CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 05-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2024 |
05-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1633 |
1.1834 |
0.0201 |
1.7% |
1.1483 |
| High |
1.1840 |
1.2035 |
0.0195 |
1.6% |
1.1840 |
| Low |
1.1630 |
1.1824 |
0.0195 |
1.7% |
1.1451 |
| Close |
1.1820 |
1.1937 |
0.0117 |
1.0% |
1.1820 |
| Range |
0.0211 |
0.0211 |
0.0001 |
0.2% |
0.0389 |
| ATR |
0.0070 |
0.0080 |
0.0010 |
14.9% |
0.0000 |
| Volume |
432 |
572 |
140 |
32.4% |
680 |
|
| Daily Pivots for day following 05-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2565 |
1.2462 |
1.2053 |
|
| R3 |
1.2354 |
1.2251 |
1.1995 |
|
| R2 |
1.2143 |
1.2143 |
1.1975 |
|
| R1 |
1.2040 |
1.2040 |
1.1956 |
1.2091 |
| PP |
1.1932 |
1.1932 |
1.1932 |
1.1958 |
| S1 |
1.1829 |
1.1829 |
1.1917 |
1.1880 |
| S2 |
1.1721 |
1.1721 |
1.1898 |
|
| S3 |
1.1510 |
1.1618 |
1.1878 |
|
| S4 |
1.1299 |
1.1407 |
1.1820 |
|
|
| 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 |
1.2035 |
1.1451 |
0.0584 |
4.9% |
0.0120 |
1.0% |
83% |
True |
False |
247 |
| 10 |
1.2035 |
1.1400 |
0.0635 |
5.3% |
0.0095 |
0.8% |
84% |
True |
False |
204 |
| 20 |
1.2035 |
1.1325 |
0.0711 |
6.0% |
0.0060 |
0.5% |
86% |
True |
False |
118 |
| 40 |
1.2035 |
1.1279 |
0.0757 |
6.3% |
0.0047 |
0.4% |
87% |
True |
False |
72 |
| 60 |
1.2035 |
1.1180 |
0.0855 |
7.2% |
0.0035 |
0.3% |
88% |
True |
False |
50 |
| 80 |
1.2035 |
1.1140 |
0.0895 |
7.5% |
0.0033 |
0.3% |
89% |
True |
False |
38 |
| 100 |
1.2035 |
1.1140 |
0.0895 |
7.5% |
0.0033 |
0.3% |
89% |
True |
False |
31 |
| 120 |
1.2035 |
1.1140 |
0.0895 |
7.5% |
0.0030 |
0.2% |
89% |
True |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2932 |
|
2.618 |
1.2587 |
|
1.618 |
1.2376 |
|
1.000 |
1.2246 |
|
0.618 |
1.2165 |
|
HIGH |
1.2035 |
|
0.618 |
1.1954 |
|
0.500 |
1.1930 |
|
0.382 |
1.1905 |
|
LOW |
1.1824 |
|
0.618 |
1.1694 |
|
1.000 |
1.1613 |
|
1.618 |
1.1483 |
|
2.618 |
1.1272 |
|
4.250 |
1.0927 |
|
|
| Fisher Pivots for day following 05-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1934 |
1.1894 |
| PP |
1.1932 |
1.1851 |
| S1 |
1.1930 |
1.1809 |
|