CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 31-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2024 |
31-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1457 |
1.1519 |
0.0062 |
0.5% |
1.1444 |
| High |
1.1512 |
1.1582 |
0.0070 |
0.6% |
1.1583 |
| Low |
1.1451 |
1.1519 |
0.0068 |
0.6% |
1.1400 |
| Close |
1.1499 |
1.1554 |
0.0055 |
0.5% |
1.1506 |
| Range |
0.0061 |
0.0063 |
0.0002 |
2.5% |
0.0183 |
| ATR |
0.0055 |
0.0057 |
0.0002 |
3.5% |
0.0000 |
| Volume |
3 |
67 |
64 |
2,133.3% |
805 |
|
| Daily Pivots for day following 31-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1739 |
1.1709 |
1.1588 |
|
| R3 |
1.1677 |
1.1647 |
1.1571 |
|
| R2 |
1.1614 |
1.1614 |
1.1565 |
|
| R1 |
1.1584 |
1.1584 |
1.1560 |
1.1599 |
| PP |
1.1552 |
1.1552 |
1.1552 |
1.1559 |
| S1 |
1.1522 |
1.1522 |
1.1548 |
1.1537 |
| S2 |
1.1489 |
1.1489 |
1.1543 |
|
| S3 |
1.1427 |
1.1459 |
1.1537 |
|
| S4 |
1.1364 |
1.1397 |
1.1520 |
|
|
| 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 |
1.1451 |
0.0132 |
1.1% |
0.0067 |
0.6% |
78% |
False |
False |
150 |
| 10 |
1.1583 |
1.1400 |
0.0183 |
1.6% |
0.0049 |
0.4% |
84% |
False |
False |
90 |
| 20 |
1.1583 |
1.1281 |
0.0302 |
2.6% |
0.0044 |
0.4% |
91% |
False |
False |
61 |
| 40 |
1.1583 |
1.1279 |
0.0304 |
2.6% |
0.0036 |
0.3% |
91% |
False |
False |
46 |
| 60 |
1.1583 |
1.1180 |
0.0403 |
3.5% |
0.0027 |
0.2% |
93% |
False |
False |
31 |
| 80 |
1.1583 |
1.1140 |
0.0443 |
3.8% |
0.0028 |
0.2% |
94% |
False |
False |
23 |
| 100 |
1.1768 |
1.1140 |
0.0628 |
5.4% |
0.0029 |
0.2% |
66% |
False |
False |
19 |
| 120 |
1.1817 |
1.1140 |
0.0677 |
5.9% |
0.0026 |
0.2% |
61% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1847 |
|
2.618 |
1.1745 |
|
1.618 |
1.1683 |
|
1.000 |
1.1644 |
|
0.618 |
1.1620 |
|
HIGH |
1.1582 |
|
0.618 |
1.1558 |
|
0.500 |
1.1550 |
|
0.382 |
1.1543 |
|
LOW |
1.1519 |
|
0.618 |
1.1480 |
|
1.000 |
1.1457 |
|
1.618 |
1.1418 |
|
2.618 |
1.1355 |
|
4.250 |
1.1253 |
|
|
| Fisher Pivots for day following 31-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1553 |
1.1541 |
| PP |
1.1552 |
1.1529 |
| S1 |
1.1550 |
1.1516 |
|