CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 26-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2024 |
26-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1488 |
1.1515 |
0.0027 |
0.2% |
1.1444 |
| High |
1.1583 |
1.1549 |
-0.0034 |
-0.3% |
1.1583 |
| Low |
1.1484 |
1.1499 |
0.0015 |
0.1% |
1.1400 |
| Close |
1.1547 |
1.1506 |
-0.0041 |
-0.4% |
1.1506 |
| Range |
0.0099 |
0.0050 |
-0.0049 |
-49.2% |
0.0183 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
661 |
4 |
-657 |
-99.4% |
805 |
|
| Daily Pivots for day following 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1668 |
1.1637 |
1.1534 |
|
| R3 |
1.1618 |
1.1587 |
1.1520 |
|
| R2 |
1.1568 |
1.1568 |
1.1515 |
|
| R1 |
1.1537 |
1.1537 |
1.1511 |
1.1527 |
| PP |
1.1518 |
1.1518 |
1.1518 |
1.1513 |
| S1 |
1.1487 |
1.1487 |
1.1501 |
1.1477 |
| S2 |
1.1468 |
1.1468 |
1.1497 |
|
| S3 |
1.1418 |
1.1437 |
1.1492 |
|
| S4 |
1.1368 |
1.1387 |
1.1479 |
|
|
| Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2044 |
1.1957 |
1.1606 |
|
| R3 |
1.1861 |
1.1775 |
1.1556 |
|
| R2 |
1.1679 |
1.1679 |
1.1539 |
|
| R1 |
1.1592 |
1.1592 |
1.1523 |
1.1636 |
| PP |
1.1496 |
1.1496 |
1.1496 |
1.1518 |
| S1 |
1.1410 |
1.1410 |
1.1489 |
1.1453 |
| S2 |
1.1314 |
1.1314 |
1.1473 |
|
| S3 |
1.1131 |
1.1227 |
1.1456 |
|
| S4 |
1.0949 |
1.1045 |
1.1406 |
|
|
| 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% |
0.0058 |
0.5% |
58% |
False |
False |
161 |
| 10 |
1.1583 |
1.1368 |
0.0215 |
1.9% |
0.0042 |
0.4% |
64% |
False |
False |
106 |
| 20 |
1.1583 |
1.1279 |
0.0304 |
2.6% |
0.0038 |
0.3% |
75% |
False |
False |
58 |
| 40 |
1.1583 |
1.1277 |
0.0306 |
2.7% |
0.0033 |
0.3% |
75% |
False |
False |
44 |
| 60 |
1.1583 |
1.1140 |
0.0443 |
3.8% |
0.0027 |
0.2% |
83% |
False |
False |
30 |
| 80 |
1.1583 |
1.1140 |
0.0443 |
3.8% |
0.0027 |
0.2% |
83% |
False |
False |
22 |
| 100 |
1.1768 |
1.1140 |
0.0628 |
5.5% |
0.0027 |
0.2% |
58% |
False |
False |
18 |
| 120 |
1.1890 |
1.1140 |
0.0750 |
6.5% |
0.0026 |
0.2% |
49% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1761 |
|
2.618 |
1.1679 |
|
1.618 |
1.1629 |
|
1.000 |
1.1599 |
|
0.618 |
1.1579 |
|
HIGH |
1.1549 |
|
0.618 |
1.1529 |
|
0.500 |
1.1524 |
|
0.382 |
1.1518 |
|
LOW |
1.1499 |
|
0.618 |
1.1468 |
|
1.000 |
1.1449 |
|
1.618 |
1.1418 |
|
2.618 |
1.1368 |
|
4.250 |
1.1286 |
|
|
| Fisher Pivots for day following 26-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1524 |
1.1501 |
| PP |
1.1518 |
1.1497 |
| S1 |
1.1512 |
1.1492 |
|