CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 06-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2024 |
06-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1834 |
1.1873 |
0.0039 |
0.3% |
1.1483 |
| High |
1.2035 |
1.1915 |
-0.0120 |
-1.0% |
1.1840 |
| Low |
1.1824 |
1.1850 |
0.0026 |
0.2% |
1.1451 |
| Close |
1.1937 |
1.1902 |
-0.0035 |
-0.3% |
1.1820 |
| Range |
0.0211 |
0.0065 |
-0.0146 |
-69.2% |
0.0389 |
| ATR |
0.0080 |
0.0081 |
0.0000 |
0.6% |
0.0000 |
| Volume |
572 |
20 |
-552 |
-96.5% |
680 |
|
| Daily Pivots for day following 06-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2084 |
1.2058 |
1.1937 |
|
| R3 |
1.2019 |
1.1993 |
1.1919 |
|
| R2 |
1.1954 |
1.1954 |
1.1913 |
|
| R1 |
1.1928 |
1.1928 |
1.1907 |
1.1941 |
| PP |
1.1889 |
1.1889 |
1.1889 |
1.1895 |
| S1 |
1.1863 |
1.1863 |
1.1896 |
1.1876 |
| S2 |
1.1824 |
1.1824 |
1.1890 |
|
| S3 |
1.1759 |
1.1798 |
1.1884 |
|
| S4 |
1.1694 |
1.1733 |
1.1866 |
|
|
| 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 |
1.1519 |
0.0516 |
4.3% |
0.0121 |
1.0% |
74% |
False |
False |
250 |
| 10 |
1.2035 |
1.1402 |
0.0634 |
5.3% |
0.0100 |
0.8% |
79% |
False |
False |
206 |
| 20 |
1.2035 |
1.1325 |
0.0711 |
6.0% |
0.0063 |
0.5% |
81% |
False |
False |
119 |
| 40 |
1.2035 |
1.1279 |
0.0757 |
6.4% |
0.0046 |
0.4% |
82% |
False |
False |
72 |
| 60 |
1.2035 |
1.1180 |
0.0855 |
7.2% |
0.0036 |
0.3% |
84% |
False |
False |
51 |
| 80 |
1.2035 |
1.1140 |
0.0895 |
7.5% |
0.0033 |
0.3% |
85% |
False |
False |
38 |
| 100 |
1.2035 |
1.1140 |
0.0895 |
7.5% |
0.0034 |
0.3% |
85% |
False |
False |
31 |
| 120 |
1.2035 |
1.1140 |
0.0895 |
7.5% |
0.0030 |
0.3% |
85% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2191 |
|
2.618 |
1.2085 |
|
1.618 |
1.2020 |
|
1.000 |
1.1980 |
|
0.618 |
1.1955 |
|
HIGH |
1.1915 |
|
0.618 |
1.1890 |
|
0.500 |
1.1883 |
|
0.382 |
1.1875 |
|
LOW |
1.1850 |
|
0.618 |
1.1810 |
|
1.000 |
1.1785 |
|
1.618 |
1.1745 |
|
2.618 |
1.1680 |
|
4.250 |
1.1574 |
|
|
| Fisher Pivots for day following 06-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1895 |
1.1878 |
| PP |
1.1889 |
1.1855 |
| S1 |
1.1883 |
1.1832 |
|