CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 22-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2024 |
22-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1443 |
1.1444 |
0.0001 |
0.0% |
1.1372 |
| High |
1.1443 |
1.1444 |
0.0001 |
0.0% |
1.1530 |
| Low |
1.1434 |
1.1437 |
0.0003 |
0.0% |
1.1368 |
| Close |
1.1443 |
1.1437 |
-0.0006 |
-0.1% |
1.1443 |
| Range |
0.0009 |
0.0007 |
-0.0002 |
-22.2% |
0.0162 |
| ATR |
0.0049 |
0.0046 |
-0.0003 |
-6.1% |
0.0000 |
| Volume |
0 |
8 |
8 |
|
263 |
|
| Daily Pivots for day following 22-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1460 |
1.1455 |
1.1440 |
|
| R3 |
1.1453 |
1.1448 |
1.1438 |
|
| R2 |
1.1446 |
1.1446 |
1.1438 |
|
| R1 |
1.1441 |
1.1441 |
1.1437 |
1.1440 |
| PP |
1.1439 |
1.1439 |
1.1439 |
1.1438 |
| S1 |
1.1434 |
1.1434 |
1.1436 |
1.1433 |
| S2 |
1.1432 |
1.1432 |
1.1435 |
|
| S3 |
1.1425 |
1.1427 |
1.1435 |
|
| S4 |
1.1418 |
1.1420 |
1.1433 |
|
|
| Weekly Pivots for week ending 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1933 |
1.1850 |
1.1532 |
|
| R3 |
1.1771 |
1.1688 |
1.1487 |
|
| R2 |
1.1609 |
1.1609 |
1.1472 |
|
| R1 |
1.1526 |
1.1526 |
1.1457 |
1.1567 |
| PP |
1.1447 |
1.1447 |
1.1447 |
1.1468 |
| S1 |
1.1364 |
1.1364 |
1.1428 |
1.1405 |
| S2 |
1.1285 |
1.1285 |
1.1413 |
|
| S3 |
1.1123 |
1.1202 |
1.1398 |
|
| S4 |
1.0961 |
1.1040 |
1.1353 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1530 |
1.1378 |
0.0153 |
1.3% |
0.0024 |
0.2% |
39% |
False |
False |
51 |
| 10 |
1.1530 |
1.1325 |
0.0206 |
1.8% |
0.0025 |
0.2% |
55% |
False |
False |
32 |
| 20 |
1.1530 |
1.1279 |
0.0252 |
2.2% |
0.0024 |
0.2% |
63% |
False |
False |
19 |
| 40 |
1.1560 |
1.1180 |
0.0380 |
3.3% |
0.0027 |
0.2% |
68% |
False |
False |
24 |
| 60 |
1.1560 |
1.1140 |
0.0420 |
3.7% |
0.0024 |
0.2% |
71% |
False |
False |
16 |
| 80 |
1.1560 |
1.1140 |
0.0420 |
3.7% |
0.0025 |
0.2% |
71% |
False |
False |
13 |
| 100 |
1.1768 |
1.1140 |
0.0628 |
5.5% |
0.0025 |
0.2% |
47% |
False |
False |
11 |
| 120 |
1.2055 |
1.1140 |
0.0915 |
8.0% |
0.0026 |
0.2% |
32% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1473 |
|
2.618 |
1.1462 |
|
1.618 |
1.1455 |
|
1.000 |
1.1451 |
|
0.618 |
1.1448 |
|
HIGH |
1.1444 |
|
0.618 |
1.1441 |
|
0.500 |
1.1440 |
|
0.382 |
1.1439 |
|
LOW |
1.1437 |
|
0.618 |
1.1432 |
|
1.000 |
1.1430 |
|
1.618 |
1.1425 |
|
2.618 |
1.1418 |
|
4.250 |
1.1407 |
|
|
| Fisher Pivots for day following 22-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1440 |
1.1452 |
| PP |
1.1439 |
1.1447 |
| S1 |
1.1438 |
1.1442 |
|