CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 23-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2024 |
23-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1444 |
1.1415 |
-0.0029 |
-0.3% |
1.1372 |
| High |
1.1444 |
1.1415 |
-0.0029 |
-0.2% |
1.1530 |
| Low |
1.1437 |
1.1400 |
-0.0037 |
-0.3% |
1.1368 |
| Close |
1.1437 |
1.1412 |
-0.0025 |
-0.2% |
1.1443 |
| Range |
0.0007 |
0.0015 |
0.0008 |
114.3% |
0.0162 |
| ATR |
0.0046 |
0.0046 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
8 |
8 |
0 |
0.0% |
263 |
|
| Daily Pivots for day following 23-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1454 |
1.1448 |
1.1420 |
|
| R3 |
1.1439 |
1.1433 |
1.1416 |
|
| R2 |
1.1424 |
1.1424 |
1.1415 |
|
| R1 |
1.1418 |
1.1418 |
1.1413 |
1.1414 |
| PP |
1.1409 |
1.1409 |
1.1409 |
1.1407 |
| S1 |
1.1403 |
1.1403 |
1.1411 |
1.1399 |
| S2 |
1.1394 |
1.1394 |
1.1409 |
|
| S3 |
1.1379 |
1.1388 |
1.1408 |
|
| S4 |
1.1364 |
1.1373 |
1.1404 |
|
|
| 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 |
1.1400 |
0.0130 |
1.1% |
0.0026 |
0.2% |
9% |
False |
True |
40 |
| 10 |
1.1530 |
1.1325 |
0.0206 |
1.8% |
0.0026 |
0.2% |
43% |
False |
False |
33 |
| 20 |
1.1530 |
1.1279 |
0.0252 |
2.2% |
0.0025 |
0.2% |
53% |
False |
False |
19 |
| 40 |
1.1560 |
1.1180 |
0.0380 |
3.3% |
0.0027 |
0.2% |
61% |
False |
False |
24 |
| 60 |
1.1560 |
1.1140 |
0.0420 |
3.7% |
0.0024 |
0.2% |
65% |
False |
False |
17 |
| 80 |
1.1560 |
1.1140 |
0.0420 |
3.7% |
0.0025 |
0.2% |
65% |
False |
False |
13 |
| 100 |
1.1768 |
1.1140 |
0.0628 |
5.5% |
0.0025 |
0.2% |
43% |
False |
False |
11 |
| 120 |
1.2055 |
1.1140 |
0.0915 |
8.0% |
0.0026 |
0.2% |
30% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1479 |
|
2.618 |
1.1454 |
|
1.618 |
1.1439 |
|
1.000 |
1.1430 |
|
0.618 |
1.1424 |
|
HIGH |
1.1415 |
|
0.618 |
1.1409 |
|
0.500 |
1.1408 |
|
0.382 |
1.1406 |
|
LOW |
1.1400 |
|
0.618 |
1.1391 |
|
1.000 |
1.1385 |
|
1.618 |
1.1376 |
|
2.618 |
1.1361 |
|
4.250 |
1.1336 |
|
|
| Fisher Pivots for day following 23-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1411 |
1.1422 |
| PP |
1.1409 |
1.1419 |
| S1 |
1.1408 |
1.1415 |
|