CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 23-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2024 |
23-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1776 |
1.1766 |
-0.0010 |
-0.1% |
1.1582 |
| High |
1.1812 |
1.1837 |
0.0025 |
0.2% |
1.1837 |
| Low |
1.1751 |
1.1739 |
-0.0012 |
-0.1% |
1.1562 |
| Close |
1.1770 |
1.1825 |
0.0056 |
0.5% |
1.1825 |
| Range |
0.0061 |
0.0098 |
0.0037 |
60.7% |
0.0275 |
| ATR |
0.0095 |
0.0095 |
0.0000 |
0.2% |
0.0000 |
| Volume |
25,023 |
30,256 |
5,233 |
20.9% |
137,298 |
|
| Daily Pivots for day following 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2094 |
1.2058 |
1.1879 |
|
| R3 |
1.1996 |
1.1960 |
1.1852 |
|
| R2 |
1.1898 |
1.1898 |
1.1843 |
|
| R1 |
1.1862 |
1.1862 |
1.1834 |
1.1880 |
| PP |
1.1800 |
1.1800 |
1.1800 |
1.1809 |
| S1 |
1.1764 |
1.1764 |
1.1816 |
1.1782 |
| S2 |
1.1702 |
1.1702 |
1.1807 |
|
| S3 |
1.1604 |
1.1666 |
1.1798 |
|
| S4 |
1.1506 |
1.1568 |
1.1771 |
|
|
| Weekly Pivots for week ending 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2565 |
1.2469 |
1.1976 |
|
| R3 |
1.2290 |
1.2195 |
1.1900 |
|
| R2 |
1.2016 |
1.2016 |
1.1875 |
|
| R1 |
1.1920 |
1.1920 |
1.1850 |
1.1968 |
| PP |
1.1741 |
1.1741 |
1.1741 |
1.1765 |
| S1 |
1.1646 |
1.1646 |
1.1800 |
1.1694 |
| S2 |
1.1467 |
1.1467 |
1.1775 |
|
| S3 |
1.1192 |
1.1371 |
1.1750 |
|
| S4 |
1.0918 |
1.1097 |
1.1674 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1837 |
1.1562 |
0.0275 |
2.3% |
0.0092 |
0.8% |
96% |
True |
False |
27,459 |
| 10 |
1.1837 |
1.1472 |
0.0365 |
3.1% |
0.0090 |
0.8% |
97% |
True |
False |
27,704 |
| 20 |
1.1919 |
1.1330 |
0.0589 |
5.0% |
0.0107 |
0.9% |
84% |
False |
False |
39,300 |
| 40 |
1.1919 |
1.1144 |
0.0775 |
6.6% |
0.0087 |
0.7% |
88% |
False |
False |
35,065 |
| 60 |
1.1919 |
1.1081 |
0.0838 |
7.1% |
0.0082 |
0.7% |
89% |
False |
False |
31,964 |
| 80 |
1.1919 |
1.1020 |
0.0899 |
7.6% |
0.0074 |
0.6% |
90% |
False |
False |
24,021 |
| 100 |
1.1919 |
1.1020 |
0.0899 |
7.6% |
0.0069 |
0.6% |
90% |
False |
False |
19,220 |
| 120 |
1.1919 |
1.1020 |
0.0899 |
7.6% |
0.0063 |
0.5% |
90% |
False |
False |
16,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2253 |
|
2.618 |
1.2093 |
|
1.618 |
1.1995 |
|
1.000 |
1.1935 |
|
0.618 |
1.1897 |
|
HIGH |
1.1837 |
|
0.618 |
1.1799 |
|
0.500 |
1.1788 |
|
0.382 |
1.1776 |
|
LOW |
1.1739 |
|
0.618 |
1.1678 |
|
1.000 |
1.1641 |
|
1.618 |
1.1580 |
|
2.618 |
1.1482 |
|
4.250 |
1.1322 |
|
|
| Fisher Pivots for day following 23-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1813 |
1.1809 |
| PP |
1.1800 |
1.1793 |
| S1 |
1.1788 |
1.1777 |
|