CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 17-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2024 |
17-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1378 |
1.1430 |
0.0053 |
0.5% |
1.1388 |
| High |
1.1384 |
1.1530 |
0.0147 |
1.3% |
1.1420 |
| Low |
1.1378 |
1.1430 |
0.0053 |
0.5% |
1.1325 |
| Close |
1.1384 |
1.1520 |
0.0137 |
1.2% |
1.1381 |
| Range |
0.0006 |
0.0100 |
0.0094 |
1,566.7% |
0.0096 |
| ATR |
0.0043 |
0.0050 |
0.0007 |
17.2% |
0.0000 |
| Volume |
66 |
166 |
100 |
151.5% |
52 |
|
| Daily Pivots for day following 17-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1793 |
1.1757 |
1.1575 |
|
| R3 |
1.1693 |
1.1657 |
1.1548 |
|
| R2 |
1.1593 |
1.1593 |
1.1538 |
|
| R1 |
1.1557 |
1.1557 |
1.1529 |
1.1575 |
| PP |
1.1493 |
1.1493 |
1.1493 |
1.1503 |
| S1 |
1.1457 |
1.1457 |
1.1511 |
1.1475 |
| S2 |
1.1393 |
1.1393 |
1.1502 |
|
| S3 |
1.1293 |
1.1357 |
1.1493 |
|
| S4 |
1.1193 |
1.1257 |
1.1465 |
|
|
| 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 |
1.1530 |
1.1352 |
0.0178 |
1.5% |
0.0043 |
0.4% |
94% |
True |
False |
58 |
| 10 |
1.1530 |
1.1281 |
0.0250 |
2.2% |
0.0039 |
0.3% |
96% |
True |
False |
31 |
| 20 |
1.1560 |
1.1279 |
0.0282 |
2.4% |
0.0032 |
0.3% |
86% |
False |
False |
21 |
| 40 |
1.1560 |
1.1180 |
0.0380 |
3.3% |
0.0027 |
0.2% |
89% |
False |
False |
24 |
| 60 |
1.1560 |
1.1140 |
0.0420 |
3.6% |
0.0024 |
0.2% |
90% |
False |
False |
16 |
| 80 |
1.1560 |
1.1140 |
0.0420 |
3.6% |
0.0026 |
0.2% |
90% |
False |
False |
12 |
| 100 |
1.1768 |
1.1140 |
0.0628 |
5.4% |
0.0025 |
0.2% |
61% |
False |
False |
10 |
| 120 |
1.2055 |
1.1140 |
0.0915 |
7.9% |
0.0026 |
0.2% |
42% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1955 |
|
2.618 |
1.1792 |
|
1.618 |
1.1692 |
|
1.000 |
1.1630 |
|
0.618 |
1.1592 |
|
HIGH |
1.1530 |
|
0.618 |
1.1492 |
|
0.500 |
1.1480 |
|
0.382 |
1.1468 |
|
LOW |
1.1430 |
|
0.618 |
1.1368 |
|
1.000 |
1.1330 |
|
1.618 |
1.1268 |
|
2.618 |
1.1168 |
|
4.250 |
1.1005 |
|
|
| Fisher Pivots for day following 17-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1507 |
1.1496 |
| PP |
1.1493 |
1.1473 |
| S1 |
1.1480 |
1.1449 |
|