CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 02-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2024 |
02-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1590 |
1.1633 |
0.0043 |
0.4% |
1.1483 |
| High |
1.1637 |
1.1840 |
0.0203 |
1.7% |
1.1840 |
| Low |
1.1583 |
1.1630 |
0.0047 |
0.4% |
1.1451 |
| Close |
1.1637 |
1.1820 |
0.0183 |
1.6% |
1.1820 |
| Range |
0.0055 |
0.0211 |
0.0156 |
286.2% |
0.0389 |
| ATR |
0.0059 |
0.0070 |
0.0011 |
18.4% |
0.0000 |
| Volume |
163 |
432 |
269 |
165.0% |
680 |
|
| Daily Pivots for day following 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2395 |
1.2318 |
1.1936 |
|
| R3 |
1.2184 |
1.2107 |
1.1878 |
|
| R2 |
1.1974 |
1.1974 |
1.1859 |
|
| R1 |
1.1897 |
1.1897 |
1.1839 |
1.1935 |
| PP |
1.1763 |
1.1763 |
1.1763 |
1.1782 |
| S1 |
1.1686 |
1.1686 |
1.1801 |
1.1725 |
| S2 |
1.1553 |
1.1553 |
1.1781 |
|
| S3 |
1.1342 |
1.1476 |
1.1762 |
|
| S4 |
1.1132 |
1.1265 |
1.1704 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2871 |
1.2734 |
1.2034 |
|
| R3 |
1.2482 |
1.2345 |
1.1927 |
|
| R2 |
1.2093 |
1.2093 |
1.1891 |
|
| R1 |
1.1956 |
1.1956 |
1.1856 |
1.2025 |
| PP |
1.1704 |
1.1704 |
1.1704 |
1.1738 |
| S1 |
1.1567 |
1.1567 |
1.1784 |
1.1636 |
| S2 |
1.1315 |
1.1315 |
1.1749 |
|
| S3 |
1.0926 |
1.1178 |
1.1713 |
|
| S4 |
1.0537 |
1.0789 |
1.1606 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1840 |
1.1451 |
0.0389 |
3.3% |
0.0091 |
0.8% |
95% |
True |
False |
136 |
| 10 |
1.1840 |
1.1400 |
0.0440 |
3.7% |
0.0074 |
0.6% |
95% |
True |
False |
148 |
| 20 |
1.1840 |
1.1325 |
0.0516 |
4.4% |
0.0050 |
0.4% |
96% |
True |
False |
90 |
| 40 |
1.1840 |
1.1279 |
0.0562 |
4.8% |
0.0043 |
0.4% |
96% |
True |
False |
61 |
| 60 |
1.1840 |
1.1180 |
0.0660 |
5.6% |
0.0031 |
0.3% |
97% |
True |
False |
41 |
| 80 |
1.1840 |
1.1140 |
0.0700 |
5.9% |
0.0031 |
0.3% |
97% |
True |
False |
31 |
| 100 |
1.1840 |
1.1140 |
0.0700 |
5.9% |
0.0031 |
0.3% |
97% |
True |
False |
25 |
| 120 |
1.1840 |
1.1140 |
0.0700 |
5.9% |
0.0028 |
0.2% |
97% |
True |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2735 |
|
2.618 |
1.2391 |
|
1.618 |
1.2181 |
|
1.000 |
1.2051 |
|
0.618 |
1.1970 |
|
HIGH |
1.1840 |
|
0.618 |
1.1760 |
|
0.500 |
1.1735 |
|
0.382 |
1.1710 |
|
LOW |
1.1630 |
|
0.618 |
1.1499 |
|
1.000 |
1.1419 |
|
1.618 |
1.1289 |
|
2.618 |
1.1078 |
|
4.250 |
1.0735 |
|
|
| Fisher Pivots for day following 02-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1792 |
1.1773 |
| PP |
1.1763 |
1.1726 |
| S1 |
1.1735 |
1.1680 |
|