CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 05-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2024 |
05-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1346 |
1.1348 |
0.0002 |
0.0% |
1.1319 |
| High |
1.1346 |
1.1381 |
0.0035 |
0.3% |
1.1381 |
| Low |
1.1310 |
1.1281 |
-0.0029 |
-0.3% |
1.1279 |
| Close |
1.1310 |
1.1379 |
0.0069 |
0.6% |
1.1379 |
| Range |
0.0037 |
0.0101 |
0.0064 |
175.3% |
0.0103 |
| ATR |
0.0045 |
0.0049 |
0.0004 |
8.7% |
0.0000 |
| Volume |
11 |
5 |
-6 |
-54.5% |
45 |
|
| Daily Pivots for day following 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1648 |
1.1614 |
1.1434 |
|
| R3 |
1.1548 |
1.1513 |
1.1406 |
|
| R2 |
1.1447 |
1.1447 |
1.1397 |
|
| R1 |
1.1413 |
1.1413 |
1.1388 |
1.1430 |
| PP |
1.1347 |
1.1347 |
1.1347 |
1.1355 |
| S1 |
1.1312 |
1.1312 |
1.1369 |
1.1330 |
| S2 |
1.1246 |
1.1246 |
1.1360 |
|
| S3 |
1.1146 |
1.1212 |
1.1351 |
|
| S4 |
1.1045 |
1.1111 |
1.1323 |
|
|
| Weekly Pivots for week ending 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1654 |
1.1619 |
1.1435 |
|
| R3 |
1.1551 |
1.1516 |
1.1407 |
|
| R2 |
1.1449 |
1.1449 |
1.1397 |
|
| R1 |
1.1414 |
1.1414 |
1.1388 |
1.1431 |
| PP |
1.1346 |
1.1346 |
1.1346 |
1.1355 |
| S1 |
1.1311 |
1.1311 |
1.1369 |
1.1329 |
| S2 |
1.1244 |
1.1244 |
1.1360 |
|
| S3 |
1.1141 |
1.1209 |
1.1350 |
|
| S4 |
1.1039 |
1.1106 |
1.1322 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1381 |
1.1279 |
0.0103 |
0.9% |
0.0041 |
0.4% |
98% |
True |
False |
11 |
| 10 |
1.1464 |
1.1279 |
0.0185 |
1.6% |
0.0025 |
0.2% |
54% |
False |
False |
6 |
| 20 |
1.1560 |
1.1279 |
0.0282 |
2.5% |
0.0035 |
0.3% |
36% |
False |
False |
32 |
| 40 |
1.1560 |
1.1180 |
0.0380 |
3.3% |
0.0021 |
0.2% |
52% |
False |
False |
16 |
| 60 |
1.1560 |
1.1140 |
0.0420 |
3.7% |
0.0024 |
0.2% |
57% |
False |
False |
11 |
| 80 |
1.1729 |
1.1140 |
0.0589 |
5.2% |
0.0026 |
0.2% |
40% |
False |
False |
9 |
| 100 |
1.1777 |
1.1140 |
0.0637 |
5.6% |
0.0023 |
0.2% |
37% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1808 |
|
2.618 |
1.1644 |
|
1.618 |
1.1544 |
|
1.000 |
1.1482 |
|
0.618 |
1.1443 |
|
HIGH |
1.1381 |
|
0.618 |
1.1343 |
|
0.500 |
1.1331 |
|
0.382 |
1.1319 |
|
LOW |
1.1281 |
|
0.618 |
1.1218 |
|
1.000 |
1.1180 |
|
1.618 |
1.1118 |
|
2.618 |
1.1017 |
|
4.250 |
1.0853 |
|
|
| Fisher Pivots for day following 05-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1363 |
1.1362 |
| PP |
1.1347 |
1.1346 |
| S1 |
1.1331 |
1.1330 |
|