CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 13-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2024 |
13-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1723 |
1.1710 |
-0.0014 |
-0.1% |
1.1834 |
| High |
1.1727 |
1.1744 |
0.0018 |
0.1% |
1.2035 |
| Low |
1.1650 |
1.1694 |
0.0044 |
0.4% |
1.1700 |
| Close |
1.1727 |
1.1744 |
0.0018 |
0.1% |
1.1736 |
| Range |
0.0077 |
0.0050 |
-0.0027 |
-34.6% |
0.0335 |
| ATR |
0.0090 |
0.0087 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
57 |
42 |
-15 |
-26.3% |
906 |
|
| Daily Pivots for day following 13-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1877 |
1.1861 |
1.1772 |
|
| R3 |
1.1827 |
1.1811 |
1.1758 |
|
| R2 |
1.1777 |
1.1777 |
1.1753 |
|
| R1 |
1.1761 |
1.1761 |
1.1749 |
1.1769 |
| PP |
1.1727 |
1.1727 |
1.1727 |
1.1732 |
| S1 |
1.1711 |
1.1711 |
1.1739 |
1.1719 |
| S2 |
1.1677 |
1.1677 |
1.1735 |
|
| S3 |
1.1627 |
1.1661 |
1.1730 |
|
| S4 |
1.1577 |
1.1611 |
1.1717 |
|
|
| 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% |
0.0104 |
0.9% |
35% |
False |
False |
82 |
| 10 |
1.2035 |
1.1519 |
0.0516 |
4.4% |
0.0112 |
1.0% |
44% |
False |
False |
166 |
| 20 |
1.2035 |
1.1400 |
0.0635 |
5.4% |
0.0082 |
0.7% |
54% |
False |
False |
133 |
| 40 |
1.2035 |
1.1279 |
0.0757 |
6.4% |
0.0055 |
0.5% |
62% |
False |
False |
73 |
| 60 |
1.2035 |
1.1180 |
0.0855 |
7.3% |
0.0044 |
0.4% |
66% |
False |
False |
57 |
| 80 |
1.2035 |
1.1140 |
0.0895 |
7.6% |
0.0039 |
0.3% |
67% |
False |
False |
43 |
| 100 |
1.2035 |
1.1140 |
0.0895 |
7.6% |
0.0037 |
0.3% |
67% |
False |
False |
35 |
| 120 |
1.2035 |
1.1140 |
0.0895 |
7.6% |
0.0033 |
0.3% |
67% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1957 |
|
2.618 |
1.1875 |
|
1.618 |
1.1825 |
|
1.000 |
1.1794 |
|
0.618 |
1.1775 |
|
HIGH |
1.1744 |
|
0.618 |
1.1725 |
|
0.500 |
1.1719 |
|
0.382 |
1.1713 |
|
LOW |
1.1694 |
|
0.618 |
1.1663 |
|
1.000 |
1.1644 |
|
1.618 |
1.1613 |
|
2.618 |
1.1563 |
|
4.250 |
1.1482 |
|
|
| Fisher Pivots for day following 13-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1736 |
1.1730 |
| PP |
1.1727 |
1.1716 |
| S1 |
1.1719 |
1.1702 |
|