CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 10-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2024 |
10-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1350 |
1.1340 |
-0.0010 |
-0.1% |
1.1319 |
| High |
1.1350 |
1.1340 |
-0.0010 |
-0.1% |
1.1381 |
| Low |
1.1350 |
1.1325 |
-0.0026 |
-0.2% |
1.1279 |
| Close |
1.1350 |
1.1325 |
-0.0026 |
-0.2% |
1.1379 |
| Range |
0.0000 |
0.0016 |
0.0016 |
|
0.0103 |
| ATR |
0.0045 |
0.0044 |
-0.0001 |
-3.1% |
0.0000 |
| Volume |
0 |
1 |
1 |
|
45 |
|
| Daily Pivots for day following 10-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1376 |
1.1366 |
1.1333 |
|
| R3 |
1.1361 |
1.1350 |
1.1329 |
|
| R2 |
1.1345 |
1.1345 |
1.1327 |
|
| R1 |
1.1335 |
1.1335 |
1.1326 |
1.1332 |
| PP |
1.1330 |
1.1330 |
1.1330 |
1.1328 |
| S1 |
1.1319 |
1.1319 |
1.1323 |
1.1317 |
| S2 |
1.1314 |
1.1314 |
1.1322 |
|
| S3 |
1.1299 |
1.1304 |
1.1320 |
|
| S4 |
1.1283 |
1.1288 |
1.1316 |
|
|
| 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 |
1.1281 |
0.0107 |
0.9% |
0.0036 |
0.3% |
41% |
False |
False |
3 |
| 10 |
1.1388 |
1.1279 |
0.0109 |
1.0% |
0.0024 |
0.2% |
42% |
False |
False |
6 |
| 20 |
1.1560 |
1.1279 |
0.0282 |
2.5% |
0.0030 |
0.3% |
16% |
False |
False |
9 |
| 40 |
1.1560 |
1.1180 |
0.0380 |
3.4% |
0.0022 |
0.2% |
38% |
False |
False |
16 |
| 60 |
1.1560 |
1.1140 |
0.0420 |
3.7% |
0.0023 |
0.2% |
44% |
False |
False |
11 |
| 80 |
1.1667 |
1.1140 |
0.0527 |
4.6% |
0.0026 |
0.2% |
35% |
False |
False |
9 |
| 100 |
1.1768 |
1.1140 |
0.0628 |
5.5% |
0.0024 |
0.2% |
29% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1406 |
|
2.618 |
1.1381 |
|
1.618 |
1.1365 |
|
1.000 |
1.1356 |
|
0.618 |
1.1350 |
|
HIGH |
1.1340 |
|
0.618 |
1.1334 |
|
0.500 |
1.1332 |
|
0.382 |
1.1330 |
|
LOW |
1.1325 |
|
0.618 |
1.1315 |
|
1.000 |
1.1309 |
|
1.618 |
1.1299 |
|
2.618 |
1.1284 |
|
4.250 |
1.1259 |
|
|
| Fisher Pivots for day following 10-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1332 |
1.1356 |
| PP |
1.1330 |
1.1346 |
| S1 |
1.1327 |
1.1335 |
|