CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 01-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2024 |
01-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1519 |
1.1590 |
0.0071 |
0.6% |
1.1444 |
| High |
1.1582 |
1.1637 |
0.0056 |
0.5% |
1.1583 |
| Low |
1.1519 |
1.1583 |
0.0064 |
0.6% |
1.1400 |
| Close |
1.1554 |
1.1637 |
0.0083 |
0.7% |
1.1506 |
| Range |
0.0063 |
0.0055 |
-0.0008 |
-12.8% |
0.0183 |
| ATR |
0.0057 |
0.0059 |
0.0002 |
3.2% |
0.0000 |
| Volume |
67 |
163 |
96 |
143.3% |
805 |
|
| Daily Pivots for day following 01-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1782 |
1.1764 |
1.1667 |
|
| R3 |
1.1728 |
1.1710 |
1.1652 |
|
| R2 |
1.1673 |
1.1673 |
1.1647 |
|
| R1 |
1.1655 |
1.1655 |
1.1642 |
1.1664 |
| PP |
1.1619 |
1.1619 |
1.1619 |
1.1623 |
| S1 |
1.1601 |
1.1601 |
1.1632 |
1.1610 |
| S2 |
1.1564 |
1.1564 |
1.1627 |
|
| S3 |
1.1510 |
1.1546 |
1.1622 |
|
| S4 |
1.1455 |
1.1492 |
1.1607 |
|
|
| 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 |
1.1637 |
1.1451 |
0.0186 |
1.6% |
0.0059 |
0.5% |
100% |
True |
False |
50 |
| 10 |
1.1637 |
1.1400 |
0.0237 |
2.0% |
0.0054 |
0.5% |
100% |
True |
False |
105 |
| 20 |
1.1637 |
1.1281 |
0.0357 |
3.1% |
0.0045 |
0.4% |
100% |
True |
False |
68 |
| 40 |
1.1637 |
1.1279 |
0.0359 |
3.1% |
0.0037 |
0.3% |
100% |
True |
False |
50 |
| 60 |
1.1637 |
1.1180 |
0.0457 |
3.9% |
0.0028 |
0.2% |
100% |
True |
False |
34 |
| 80 |
1.1637 |
1.1140 |
0.0497 |
4.3% |
0.0028 |
0.2% |
100% |
True |
False |
25 |
| 100 |
1.1729 |
1.1140 |
0.0589 |
5.1% |
0.0029 |
0.2% |
84% |
False |
False |
21 |
| 120 |
1.1804 |
1.1140 |
0.0664 |
5.7% |
0.0026 |
0.2% |
75% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1869 |
|
2.618 |
1.1780 |
|
1.618 |
1.1725 |
|
1.000 |
1.1692 |
|
0.618 |
1.1671 |
|
HIGH |
1.1637 |
|
0.618 |
1.1616 |
|
0.500 |
1.1610 |
|
0.382 |
1.1603 |
|
LOW |
1.1583 |
|
0.618 |
1.1549 |
|
1.000 |
1.1528 |
|
1.618 |
1.1494 |
|
2.618 |
1.1440 |
|
4.250 |
1.1351 |
|
|
| Fisher Pivots for day following 01-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1628 |
1.1606 |
| PP |
1.1619 |
1.1575 |
| S1 |
1.1610 |
1.1544 |
|