CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 11-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2024 |
11-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1340 |
1.1400 |
0.0060 |
0.5% |
1.1319 |
| High |
1.1340 |
1.1420 |
0.0080 |
0.7% |
1.1381 |
| Low |
1.1325 |
1.1374 |
0.0049 |
0.4% |
1.1279 |
| Close |
1.1325 |
1.1374 |
0.0049 |
0.4% |
1.1379 |
| Range |
0.0016 |
0.0047 |
0.0031 |
200.0% |
0.0103 |
| ATR |
0.0044 |
0.0047 |
0.0004 |
8.5% |
0.0000 |
| Volume |
1 |
29 |
28 |
2,800.0% |
45 |
|
| Daily Pivots for day following 11-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1529 |
1.1498 |
1.1399 |
|
| R3 |
1.1482 |
1.1451 |
1.1386 |
|
| R2 |
1.1436 |
1.1436 |
1.1382 |
|
| R1 |
1.1405 |
1.1405 |
1.1378 |
1.1397 |
| PP |
1.1389 |
1.1389 |
1.1389 |
1.1385 |
| S1 |
1.1358 |
1.1358 |
1.1369 |
1.1350 |
| S2 |
1.1343 |
1.1343 |
1.1365 |
|
| S3 |
1.1296 |
1.1312 |
1.1361 |
|
| S4 |
1.1250 |
1.1265 |
1.1348 |
|
|
| 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 |
1.1420 |
1.1281 |
0.0140 |
1.2% |
0.0038 |
0.3% |
67% |
True |
False |
7 |
| 10 |
1.1420 |
1.1279 |
0.0142 |
1.2% |
0.0029 |
0.3% |
67% |
True |
False |
9 |
| 20 |
1.1560 |
1.1279 |
0.0282 |
2.5% |
0.0032 |
0.3% |
34% |
False |
False |
10 |
| 40 |
1.1560 |
1.1180 |
0.0380 |
3.3% |
0.0023 |
0.2% |
51% |
False |
False |
17 |
| 60 |
1.1560 |
1.1140 |
0.0420 |
3.7% |
0.0023 |
0.2% |
56% |
False |
False |
12 |
| 80 |
1.1620 |
1.1140 |
0.0480 |
4.2% |
0.0026 |
0.2% |
49% |
False |
False |
9 |
| 100 |
1.1768 |
1.1140 |
0.0628 |
5.5% |
0.0023 |
0.2% |
37% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1618 |
|
2.618 |
1.1542 |
|
1.618 |
1.1495 |
|
1.000 |
1.1467 |
|
0.618 |
1.1449 |
|
HIGH |
1.1420 |
|
0.618 |
1.1402 |
|
0.500 |
1.1397 |
|
0.382 |
1.1391 |
|
LOW |
1.1374 |
|
0.618 |
1.1345 |
|
1.000 |
1.1327 |
|
1.618 |
1.1298 |
|
2.618 |
1.1252 |
|
4.250 |
1.1176 |
|
|
| Fisher Pivots for day following 11-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1397 |
1.1373 |
| PP |
1.1389 |
1.1373 |
| S1 |
1.1381 |
1.1372 |
|