CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 12-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2024 |
12-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1712 |
1.1723 |
0.0012 |
0.1% |
1.1834 |
| High |
1.1755 |
1.1727 |
-0.0028 |
-0.2% |
1.2035 |
| Low |
1.1703 |
1.1650 |
-0.0053 |
-0.4% |
1.1700 |
| Close |
1.1736 |
1.1727 |
-0.0009 |
-0.1% |
1.1736 |
| Range |
0.0052 |
0.0077 |
0.0025 |
47.1% |
0.0335 |
| ATR |
0.0090 |
0.0090 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
21 |
57 |
36 |
171.4% |
906 |
|
| Daily Pivots for day following 12-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1931 |
1.1905 |
1.1769 |
|
| R3 |
1.1854 |
1.1829 |
1.1748 |
|
| R2 |
1.1778 |
1.1778 |
1.1741 |
|
| R1 |
1.1752 |
1.1752 |
1.1734 |
1.1765 |
| PP |
1.1701 |
1.1701 |
1.1701 |
1.1707 |
| S1 |
1.1676 |
1.1676 |
1.1719 |
1.1688 |
| S2 |
1.1625 |
1.1625 |
1.1712 |
|
| S3 |
1.1548 |
1.1599 |
1.1705 |
|
| S4 |
1.1472 |
1.1523 |
1.1684 |
|
|
| 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 |
1.1919 |
1.1650 |
0.0269 |
2.3% |
0.0107 |
0.9% |
28% |
False |
True |
78 |
| 10 |
1.2035 |
1.1451 |
0.0584 |
5.0% |
0.0113 |
1.0% |
47% |
False |
False |
162 |
| 20 |
1.2035 |
1.1378 |
0.0658 |
5.6% |
0.0080 |
0.7% |
53% |
False |
False |
134 |
| 40 |
1.2035 |
1.1279 |
0.0757 |
6.5% |
0.0056 |
0.5% |
59% |
False |
False |
72 |
| 60 |
1.2035 |
1.1180 |
0.0855 |
7.3% |
0.0043 |
0.4% |
64% |
False |
False |
57 |
| 80 |
1.2035 |
1.1140 |
0.0895 |
7.6% |
0.0038 |
0.3% |
66% |
False |
False |
43 |
| 100 |
1.2035 |
1.1140 |
0.0895 |
7.6% |
0.0037 |
0.3% |
66% |
False |
False |
35 |
| 120 |
1.2035 |
1.1140 |
0.0895 |
7.6% |
0.0033 |
0.3% |
66% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2052 |
|
2.618 |
1.1927 |
|
1.618 |
1.1850 |
|
1.000 |
1.1803 |
|
0.618 |
1.1774 |
|
HIGH |
1.1727 |
|
0.618 |
1.1697 |
|
0.500 |
1.1688 |
|
0.382 |
1.1679 |
|
LOW |
1.1650 |
|
0.618 |
1.1603 |
|
1.000 |
1.1574 |
|
1.618 |
1.1526 |
|
2.618 |
1.1450 |
|
4.250 |
1.1325 |
|
|
| Fisher Pivots for day following 12-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1714 |
1.1750 |
| PP |
1.1701 |
1.1742 |
| S1 |
1.1688 |
1.1734 |
|