CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 22-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2024 |
22-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1746 |
1.1776 |
0.0030 |
0.3% |
1.1608 |
| High |
1.1809 |
1.1812 |
0.0003 |
0.0% |
1.1657 |
| Low |
1.1717 |
1.1751 |
0.0034 |
0.3% |
1.1472 |
| Close |
1.1795 |
1.1770 |
-0.0026 |
-0.2% |
1.1575 |
| Range |
0.0092 |
0.0061 |
-0.0031 |
-33.3% |
0.0186 |
| ATR |
0.0097 |
0.0095 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
29,307 |
25,023 |
-4,284 |
-14.6% |
139,749 |
|
| Daily Pivots for day following 22-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1960 |
1.1926 |
1.1803 |
|
| R3 |
1.1899 |
1.1865 |
1.1786 |
|
| R2 |
1.1838 |
1.1838 |
1.1781 |
|
| R1 |
1.1804 |
1.1804 |
1.1775 |
1.1791 |
| PP |
1.1777 |
1.1777 |
1.1777 |
1.1771 |
| S1 |
1.1743 |
1.1743 |
1.1764 |
1.1730 |
| S2 |
1.1716 |
1.1716 |
1.1758 |
|
| S3 |
1.1655 |
1.1682 |
1.1753 |
|
| S4 |
1.1594 |
1.1621 |
1.1736 |
|
|
| 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 |
1.1812 |
1.1495 |
0.0317 |
2.7% |
0.0091 |
0.8% |
87% |
True |
False |
26,665 |
| 10 |
1.1812 |
1.1472 |
0.0340 |
2.9% |
0.0085 |
0.7% |
88% |
True |
False |
27,104 |
| 20 |
1.1919 |
1.1330 |
0.0589 |
5.0% |
0.0105 |
0.9% |
75% |
False |
False |
39,388 |
| 40 |
1.1919 |
1.1144 |
0.0775 |
6.6% |
0.0085 |
0.7% |
81% |
False |
False |
34,832 |
| 60 |
1.1919 |
1.1079 |
0.0840 |
7.1% |
0.0081 |
0.7% |
82% |
False |
False |
31,462 |
| 80 |
1.1919 |
1.1020 |
0.0899 |
7.6% |
0.0074 |
0.6% |
83% |
False |
False |
23,643 |
| 100 |
1.1919 |
1.1020 |
0.0899 |
7.6% |
0.0068 |
0.6% |
83% |
False |
False |
18,917 |
| 120 |
1.1919 |
1.1020 |
0.0899 |
7.6% |
0.0063 |
0.5% |
83% |
False |
False |
15,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2071 |
|
2.618 |
1.1971 |
|
1.618 |
1.1910 |
|
1.000 |
1.1873 |
|
0.618 |
1.1849 |
|
HIGH |
1.1812 |
|
0.618 |
1.1788 |
|
0.500 |
1.1781 |
|
0.382 |
1.1774 |
|
LOW |
1.1751 |
|
0.618 |
1.1713 |
|
1.000 |
1.1690 |
|
1.618 |
1.1652 |
|
2.618 |
1.1591 |
|
4.250 |
1.1491 |
|
|
| Fisher Pivots for day following 22-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1781 |
1.1752 |
| PP |
1.1777 |
1.1735 |
| S1 |
1.1773 |
1.1718 |
|