CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 25-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2024 |
25-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1405 |
1.1488 |
0.0083 |
0.7% |
1.1372 |
| High |
1.1519 |
1.1583 |
0.0064 |
0.6% |
1.1530 |
| Low |
1.1402 |
1.1484 |
0.0083 |
0.7% |
1.1368 |
| Close |
1.1484 |
1.1547 |
0.0064 |
0.6% |
1.1443 |
| Range |
0.0118 |
0.0099 |
-0.0019 |
-16.2% |
0.0162 |
| ATR |
0.0051 |
0.0054 |
0.0003 |
6.8% |
0.0000 |
| Volume |
124 |
661 |
537 |
433.1% |
263 |
|
| Daily Pivots for day following 25-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1833 |
1.1789 |
1.1601 |
|
| R3 |
1.1735 |
1.1690 |
1.1574 |
|
| R2 |
1.1636 |
1.1636 |
1.1565 |
|
| R1 |
1.1592 |
1.1592 |
1.1556 |
1.1614 |
| PP |
1.1538 |
1.1538 |
1.1538 |
1.1549 |
| S1 |
1.1493 |
1.1493 |
1.1538 |
1.1516 |
| S2 |
1.1439 |
1.1439 |
1.1529 |
|
| S3 |
1.1341 |
1.1395 |
1.1520 |
|
| S4 |
1.1242 |
1.1296 |
1.1493 |
|
|
| 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 |
1.1583 |
1.1400 |
0.0183 |
1.6% |
0.0049 |
0.4% |
81% |
True |
False |
160 |
| 10 |
1.1583 |
1.1352 |
0.0231 |
2.0% |
0.0042 |
0.4% |
85% |
True |
False |
108 |
| 20 |
1.1583 |
1.1279 |
0.0304 |
2.6% |
0.0035 |
0.3% |
88% |
True |
False |
59 |
| 40 |
1.1583 |
1.1198 |
0.0385 |
3.3% |
0.0032 |
0.3% |
91% |
True |
False |
44 |
| 60 |
1.1583 |
1.1140 |
0.0443 |
3.8% |
0.0027 |
0.2% |
92% |
True |
False |
30 |
| 80 |
1.1583 |
1.1140 |
0.0443 |
3.8% |
0.0027 |
0.2% |
92% |
True |
False |
22 |
| 100 |
1.1768 |
1.1140 |
0.0628 |
5.4% |
0.0026 |
0.2% |
65% |
False |
False |
18 |
| 120 |
1.2055 |
1.1140 |
0.0915 |
7.9% |
0.0027 |
0.2% |
45% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2001 |
|
2.618 |
1.1840 |
|
1.618 |
1.1742 |
|
1.000 |
1.1681 |
|
0.618 |
1.1643 |
|
HIGH |
1.1583 |
|
0.618 |
1.1545 |
|
0.500 |
1.1533 |
|
0.382 |
1.1522 |
|
LOW |
1.1484 |
|
0.618 |
1.1423 |
|
1.000 |
1.1386 |
|
1.618 |
1.1325 |
|
2.618 |
1.1226 |
|
4.250 |
1.1065 |
|
|
| Fisher Pivots for day following 25-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1542 |
1.1528 |
| PP |
1.1538 |
1.1510 |
| S1 |
1.1533 |
1.1491 |
|