CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 24-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2024 |
24-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1415 |
1.1405 |
-0.0010 |
-0.1% |
1.1372 |
| High |
1.1415 |
1.1519 |
0.0104 |
0.9% |
1.1530 |
| Low |
1.1400 |
1.1402 |
0.0002 |
0.0% |
1.1368 |
| Close |
1.1412 |
1.1484 |
0.0072 |
0.6% |
1.1443 |
| Range |
0.0015 |
0.0118 |
0.0103 |
683.3% |
0.0162 |
| ATR |
0.0046 |
0.0051 |
0.0005 |
11.2% |
0.0000 |
| Volume |
8 |
124 |
116 |
1,450.0% |
263 |
|
| Daily Pivots for day following 24-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1821 |
1.1770 |
1.1548 |
|
| R3 |
1.1703 |
1.1652 |
1.1516 |
|
| R2 |
1.1586 |
1.1586 |
1.1505 |
|
| R1 |
1.1535 |
1.1535 |
1.1494 |
1.1560 |
| PP |
1.1468 |
1.1468 |
1.1468 |
1.1481 |
| S1 |
1.1417 |
1.1417 |
1.1473 |
1.1443 |
| S2 |
1.1351 |
1.1351 |
1.1462 |
|
| S3 |
1.1233 |
1.1300 |
1.1451 |
|
| S4 |
1.1116 |
1.1182 |
1.1419 |
|
|
| 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 |
1.1519 |
1.1400 |
0.0119 |
1.0% |
0.0030 |
0.3% |
70% |
True |
False |
31 |
| 10 |
1.1530 |
1.1352 |
0.0178 |
1.6% |
0.0036 |
0.3% |
74% |
False |
False |
45 |
| 20 |
1.1530 |
1.1279 |
0.0252 |
2.2% |
0.0030 |
0.3% |
82% |
False |
False |
26 |
| 40 |
1.1560 |
1.1198 |
0.0362 |
3.2% |
0.0030 |
0.3% |
79% |
False |
False |
27 |
| 60 |
1.1560 |
1.1140 |
0.0420 |
3.7% |
0.0025 |
0.2% |
82% |
False |
False |
19 |
| 80 |
1.1560 |
1.1140 |
0.0420 |
3.7% |
0.0025 |
0.2% |
82% |
False |
False |
14 |
| 100 |
1.1768 |
1.1140 |
0.0628 |
5.5% |
0.0026 |
0.2% |
55% |
False |
False |
12 |
| 120 |
1.2055 |
1.1140 |
0.0915 |
8.0% |
0.0026 |
0.2% |
38% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2018 |
|
2.618 |
1.1827 |
|
1.618 |
1.1709 |
|
1.000 |
1.1637 |
|
0.618 |
1.1592 |
|
HIGH |
1.1519 |
|
0.618 |
1.1474 |
|
0.500 |
1.1460 |
|
0.382 |
1.1446 |
|
LOW |
1.1402 |
|
0.618 |
1.1329 |
|
1.000 |
1.1284 |
|
1.618 |
1.1211 |
|
2.618 |
1.1094 |
|
4.250 |
1.0902 |
|
|
| Fisher Pivots for day following 24-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1476 |
1.1476 |
| PP |
1.1468 |
1.1468 |
| S1 |
1.1460 |
1.1460 |
|