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 |
|