CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 09-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2024 |
09-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1816 |
1.1712 |
-0.0105 |
-0.9% |
1.1834 |
| High |
1.1851 |
1.1755 |
-0.0096 |
-0.8% |
1.2035 |
| Low |
1.1700 |
1.1703 |
0.0003 |
0.0% |
1.1700 |
| Close |
1.1721 |
1.1736 |
0.0015 |
0.1% |
1.1736 |
| Range |
0.0151 |
0.0052 |
-0.0099 |
-65.4% |
0.0335 |
| ATR |
0.0093 |
0.0090 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
90 |
21 |
-69 |
-76.7% |
906 |
|
| Daily Pivots for day following 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1887 |
1.1863 |
1.1764 |
|
| R3 |
1.1835 |
1.1811 |
1.1750 |
|
| R2 |
1.1783 |
1.1783 |
1.1745 |
|
| R1 |
1.1759 |
1.1759 |
1.1740 |
1.1771 |
| PP |
1.1731 |
1.1731 |
1.1731 |
1.1737 |
| S1 |
1.1707 |
1.1707 |
1.1731 |
1.1719 |
| S2 |
1.1679 |
1.1679 |
1.1726 |
|
| S3 |
1.1627 |
1.1655 |
1.1721 |
|
| S4 |
1.1575 |
1.1603 |
1.1707 |
|
|
| Weekly Pivots for week ending 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2829 |
1.2617 |
1.1920 |
|
| R3 |
1.2494 |
1.2282 |
1.1828 |
|
| R2 |
1.2159 |
1.2159 |
1.1797 |
|
| R1 |
1.1947 |
1.1947 |
1.1766 |
1.1885 |
| PP |
1.1824 |
1.1824 |
1.1824 |
1.1793 |
| S1 |
1.1612 |
1.1612 |
1.1705 |
1.1550 |
| S2 |
1.1489 |
1.1489 |
1.1674 |
|
| S3 |
1.1154 |
1.1277 |
1.1643 |
|
| S4 |
1.0819 |
1.0942 |
1.1551 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2035 |
1.1700 |
0.0335 |
2.9% |
0.0134 |
1.1% |
11% |
False |
False |
181 |
| 10 |
1.2035 |
1.1451 |
0.0584 |
5.0% |
0.0112 |
1.0% |
49% |
False |
False |
158 |
| 20 |
1.2035 |
1.1368 |
0.0667 |
5.7% |
0.0077 |
0.7% |
55% |
False |
False |
132 |
| 40 |
1.2035 |
1.1279 |
0.0757 |
6.4% |
0.0054 |
0.5% |
60% |
False |
False |
71 |
| 60 |
1.2035 |
1.1180 |
0.0855 |
7.3% |
0.0042 |
0.4% |
65% |
False |
False |
56 |
| 80 |
1.2035 |
1.1140 |
0.0895 |
7.6% |
0.0037 |
0.3% |
67% |
False |
False |
42 |
| 100 |
1.2035 |
1.1140 |
0.0895 |
7.6% |
0.0036 |
0.3% |
67% |
False |
False |
34 |
| 120 |
1.2035 |
1.1140 |
0.0895 |
7.6% |
0.0032 |
0.3% |
67% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1976 |
|
2.618 |
1.1891 |
|
1.618 |
1.1839 |
|
1.000 |
1.1807 |
|
0.618 |
1.1787 |
|
HIGH |
1.1755 |
|
0.618 |
1.1735 |
|
0.500 |
1.1729 |
|
0.382 |
1.1722 |
|
LOW |
1.1703 |
|
0.618 |
1.1670 |
|
1.000 |
1.1651 |
|
1.618 |
1.1618 |
|
2.618 |
1.1566 |
|
4.250 |
1.1482 |
|
|
| Fisher Pivots for day following 09-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1733 |
1.1810 |
| PP |
1.1731 |
1.1785 |
| S1 |
1.1729 |
1.1760 |
|