
| 100 |
1.1919 |
1.1020 |
0.0899 |
7.6% |
0.0068 |
0.6% |
86% |
False |
False |
18,667 |
| 120 |
1.1919 |
1.1020 |
0.0899 |
7.6% |
0.0063 |
0.5% |
86% |
False |
False |
15,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2197 |
|
2.618 |
1.2048 |
|
1.618 |
1.1957 |
|
1.000 |
1.1900 |
|
0.618 |
1.1865 |
|
HIGH |
1.1809 |
|
0.618 |
1.1774 |
|
0.500 |
1.1763 |
|
0.382 |
1.1752 |
|
LOW |
1.1717 |
|
0.618 |
1.1660 |
|
1.000 |
1.1626 |
|
1.618 |
1.1569 |
|
2.618 |
1.1477 |
|
4.250 |
1.1328 |
|
|
| Fisher Pivots for day following 21-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1784 |
1.1758 |
| PP |
1.1774 |
1.1722 |
| S1 |
1.1763 |
1.1685 |
|