CME Swiss Franc Future December 2024
Trading Metrics calculated at close of trading on 18-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2024 |
18-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
1.1430 |
1.1470 |
0.0040 |
0.3% |
1.1388 |
High |
1.1530 |
1.1470 |
-0.0061 |
-0.5% |
1.1420 |
Low |
1.1430 |
1.1470 |
0.0040 |
0.3% |
1.1325 |
Close |
1.1520 |
1.1470 |
-0.0051 |
-0.4% |
1.1381 |
Range |
0.0100 |
0.0000 |
-0.0100 |
-100.0% |
0.0096 |
ATR |
0.0050 |
0.0050 |
0.0000 |
0.0% |
0.0000 |
Volume |
166 |
19 |
-147 |
-88.6% |
52 |
|
Daily Pivots for day following 18-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1470 |
1.1470 |
1.1470 |
|
R3 |
1.1470 |
1.1470 |
1.1470 |
|
R2 |
1.1470 |
1.1470 |
1.1470 |
|
R1 |
1.1470 |
1.1470 |
1.1470 |
1.1470 |
PP |
1.1470 |
1.1470 |
1.1470 |
1.1470 |
S1 |
1.1470 |
1.1470 |
1.1470 |
1.1470 |
S2 |
1.1470 |
1.1470 |
1.1470 |
|
S3 |
1.1470 |
1.1470 |
1.1470 |
|
S4 |
1.1470 |
1.1470 |
1.1470 |
|
|
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 |
1.6% |
0.0034 |
0.3% |
66% |
False |
False |
56 |
10 |
1.1530 |
1.1281 |
0.0250 |
2.2% |
0.0036 |
0.3% |
76% |
False |
False |
32 |
20 |
1.1530 |
1.1279 |
0.0252 |
2.2% |
0.0029 |
0.3% |
76% |
False |
False |
21 |
40 |
1.1560 |
1.1180 |
0.0380 |
3.3% |
0.0027 |
0.2% |
76% |
False |
False |
24 |
60 |
1.1560 |
1.1140 |
0.0420 |
3.7% |
0.0024 |
0.2% |
78% |
False |
False |
16 |
80 |
1.1560 |
1.1140 |
0.0420 |
3.7% |
0.0025 |
0.2% |
78% |
False |
False |
12 |
100 |
1.1768 |
1.1140 |
0.0628 |
5.5% |
0.0025 |
0.2% |
53% |
False |
False |
11 |
120 |
1.2055 |
1.1140 |
0.0915 |
8.0% |
0.0026 |
0.2% |
36% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1470 |
2.618 |
1.1470 |
1.618 |
1.1470 |
1.000 |
1.1470 |
0.618 |
1.1470 |
HIGH |
1.1470 |
0.618 |
1.1470 |
0.500 |
1.1470 |
0.382 |
1.1470 |
LOW |
1.1470 |
0.618 |
1.1470 |
1.000 |
1.1470 |
1.618 |
1.1470 |
2.618 |
1.1470 |
4.250 |
1.1470 |
|
|
Fisher Pivots for day following 18-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1470 |
1.1464 |
PP |
1.1470 |
1.1459 |
S1 |
1.1470 |
1.1454 |
|