CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 29-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2024 |
29-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1911 |
1.1902 |
-0.0009 |
-0.1% |
1.1582 |
| High |
1.1919 |
1.1926 |
0.0008 |
0.1% |
1.1837 |
| Low |
1.1858 |
1.1795 |
-0.0064 |
-0.5% |
1.1562 |
| Close |
1.1901 |
1.1841 |
-0.0060 |
-0.5% |
1.1825 |
| Range |
0.0061 |
0.0132 |
0.0071 |
117.4% |
0.0275 |
| ATR |
0.0090 |
0.0093 |
0.0003 |
3.3% |
0.0000 |
| Volume |
25,925 |
27,284 |
1,359 |
5.2% |
137,298 |
|
| Daily Pivots for day following 29-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2248 |
1.2176 |
1.1913 |
|
| R3 |
1.2117 |
1.2044 |
1.1877 |
|
| R2 |
1.1985 |
1.1985 |
1.1865 |
|
| R1 |
1.1913 |
1.1913 |
1.1853 |
1.1883 |
| PP |
1.1854 |
1.1854 |
1.1854 |
1.1839 |
| S1 |
1.1781 |
1.1781 |
1.1828 |
1.1752 |
| S2 |
1.1722 |
1.1722 |
1.1816 |
|
| S3 |
1.1591 |
1.1650 |
1.1804 |
|
| S4 |
1.1459 |
1.1518 |
1.1768 |
|
|
| 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 |
1.1926 |
1.1739 |
0.0188 |
1.6% |
0.0087 |
0.7% |
54% |
True |
False |
25,364 |
| 10 |
1.1926 |
1.1495 |
0.0431 |
3.6% |
0.0089 |
0.8% |
80% |
True |
False |
26,015 |
| 20 |
1.1926 |
1.1472 |
0.0455 |
3.8% |
0.0110 |
0.9% |
81% |
True |
False |
36,979 |
| 40 |
1.1926 |
1.1157 |
0.0769 |
6.5% |
0.0089 |
0.8% |
89% |
True |
False |
34,467 |
| 60 |
1.1926 |
1.1144 |
0.0782 |
6.6% |
0.0081 |
0.7% |
89% |
True |
False |
33,460 |
| 80 |
1.1926 |
1.1061 |
0.0865 |
7.3% |
0.0074 |
0.6% |
90% |
True |
False |
25,227 |
| 100 |
1.1926 |
1.1020 |
0.0906 |
7.7% |
0.0071 |
0.6% |
91% |
True |
False |
20,186 |
| 120 |
1.1926 |
1.1020 |
0.0906 |
7.7% |
0.0065 |
0.6% |
91% |
True |
False |
16,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2485 |
|
2.618 |
1.2270 |
|
1.618 |
1.2139 |
|
1.000 |
1.2058 |
|
0.618 |
1.2007 |
|
HIGH |
1.1926 |
|
0.618 |
1.1876 |
|
0.500 |
1.1860 |
|
0.382 |
1.1845 |
|
LOW |
1.1795 |
|
0.618 |
1.1713 |
|
1.000 |
1.1663 |
|
1.618 |
1.1582 |
|
2.618 |
1.1450 |
|
4.250 |
1.1236 |
|
|
| Fisher Pivots for day following 29-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1860 |
1.1860 |
| PP |
1.1854 |
1.1854 |
| S1 |
1.1847 |
1.1847 |
|