CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 04-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2024 |
04-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1779 |
1.1775 |
-0.0004 |
0.0% |
1.1830 |
| High |
1.1814 |
1.1833 |
0.0020 |
0.2% |
1.1926 |
| Low |
1.1731 |
1.1756 |
0.0025 |
0.2% |
1.1771 |
| Close |
1.1777 |
1.1823 |
0.0046 |
0.4% |
1.1781 |
| Range |
0.0083 |
0.0078 |
-0.0005 |
-6.1% |
0.0155 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
39,162 |
32,127 |
-7,035 |
-18.0% |
123,369 |
|
| Daily Pivots for day following 04-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2036 |
1.2007 |
1.1865 |
|
| R3 |
1.1959 |
1.1929 |
1.1844 |
|
| R2 |
1.1881 |
1.1881 |
1.1837 |
|
| R1 |
1.1852 |
1.1852 |
1.1830 |
1.1867 |
| PP |
1.1804 |
1.1804 |
1.1804 |
1.1811 |
| S1 |
1.1774 |
1.1774 |
1.1815 |
1.1789 |
| S2 |
1.1726 |
1.1726 |
1.1808 |
|
| S3 |
1.1649 |
1.1697 |
1.1801 |
|
| S4 |
1.1571 |
1.1619 |
1.1780 |
|
|
| 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 |
1.6% |
0.0083 |
0.7% |
47% |
False |
False |
30,260 |
| 10 |
1.1926 |
1.1717 |
0.0209 |
1.8% |
0.0081 |
0.7% |
50% |
False |
False |
27,924 |
| 20 |
1.1926 |
1.1472 |
0.0455 |
3.8% |
0.0094 |
0.8% |
77% |
False |
False |
30,127 |
| 40 |
1.1926 |
1.1199 |
0.0727 |
6.1% |
0.0091 |
0.8% |
86% |
False |
False |
34,997 |
| 60 |
1.1926 |
1.1144 |
0.0782 |
6.6% |
0.0080 |
0.7% |
87% |
False |
False |
34,955 |
| 80 |
1.1926 |
1.1061 |
0.0865 |
7.3% |
0.0076 |
0.6% |
88% |
False |
False |
26,452 |
| 100 |
1.1926 |
1.1020 |
0.0906 |
7.7% |
0.0071 |
0.6% |
89% |
False |
False |
21,166 |
| 120 |
1.1926 |
1.1020 |
0.0906 |
7.7% |
0.0067 |
0.6% |
89% |
False |
False |
17,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2162 |
|
2.618 |
1.2036 |
|
1.618 |
1.1958 |
|
1.000 |
1.1911 |
|
0.618 |
1.1881 |
|
HIGH |
1.1833 |
|
0.618 |
1.1803 |
|
0.500 |
1.1794 |
|
0.382 |
1.1785 |
|
LOW |
1.1756 |
|
0.618 |
1.1708 |
|
1.000 |
1.1678 |
|
1.618 |
1.1630 |
|
2.618 |
1.1553 |
|
4.250 |
1.1426 |
|
|
| Fisher Pivots for day following 04-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1813 |
1.1809 |
| PP |
1.1804 |
1.1796 |
| S1 |
1.1794 |
1.1782 |
|