CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 28-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2024 |
28-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1832 |
1.1911 |
0.0079 |
0.7% |
1.1582 |
| High |
1.1922 |
1.1919 |
-0.0003 |
0.0% |
1.1837 |
| Low |
1.1816 |
1.1858 |
0.0043 |
0.4% |
1.1562 |
| Close |
1.1914 |
1.1901 |
-0.0013 |
-0.1% |
1.1825 |
| Range |
0.0106 |
0.0061 |
-0.0046 |
-42.9% |
0.0275 |
| ATR |
0.0092 |
0.0090 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
25,034 |
25,925 |
891 |
3.6% |
137,298 |
|
| Daily Pivots for day following 28-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2074 |
1.2048 |
1.1934 |
|
| R3 |
1.2013 |
1.1987 |
1.1917 |
|
| R2 |
1.1953 |
1.1953 |
1.1912 |
|
| R1 |
1.1927 |
1.1927 |
1.1906 |
1.1910 |
| PP |
1.1892 |
1.1892 |
1.1892 |
1.1884 |
| S1 |
1.1866 |
1.1866 |
1.1895 |
1.1849 |
| S2 |
1.1832 |
1.1832 |
1.1889 |
|
| S3 |
1.1771 |
1.1806 |
1.1884 |
|
| S4 |
1.1711 |
1.1745 |
1.1867 |
|
|
| 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 |
1.1739 |
0.0183 |
1.5% |
0.0073 |
0.6% |
89% |
False |
False |
24,912 |
| 10 |
1.1922 |
1.1472 |
0.0450 |
3.8% |
0.0089 |
0.8% |
95% |
False |
False |
26,425 |
| 20 |
1.1922 |
1.1445 |
0.0477 |
4.0% |
0.0107 |
0.9% |
96% |
False |
False |
37,684 |
| 40 |
1.1922 |
1.1149 |
0.0773 |
6.5% |
0.0088 |
0.7% |
97% |
False |
False |
34,468 |
| 60 |
1.1922 |
1.1144 |
0.0778 |
6.5% |
0.0080 |
0.7% |
97% |
False |
False |
33,045 |
| 80 |
1.1922 |
1.1061 |
0.0861 |
7.2% |
0.0073 |
0.6% |
98% |
False |
False |
24,886 |
| 100 |
1.1922 |
1.1020 |
0.0902 |
7.6% |
0.0070 |
0.6% |
98% |
False |
False |
19,913 |
| 120 |
1.1922 |
1.1020 |
0.0902 |
7.6% |
0.0065 |
0.5% |
98% |
False |
False |
16,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2176 |
|
2.618 |
1.2077 |
|
1.618 |
1.2016 |
|
1.000 |
1.1979 |
|
0.618 |
1.1956 |
|
HIGH |
1.1919 |
|
0.618 |
1.1895 |
|
0.500 |
1.1888 |
|
0.382 |
1.1881 |
|
LOW |
1.1858 |
|
0.618 |
1.1821 |
|
1.000 |
1.1798 |
|
1.618 |
1.1760 |
|
2.618 |
1.1700 |
|
4.250 |
1.1601 |
|
|
| Fisher Pivots for day following 28-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1896 |
1.1890 |
| PP |
1.1892 |
1.1879 |
| S1 |
1.1888 |
1.1868 |
|