CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 07-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2024 |
07-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1873 |
1.1919 |
0.0046 |
0.4% |
1.1483 |
| High |
1.1915 |
1.1919 |
0.0004 |
0.0% |
1.1840 |
| Low |
1.1850 |
1.1730 |
-0.0120 |
-1.0% |
1.1451 |
| Close |
1.1902 |
1.1779 |
-0.0123 |
-1.0% |
1.1820 |
| Range |
0.0065 |
0.0189 |
0.0124 |
190.8% |
0.0389 |
| ATR |
0.0081 |
0.0088 |
0.0008 |
9.6% |
0.0000 |
| Volume |
20 |
203 |
183 |
915.0% |
680 |
|
| Daily Pivots for day following 07-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2376 |
1.2267 |
1.1883 |
|
| R3 |
1.2187 |
1.2078 |
1.1831 |
|
| R2 |
1.1998 |
1.1998 |
1.1814 |
|
| R1 |
1.1889 |
1.1889 |
1.1796 |
1.1849 |
| PP |
1.1809 |
1.1809 |
1.1809 |
1.1790 |
| S1 |
1.1700 |
1.1700 |
1.1762 |
1.1660 |
| S2 |
1.1620 |
1.1620 |
1.1744 |
|
| S3 |
1.1431 |
1.1511 |
1.1727 |
|
| S4 |
1.1242 |
1.1322 |
1.1675 |
|
|
| 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 |
1.1583 |
0.0453 |
3.8% |
0.0146 |
1.2% |
43% |
False |
False |
278 |
| 10 |
1.2035 |
1.1451 |
0.0584 |
5.0% |
0.0107 |
0.9% |
56% |
False |
False |
214 |
| 20 |
1.2035 |
1.1352 |
0.0683 |
5.8% |
0.0072 |
0.6% |
63% |
False |
False |
129 |
| 40 |
1.2035 |
1.1279 |
0.0757 |
6.4% |
0.0051 |
0.4% |
66% |
False |
False |
69 |
| 60 |
1.2035 |
1.1180 |
0.0855 |
7.3% |
0.0038 |
0.3% |
70% |
False |
False |
54 |
| 80 |
1.2035 |
1.1140 |
0.0895 |
7.6% |
0.0035 |
0.3% |
71% |
False |
False |
41 |
| 100 |
1.2035 |
1.1140 |
0.0895 |
7.6% |
0.0035 |
0.3% |
71% |
False |
False |
33 |
| 120 |
1.2035 |
1.1140 |
0.0895 |
7.6% |
0.0032 |
0.3% |
71% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2722 |
|
2.618 |
1.2414 |
|
1.618 |
1.2225 |
|
1.000 |
1.2108 |
|
0.618 |
1.2036 |
|
HIGH |
1.1919 |
|
0.618 |
1.1847 |
|
0.500 |
1.1825 |
|
0.382 |
1.1802 |
|
LOW |
1.1730 |
|
0.618 |
1.1613 |
|
1.000 |
1.1541 |
|
1.618 |
1.1424 |
|
2.618 |
1.1235 |
|
4.250 |
1.0927 |
|
|
| Fisher Pivots for day following 07-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1825 |
1.1883 |
| PP |
1.1809 |
1.1848 |
| S1 |
1.1794 |
1.1814 |
|