CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 26-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2024 |
26-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1766 |
1.1830 |
0.0065 |
0.5% |
1.1582 |
| High |
1.1837 |
1.1856 |
0.0019 |
0.2% |
1.1837 |
| Low |
1.1739 |
1.1815 |
0.0076 |
0.6% |
1.1562 |
| Close |
1.1825 |
1.1835 |
0.0010 |
0.1% |
1.1825 |
| Range |
0.0098 |
0.0041 |
-0.0057 |
-58.2% |
0.0275 |
| ATR |
0.0095 |
0.0091 |
-0.0004 |
-4.1% |
0.0000 |
| Volume |
30,256 |
18,324 |
-11,932 |
-39.4% |
137,298 |
|
| Daily Pivots for day following 26-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1958 |
1.1938 |
1.1858 |
|
| R3 |
1.1917 |
1.1897 |
1.1846 |
|
| R2 |
1.1876 |
1.1876 |
1.1843 |
|
| R1 |
1.1856 |
1.1856 |
1.1839 |
1.1866 |
| PP |
1.1835 |
1.1835 |
1.1835 |
1.1840 |
| S1 |
1.1815 |
1.1815 |
1.1831 |
1.1825 |
| S2 |
1.1794 |
1.1794 |
1.1827 |
|
| S3 |
1.1753 |
1.1774 |
1.1824 |
|
| S4 |
1.1712 |
1.1733 |
1.1812 |
|
|
| 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 |
1.1856 |
1.1624 |
0.0232 |
2.0% |
0.0083 |
0.7% |
91% |
True |
False |
25,800 |
| 10 |
1.1856 |
1.1472 |
0.0384 |
3.2% |
0.0085 |
0.7% |
95% |
True |
False |
26,664 |
| 20 |
1.1919 |
1.1330 |
0.0589 |
5.0% |
0.0106 |
0.9% |
86% |
False |
False |
39,032 |
| 40 |
1.1919 |
1.1144 |
0.0775 |
6.5% |
0.0087 |
0.7% |
89% |
False |
False |
34,683 |
| 60 |
1.1919 |
1.1144 |
0.0775 |
6.5% |
0.0081 |
0.7% |
89% |
False |
False |
32,240 |
| 80 |
1.1919 |
1.1061 |
0.0858 |
7.2% |
0.0074 |
0.6% |
90% |
False |
False |
24,250 |
| 100 |
1.1919 |
1.1020 |
0.0899 |
7.6% |
0.0069 |
0.6% |
91% |
False |
False |
19,403 |
| 120 |
1.1919 |
1.1020 |
0.0899 |
7.6% |
0.0064 |
0.5% |
91% |
False |
False |
16,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2030 |
|
2.618 |
1.1963 |
|
1.618 |
1.1922 |
|
1.000 |
1.1897 |
|
0.618 |
1.1881 |
|
HIGH |
1.1856 |
|
0.618 |
1.1840 |
|
0.500 |
1.1835 |
|
0.382 |
1.1830 |
|
LOW |
1.1815 |
|
0.618 |
1.1789 |
|
1.000 |
1.1774 |
|
1.618 |
1.1748 |
|
2.618 |
1.1707 |
|
4.250 |
1.1640 |
|
|
| Fisher Pivots for day following 26-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1835 |
1.1822 |
| PP |
1.1835 |
1.1810 |
| S1 |
1.1835 |
1.1797 |
|