CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 30-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2024 |
30-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1483 |
1.1457 |
-0.0026 |
-0.2% |
1.1444 |
| High |
1.1524 |
1.1512 |
-0.0012 |
-0.1% |
1.1583 |
| Low |
1.1459 |
1.1451 |
-0.0008 |
-0.1% |
1.1400 |
| Close |
1.1470 |
1.1499 |
0.0030 |
0.3% |
1.1506 |
| Range |
0.0065 |
0.0061 |
-0.0004 |
-6.2% |
0.0183 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
0.8% |
0.0000 |
| Volume |
15 |
3 |
-12 |
-80.0% |
805 |
|
| Daily Pivots for day following 30-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1670 |
1.1646 |
1.1533 |
|
| R3 |
1.1609 |
1.1585 |
1.1516 |
|
| R2 |
1.1548 |
1.1548 |
1.1510 |
|
| R1 |
1.1524 |
1.1524 |
1.1505 |
1.1536 |
| PP |
1.1487 |
1.1487 |
1.1487 |
1.1494 |
| S1 |
1.1463 |
1.1463 |
1.1493 |
1.1475 |
| S2 |
1.1426 |
1.1426 |
1.1488 |
|
| S3 |
1.1365 |
1.1402 |
1.1482 |
|
| S4 |
1.1304 |
1.1341 |
1.1465 |
|
|
| 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 |
1.1402 |
0.0181 |
1.6% |
0.0078 |
0.7% |
54% |
False |
False |
161 |
| 10 |
1.1583 |
1.1400 |
0.0183 |
1.6% |
0.0052 |
0.5% |
54% |
False |
False |
100 |
| 20 |
1.1583 |
1.1279 |
0.0304 |
2.6% |
0.0041 |
0.4% |
73% |
False |
False |
58 |
| 40 |
1.1583 |
1.1279 |
0.0304 |
2.6% |
0.0035 |
0.3% |
73% |
False |
False |
44 |
| 60 |
1.1583 |
1.1180 |
0.0403 |
3.5% |
0.0028 |
0.2% |
79% |
False |
False |
30 |
| 80 |
1.1583 |
1.1140 |
0.0443 |
3.8% |
0.0028 |
0.2% |
81% |
False |
False |
23 |
| 100 |
1.1768 |
1.1140 |
0.0628 |
5.5% |
0.0028 |
0.2% |
57% |
False |
False |
19 |
| 120 |
1.1868 |
1.1140 |
0.0728 |
6.3% |
0.0026 |
0.2% |
49% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1771 |
|
2.618 |
1.1672 |
|
1.618 |
1.1611 |
|
1.000 |
1.1573 |
|
0.618 |
1.1550 |
|
HIGH |
1.1512 |
|
0.618 |
1.1489 |
|
0.500 |
1.1482 |
|
0.382 |
1.1474 |
|
LOW |
1.1451 |
|
0.618 |
1.1413 |
|
1.000 |
1.1390 |
|
1.618 |
1.1352 |
|
2.618 |
1.1291 |
|
4.250 |
1.1192 |
|
|
| Fisher Pivots for day following 30-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1493 |
1.1500 |
| PP |
1.1487 |
1.1500 |
| S1 |
1.1482 |
1.1499 |
|