CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 15-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2024 |
15-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1744 |
1.1714 |
-0.0030 |
-0.3% |
1.1834 |
| High |
1.1764 |
1.1727 |
-0.0037 |
-0.3% |
1.2035 |
| Low |
1.1726 |
1.1600 |
-0.0126 |
-1.1% |
1.1700 |
| Close |
1.1730 |
1.1629 |
-0.0101 |
-0.9% |
1.1736 |
| Range |
0.0038 |
0.0127 |
0.0090 |
238.7% |
0.0335 |
| ATR |
0.0083 |
0.0087 |
0.0003 |
4.0% |
0.0000 |
| Volume |
10 |
78 |
68 |
680.0% |
906 |
|
| Daily Pivots for day following 15-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2033 |
1.1958 |
1.1698 |
|
| R3 |
1.1906 |
1.1831 |
1.1663 |
|
| R2 |
1.1779 |
1.1779 |
1.1652 |
|
| R1 |
1.1704 |
1.1704 |
1.1640 |
1.1678 |
| PP |
1.1652 |
1.1652 |
1.1652 |
1.1639 |
| S1 |
1.1577 |
1.1577 |
1.1617 |
1.1551 |
| S2 |
1.1525 |
1.1525 |
1.1605 |
|
| S3 |
1.1398 |
1.1450 |
1.1594 |
|
| S4 |
1.1271 |
1.1323 |
1.1559 |
|
|
| 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 |
1.1764 |
1.1600 |
0.0164 |
1.4% |
0.0069 |
0.6% |
17% |
False |
True |
41 |
| 10 |
1.2035 |
1.1600 |
0.0435 |
3.7% |
0.0117 |
1.0% |
7% |
False |
True |
152 |
| 20 |
1.2035 |
1.1400 |
0.0635 |
5.5% |
0.0085 |
0.7% |
36% |
False |
False |
128 |
| 40 |
1.2035 |
1.1279 |
0.0757 |
6.5% |
0.0057 |
0.5% |
46% |
False |
False |
75 |
| 60 |
1.2035 |
1.1180 |
0.0855 |
7.4% |
0.0046 |
0.4% |
52% |
False |
False |
59 |
| 80 |
1.2035 |
1.1140 |
0.0895 |
7.7% |
0.0039 |
0.3% |
55% |
False |
False |
44 |
| 100 |
1.2035 |
1.1140 |
0.0895 |
7.7% |
0.0037 |
0.3% |
55% |
False |
False |
36 |
| 120 |
1.2035 |
1.1140 |
0.0895 |
7.7% |
0.0035 |
0.3% |
55% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2267 |
|
2.618 |
1.2059 |
|
1.618 |
1.1932 |
|
1.000 |
1.1854 |
|
0.618 |
1.1805 |
|
HIGH |
1.1727 |
|
0.618 |
1.1678 |
|
0.500 |
1.1664 |
|
0.382 |
1.1649 |
|
LOW |
1.1600 |
|
0.618 |
1.1522 |
|
1.000 |
1.1473 |
|
1.618 |
1.1395 |
|
2.618 |
1.1268 |
|
4.250 |
1.1060 |
|
|
| Fisher Pivots for day following 15-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1664 |
1.1682 |
| PP |
1.1652 |
1.1664 |
| S1 |
1.1640 |
1.1646 |
|