CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 30-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2024 |
30-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1902 |
1.1825 |
-0.0077 |
-0.6% |
1.1830 |
| High |
1.1926 |
1.1832 |
-0.0095 |
-0.8% |
1.1926 |
| Low |
1.1795 |
1.1771 |
-0.0024 |
-0.2% |
1.1771 |
| Close |
1.1841 |
1.1781 |
-0.0060 |
-0.5% |
1.1781 |
| Range |
0.0132 |
0.0061 |
-0.0071 |
-54.0% |
0.0155 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
27,284 |
26,802 |
-482 |
-1.8% |
123,369 |
|
| Daily Pivots for day following 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1976 |
1.1939 |
1.1814 |
|
| R3 |
1.1915 |
1.1878 |
1.1797 |
|
| R2 |
1.1855 |
1.1855 |
1.1792 |
|
| R1 |
1.1818 |
1.1818 |
1.1786 |
1.1806 |
| PP |
1.1794 |
1.1794 |
1.1794 |
1.1789 |
| S1 |
1.1757 |
1.1757 |
1.1775 |
1.1746 |
| S2 |
1.1734 |
1.1734 |
1.1769 |
|
| S3 |
1.1673 |
1.1697 |
1.1764 |
|
| S4 |
1.1613 |
1.1636 |
1.1747 |
|
|
| Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2291 |
1.2191 |
1.1866 |
|
| R3 |
1.2136 |
1.2036 |
1.1823 |
|
| R2 |
1.1981 |
1.1981 |
1.1809 |
|
| R1 |
1.1881 |
1.1881 |
1.1795 |
1.1853 |
| PP |
1.1826 |
1.1826 |
1.1826 |
1.1812 |
| S1 |
1.1726 |
1.1726 |
1.1766 |
1.1698 |
| S2 |
1.1671 |
1.1671 |
1.1752 |
|
| S3 |
1.1516 |
1.1571 |
1.1738 |
|
| S4 |
1.1361 |
1.1416 |
1.1695 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1926 |
1.1771 |
0.0155 |
1.3% |
0.0080 |
0.7% |
6% |
False |
True |
24,673 |
| 10 |
1.1926 |
1.1562 |
0.0364 |
3.1% |
0.0086 |
0.7% |
60% |
False |
False |
26,066 |
| 20 |
1.1926 |
1.1472 |
0.0455 |
3.9% |
0.0102 |
0.9% |
68% |
False |
False |
34,727 |
| 40 |
1.1926 |
1.1199 |
0.0727 |
6.2% |
0.0088 |
0.7% |
80% |
False |
False |
34,143 |
| 60 |
1.1926 |
1.1144 |
0.0782 |
6.6% |
0.0081 |
0.7% |
81% |
False |
False |
33,870 |
| 80 |
1.1926 |
1.1061 |
0.0865 |
7.3% |
0.0075 |
0.6% |
83% |
False |
False |
25,562 |
| 100 |
1.1926 |
1.1020 |
0.0906 |
7.7% |
0.0071 |
0.6% |
84% |
False |
False |
20,453 |
| 120 |
1.1926 |
1.1020 |
0.0906 |
7.7% |
0.0066 |
0.6% |
84% |
False |
False |
17,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2089 |
|
2.618 |
1.1990 |
|
1.618 |
1.1929 |
|
1.000 |
1.1892 |
|
0.618 |
1.1869 |
|
HIGH |
1.1832 |
|
0.618 |
1.1808 |
|
0.500 |
1.1801 |
|
0.382 |
1.1794 |
|
LOW |
1.1771 |
|
0.618 |
1.1734 |
|
1.000 |
1.1711 |
|
1.618 |
1.1673 |
|
2.618 |
1.1613 |
|
4.250 |
1.1514 |
|
|
| Fisher Pivots for day following 30-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1801 |
1.1849 |
| PP |
1.1794 |
1.1826 |
| S1 |
1.1787 |
1.1803 |
|