CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 08-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2024 |
08-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1919 |
1.1816 |
-0.0103 |
-0.9% |
1.1483 |
| High |
1.1919 |
1.1851 |
-0.0069 |
-0.6% |
1.1840 |
| Low |
1.1730 |
1.1700 |
-0.0030 |
-0.3% |
1.1451 |
| Close |
1.1779 |
1.1721 |
-0.0059 |
-0.5% |
1.1820 |
| Range |
0.0189 |
0.0151 |
-0.0039 |
-20.4% |
0.0389 |
| ATR |
0.0088 |
0.0093 |
0.0004 |
5.0% |
0.0000 |
| Volume |
203 |
90 |
-113 |
-55.7% |
680 |
|
| Daily Pivots for day following 08-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2209 |
1.2115 |
1.1803 |
|
| R3 |
1.2058 |
1.1965 |
1.1762 |
|
| R2 |
1.1908 |
1.1908 |
1.1748 |
|
| R1 |
1.1814 |
1.1814 |
1.1734 |
1.1786 |
| PP |
1.1757 |
1.1757 |
1.1757 |
1.1743 |
| S1 |
1.1664 |
1.1664 |
1.1707 |
1.1635 |
| S2 |
1.1607 |
1.1607 |
1.1693 |
|
| S3 |
1.1456 |
1.1513 |
1.1679 |
|
| S4 |
1.1306 |
1.1363 |
1.1638 |
|
|
| 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 |
1.1630 |
0.0406 |
3.5% |
0.0165 |
1.4% |
22% |
False |
False |
263 |
| 10 |
1.2035 |
1.1451 |
0.0584 |
5.0% |
0.0112 |
1.0% |
46% |
False |
False |
156 |
| 20 |
1.2035 |
1.1352 |
0.0683 |
5.8% |
0.0077 |
0.7% |
54% |
False |
False |
132 |
| 40 |
1.2035 |
1.1279 |
0.0757 |
6.5% |
0.0055 |
0.5% |
58% |
False |
False |
71 |
| 60 |
1.2035 |
1.1180 |
0.0855 |
7.3% |
0.0041 |
0.3% |
63% |
False |
False |
55 |
| 80 |
1.2035 |
1.1140 |
0.0895 |
7.6% |
0.0037 |
0.3% |
65% |
False |
False |
42 |
| 100 |
1.2035 |
1.1140 |
0.0895 |
7.6% |
0.0036 |
0.3% |
65% |
False |
False |
34 |
| 120 |
1.2035 |
1.1140 |
0.0895 |
7.6% |
0.0032 |
0.3% |
65% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2490 |
|
2.618 |
1.2245 |
|
1.618 |
1.2094 |
|
1.000 |
1.2001 |
|
0.618 |
1.1944 |
|
HIGH |
1.1851 |
|
0.618 |
1.1793 |
|
0.500 |
1.1775 |
|
0.382 |
1.1757 |
|
LOW |
1.1700 |
|
0.618 |
1.1607 |
|
1.000 |
1.1550 |
|
1.618 |
1.1456 |
|
2.618 |
1.1306 |
|
4.250 |
1.1060 |
|
|
| Fisher Pivots for day following 08-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1775 |
1.1810 |
| PP |
1.1757 |
1.1780 |
| S1 |
1.1739 |
1.1750 |
|