CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 27-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2024 |
27-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1830 |
1.1832 |
0.0002 |
0.0% |
1.1582 |
| High |
1.1856 |
1.1922 |
0.0066 |
0.6% |
1.1837 |
| Low |
1.1815 |
1.1816 |
0.0001 |
0.0% |
1.1562 |
| Close |
1.1835 |
1.1914 |
0.0079 |
0.7% |
1.1825 |
| Range |
0.0041 |
0.0106 |
0.0065 |
158.5% |
0.0275 |
| ATR |
0.0091 |
0.0092 |
0.0001 |
1.2% |
0.0000 |
| Volume |
18,324 |
25,034 |
6,710 |
36.6% |
137,298 |
|
| Daily Pivots for day following 27-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2202 |
1.2164 |
1.1972 |
|
| R3 |
1.2096 |
1.2058 |
1.1943 |
|
| R2 |
1.1990 |
1.1990 |
1.1933 |
|
| R1 |
1.1952 |
1.1952 |
1.1923 |
1.1971 |
| PP |
1.1884 |
1.1884 |
1.1884 |
1.1893 |
| S1 |
1.1846 |
1.1846 |
1.1904 |
1.1865 |
| S2 |
1.1778 |
1.1778 |
1.1894 |
|
| S3 |
1.1672 |
1.1740 |
1.1884 |
|
| S4 |
1.1566 |
1.1634 |
1.1855 |
|
|
| 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 |
1.1922 |
1.1717 |
0.0205 |
1.7% |
0.0080 |
0.7% |
96% |
True |
False |
25,588 |
| 10 |
1.1922 |
1.1472 |
0.0450 |
3.8% |
0.0090 |
0.8% |
98% |
True |
False |
26,445 |
| 20 |
1.1922 |
1.1382 |
0.0540 |
4.5% |
0.0108 |
0.9% |
99% |
True |
False |
38,976 |
| 40 |
1.1922 |
1.1144 |
0.0778 |
6.5% |
0.0087 |
0.7% |
99% |
True |
False |
34,466 |
| 60 |
1.1922 |
1.1144 |
0.0778 |
6.5% |
0.0081 |
0.7% |
99% |
True |
False |
32,639 |
| 80 |
1.1922 |
1.1061 |
0.0861 |
7.2% |
0.0074 |
0.6% |
99% |
True |
False |
24,563 |
| 100 |
1.1922 |
1.1020 |
0.0902 |
7.6% |
0.0070 |
0.6% |
99% |
True |
False |
19,653 |
| 120 |
1.1922 |
1.1020 |
0.0902 |
7.6% |
0.0065 |
0.5% |
99% |
True |
False |
16,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2372 |
|
2.618 |
1.2199 |
|
1.618 |
1.2093 |
|
1.000 |
1.2028 |
|
0.618 |
1.1987 |
|
HIGH |
1.1922 |
|
0.618 |
1.1881 |
|
0.500 |
1.1869 |
|
0.382 |
1.1856 |
|
LOW |
1.1816 |
|
0.618 |
1.1750 |
|
1.000 |
1.1710 |
|
1.618 |
1.1644 |
|
2.618 |
1.1538 |
|
4.250 |
1.1365 |
|
|
| Fisher Pivots for day following 27-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1899 |
1.1886 |
| PP |
1.1884 |
1.1858 |
| S1 |
1.1869 |
1.1830 |
|