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 |
|