CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 16-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2024 |
16-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1372 |
1.1378 |
0.0006 |
0.1% |
1.1388 |
| High |
1.1389 |
1.1384 |
-0.0006 |
0.0% |
1.1420 |
| Low |
1.1368 |
1.1378 |
0.0010 |
0.1% |
1.1325 |
| Close |
1.1369 |
1.1384 |
0.0015 |
0.1% |
1.1381 |
| Range |
0.0021 |
0.0006 |
-0.0015 |
-71.4% |
0.0096 |
| ATR |
0.0045 |
0.0043 |
-0.0002 |
-4.8% |
0.0000 |
| Volume |
12 |
66 |
54 |
450.0% |
52 |
|
| Daily Pivots for day following 16-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1400 |
1.1398 |
1.1387 |
|
| R3 |
1.1394 |
1.1392 |
1.1385 |
|
| R2 |
1.1388 |
1.1388 |
1.1385 |
|
| R1 |
1.1386 |
1.1386 |
1.1384 |
1.1387 |
| PP |
1.1382 |
1.1382 |
1.1382 |
1.1382 |
| S1 |
1.1380 |
1.1380 |
1.1383 |
1.1381 |
| S2 |
1.1376 |
1.1376 |
1.1382 |
|
| S3 |
1.1370 |
1.1374 |
1.1382 |
|
| S4 |
1.1364 |
1.1368 |
1.1380 |
|
|
| Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1662 |
1.1617 |
1.1434 |
|
| R3 |
1.1566 |
1.1521 |
1.1407 |
|
| R2 |
1.1471 |
1.1471 |
1.1399 |
|
| R1 |
1.1426 |
1.1426 |
1.1390 |
1.1401 |
| PP |
1.1375 |
1.1375 |
1.1375 |
1.1363 |
| S1 |
1.1330 |
1.1330 |
1.1372 |
1.1305 |
| S2 |
1.1280 |
1.1280 |
1.1363 |
|
| S3 |
1.1184 |
1.1235 |
1.1355 |
|
| S4 |
1.1089 |
1.1139 |
1.1328 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1420 |
1.1325 |
0.0096 |
0.8% |
0.0026 |
0.2% |
62% |
False |
False |
25 |
| 10 |
1.1420 |
1.1279 |
0.0142 |
1.2% |
0.0030 |
0.3% |
74% |
False |
False |
16 |
| 20 |
1.1560 |
1.1279 |
0.0282 |
2.5% |
0.0029 |
0.3% |
37% |
False |
False |
13 |
| 40 |
1.1560 |
1.1180 |
0.0380 |
3.3% |
0.0024 |
0.2% |
54% |
False |
False |
20 |
| 60 |
1.1560 |
1.1140 |
0.0420 |
3.7% |
0.0024 |
0.2% |
58% |
False |
False |
13 |
| 80 |
1.1560 |
1.1140 |
0.0420 |
3.7% |
0.0025 |
0.2% |
58% |
False |
False |
10 |
| 100 |
1.1768 |
1.1140 |
0.0628 |
5.5% |
0.0024 |
0.2% |
39% |
False |
False |
9 |
| 120 |
1.2055 |
1.1140 |
0.0915 |
8.0% |
0.0026 |
0.2% |
27% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1409 |
|
2.618 |
1.1399 |
|
1.618 |
1.1393 |
|
1.000 |
1.1390 |
|
0.618 |
1.1387 |
|
HIGH |
1.1384 |
|
0.618 |
1.1381 |
|
0.500 |
1.1381 |
|
0.382 |
1.1380 |
|
LOW |
1.1378 |
|
0.618 |
1.1374 |
|
1.000 |
1.1372 |
|
1.618 |
1.1368 |
|
2.618 |
1.1362 |
|
4.250 |
1.1352 |
|
|
| Fisher Pivots for day following 16-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1383 |
1.1380 |
| PP |
1.1382 |
1.1377 |
| S1 |
1.1381 |
1.1373 |
|