CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 29-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2024 |
29-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1515 |
1.1483 |
-0.0032 |
-0.3% |
1.1444 |
| High |
1.1549 |
1.1524 |
-0.0025 |
-0.2% |
1.1583 |
| Low |
1.1499 |
1.1459 |
-0.0040 |
-0.3% |
1.1400 |
| Close |
1.1506 |
1.1470 |
-0.0037 |
-0.3% |
1.1506 |
| Range |
0.0050 |
0.0065 |
0.0015 |
30.0% |
0.0183 |
| ATR |
0.0054 |
0.0055 |
0.0001 |
1.5% |
0.0000 |
| Volume |
4 |
15 |
11 |
275.0% |
805 |
|
| Daily Pivots for day following 29-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1679 |
1.1639 |
1.1505 |
|
| R3 |
1.1614 |
1.1574 |
1.1487 |
|
| R2 |
1.1549 |
1.1549 |
1.1481 |
|
| R1 |
1.1509 |
1.1509 |
1.1475 |
1.1497 |
| PP |
1.1484 |
1.1484 |
1.1484 |
1.1478 |
| S1 |
1.1444 |
1.1444 |
1.1464 |
1.1432 |
| S2 |
1.1419 |
1.1419 |
1.1458 |
|
| S3 |
1.1354 |
1.1379 |
1.1452 |
|
| S4 |
1.1289 |
1.1314 |
1.1434 |
|
|
| 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% |
0.0069 |
0.6% |
38% |
False |
False |
162 |
| 10 |
1.1583 |
1.1378 |
0.0205 |
1.8% |
0.0047 |
0.4% |
45% |
False |
False |
107 |
| 20 |
1.1583 |
1.1279 |
0.0304 |
2.7% |
0.0040 |
0.3% |
63% |
False |
False |
59 |
| 40 |
1.1583 |
1.1277 |
0.0306 |
2.7% |
0.0035 |
0.3% |
63% |
False |
False |
44 |
| 60 |
1.1583 |
1.1180 |
0.0403 |
3.5% |
0.0027 |
0.2% |
72% |
False |
False |
30 |
| 80 |
1.1583 |
1.1140 |
0.0443 |
3.9% |
0.0027 |
0.2% |
74% |
False |
False |
23 |
| 100 |
1.1768 |
1.1140 |
0.0628 |
5.5% |
0.0027 |
0.2% |
53% |
False |
False |
19 |
| 120 |
1.1868 |
1.1140 |
0.0728 |
6.3% |
0.0026 |
0.2% |
45% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1800 |
|
2.618 |
1.1694 |
|
1.618 |
1.1629 |
|
1.000 |
1.1589 |
|
0.618 |
1.1564 |
|
HIGH |
1.1524 |
|
0.618 |
1.1499 |
|
0.500 |
1.1491 |
|
0.382 |
1.1483 |
|
LOW |
1.1459 |
|
0.618 |
1.1418 |
|
1.000 |
1.1394 |
|
1.618 |
1.1353 |
|
2.618 |
1.1288 |
|
4.250 |
1.1182 |
|
|
| Fisher Pivots for day following 29-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1491 |
1.1521 |
| PP |
1.1484 |
1.1504 |
| S1 |
1.1477 |
1.1487 |
|