CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 03-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2024 |
03-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1825 |
1.1779 |
-0.0047 |
-0.4% |
1.1830 |
| High |
1.1832 |
1.1814 |
-0.0018 |
-0.2% |
1.1926 |
| Low |
1.1771 |
1.1731 |
-0.0040 |
-0.3% |
1.1771 |
| Close |
1.1781 |
1.1777 |
-0.0004 |
0.0% |
1.1781 |
| Range |
0.0061 |
0.0083 |
0.0022 |
36.4% |
0.0155 |
| ATR |
0.0091 |
0.0091 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
26,802 |
39,162 |
12,360 |
46.1% |
123,369 |
|
| Daily Pivots for day following 03-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2021 |
1.1982 |
1.1822 |
|
| R3 |
1.1939 |
1.1899 |
1.1800 |
|
| R2 |
1.1856 |
1.1856 |
1.1792 |
|
| R1 |
1.1817 |
1.1817 |
1.1785 |
1.1795 |
| PP |
1.1774 |
1.1774 |
1.1774 |
1.1763 |
| S1 |
1.1734 |
1.1734 |
1.1769 |
1.1713 |
| S2 |
1.1691 |
1.1691 |
1.1762 |
|
| S3 |
1.1609 |
1.1652 |
1.1754 |
|
| S4 |
1.1526 |
1.1569 |
1.1732 |
|
|
| 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 |
1.1731 |
0.0195 |
1.7% |
0.0088 |
0.7% |
24% |
False |
True |
28,841 |
| 10 |
1.1926 |
1.1624 |
0.0302 |
2.6% |
0.0086 |
0.7% |
51% |
False |
False |
27,320 |
| 20 |
1.1926 |
1.1472 |
0.0455 |
3.9% |
0.0095 |
0.8% |
67% |
False |
False |
31,813 |
| 40 |
1.1926 |
1.1199 |
0.0727 |
6.2% |
0.0089 |
0.8% |
80% |
False |
False |
34,639 |
| 60 |
1.1926 |
1.1144 |
0.0782 |
6.6% |
0.0081 |
0.7% |
81% |
False |
False |
34,500 |
| 80 |
1.1926 |
1.1061 |
0.0865 |
7.3% |
0.0075 |
0.6% |
83% |
False |
False |
26,051 |
| 100 |
1.1926 |
1.1020 |
0.0906 |
7.7% |
0.0071 |
0.6% |
84% |
False |
False |
20,845 |
| 120 |
1.1926 |
1.1020 |
0.0906 |
7.7% |
0.0066 |
0.6% |
84% |
False |
False |
17,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2164 |
|
2.618 |
1.2029 |
|
1.618 |
1.1947 |
|
1.000 |
1.1896 |
|
0.618 |
1.1864 |
|
HIGH |
1.1814 |
|
0.618 |
1.1782 |
|
0.500 |
1.1772 |
|
0.382 |
1.1763 |
|
LOW |
1.1731 |
|
0.618 |
1.1680 |
|
1.000 |
1.1649 |
|
1.618 |
1.1598 |
|
2.618 |
1.1515 |
|
4.250 |
1.1380 |
|
|
| Fisher Pivots for day following 03-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1775 |
1.1829 |
| PP |
1.1774 |
1.1811 |
| S1 |
1.1772 |
1.1794 |
|