CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 08-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2024 |
08-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1348 |
1.1388 |
0.0040 |
0.4% |
1.1319 |
| High |
1.1381 |
1.1388 |
0.0007 |
0.1% |
1.1381 |
| Low |
1.1281 |
1.1363 |
0.0082 |
0.7% |
1.1279 |
| Close |
1.1379 |
1.1363 |
-0.0016 |
-0.1% |
1.1379 |
| Range |
0.0101 |
0.0025 |
-0.0076 |
-75.1% |
0.0103 |
| ATR |
0.0049 |
0.0048 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
5 |
1 |
-4 |
-80.0% |
45 |
|
| Daily Pivots for day following 08-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1446 |
1.1429 |
1.1376 |
|
| R3 |
1.1421 |
1.1404 |
1.1369 |
|
| R2 |
1.1396 |
1.1396 |
1.1367 |
|
| R1 |
1.1379 |
1.1379 |
1.1365 |
1.1375 |
| PP |
1.1371 |
1.1371 |
1.1371 |
1.1369 |
| S1 |
1.1354 |
1.1354 |
1.1360 |
1.1350 |
| S2 |
1.1346 |
1.1346 |
1.1358 |
|
| S3 |
1.1321 |
1.1329 |
1.1356 |
|
| S4 |
1.1296 |
1.1304 |
1.1349 |
|
|
| 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 |
1.1388 |
1.1279 |
0.0109 |
1.0% |
0.0040 |
0.4% |
77% |
True |
False |
9 |
| 10 |
1.1434 |
1.1279 |
0.0155 |
1.4% |
0.0023 |
0.2% |
54% |
False |
False |
6 |
| 20 |
1.1560 |
1.1279 |
0.0282 |
2.5% |
0.0035 |
0.3% |
30% |
False |
False |
26 |
| 40 |
1.1560 |
1.1180 |
0.0380 |
3.3% |
0.0022 |
0.2% |
48% |
False |
False |
16 |
| 60 |
1.1560 |
1.1140 |
0.0420 |
3.7% |
0.0024 |
0.2% |
53% |
False |
False |
11 |
| 80 |
1.1723 |
1.1140 |
0.0583 |
5.1% |
0.0027 |
0.2% |
38% |
False |
False |
9 |
| 100 |
1.1768 |
1.1140 |
0.0628 |
5.5% |
0.0024 |
0.2% |
35% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1494 |
|
2.618 |
1.1453 |
|
1.618 |
1.1428 |
|
1.000 |
1.1413 |
|
0.618 |
1.1403 |
|
HIGH |
1.1388 |
|
0.618 |
1.1378 |
|
0.500 |
1.1375 |
|
0.382 |
1.1372 |
|
LOW |
1.1363 |
|
0.618 |
1.1347 |
|
1.000 |
1.1338 |
|
1.618 |
1.1322 |
|
2.618 |
1.1297 |
|
4.250 |
1.1256 |
|
|
| Fisher Pivots for day following 08-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1375 |
1.1353 |
| PP |
1.1371 |
1.1344 |
| S1 |
1.1367 |
1.1334 |
|