CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 05-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2024 |
05-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1775 |
1.1825 |
0.0050 |
0.4% |
1.1830 |
| High |
1.1833 |
1.1870 |
0.0037 |
0.3% |
1.1926 |
| Low |
1.1756 |
1.1790 |
0.0035 |
0.3% |
1.1771 |
| Close |
1.1823 |
1.1847 |
0.0024 |
0.2% |
1.1781 |
| Range |
0.0078 |
0.0080 |
0.0002 |
2.6% |
0.0155 |
| ATR |
0.0090 |
0.0089 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
32,127 |
31,412 |
-715 |
-2.2% |
123,369 |
|
| Daily Pivots for day following 05-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2074 |
1.2040 |
1.1890 |
|
| R3 |
1.1994 |
1.1960 |
1.1868 |
|
| R2 |
1.1915 |
1.1915 |
1.1861 |
|
| R1 |
1.1881 |
1.1881 |
1.1854 |
1.1898 |
| PP |
1.1835 |
1.1835 |
1.1835 |
1.1844 |
| S1 |
1.1801 |
1.1801 |
1.1839 |
1.1818 |
| S2 |
1.1756 |
1.1756 |
1.1832 |
|
| S3 |
1.1676 |
1.1722 |
1.1825 |
|
| S4 |
1.1597 |
1.1642 |
1.1803 |
|
|
| 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% |
0.0086 |
0.7% |
59% |
False |
False |
31,357 |
| 10 |
1.1926 |
1.1731 |
0.0195 |
1.6% |
0.0080 |
0.7% |
59% |
False |
False |
28,134 |
| 20 |
1.1926 |
1.1472 |
0.0455 |
3.8% |
0.0087 |
0.7% |
83% |
False |
False |
28,603 |
| 40 |
1.1926 |
1.1199 |
0.0727 |
6.1% |
0.0091 |
0.8% |
89% |
False |
False |
35,306 |
| 60 |
1.1926 |
1.1144 |
0.0782 |
6.6% |
0.0081 |
0.7% |
90% |
False |
False |
35,168 |
| 80 |
1.1926 |
1.1061 |
0.0865 |
7.3% |
0.0076 |
0.6% |
91% |
False |
False |
26,844 |
| 100 |
1.1926 |
1.1020 |
0.0906 |
7.6% |
0.0071 |
0.6% |
91% |
False |
False |
21,480 |
| 120 |
1.1926 |
1.1020 |
0.0906 |
7.6% |
0.0067 |
0.6% |
91% |
False |
False |
17,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2207 |
|
2.618 |
1.2078 |
|
1.618 |
1.1998 |
|
1.000 |
1.1949 |
|
0.618 |
1.1919 |
|
HIGH |
1.1870 |
|
0.618 |
1.1839 |
|
0.500 |
1.1830 |
|
0.382 |
1.1820 |
|
LOW |
1.1790 |
|
0.618 |
1.1741 |
|
1.000 |
1.1711 |
|
1.618 |
1.1661 |
|
2.618 |
1.1582 |
|
4.250 |
1.1452 |
|
|
| Fisher Pivots for day following 05-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1841 |
1.1831 |
| PP |
1.1835 |
1.1816 |
| S1 |
1.1830 |
1.1800 |
|