CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 16-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2024 |
16-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1714 |
1.1672 |
-0.0042 |
-0.4% |
1.1723 |
| High |
1.1727 |
1.1711 |
-0.0017 |
-0.1% |
1.1764 |
| Low |
1.1600 |
1.1620 |
0.0020 |
0.2% |
1.1600 |
| Close |
1.1629 |
1.1697 |
0.0068 |
0.6% |
1.1697 |
| Range |
0.0127 |
0.0091 |
-0.0036 |
-28.3% |
0.0164 |
| ATR |
0.0087 |
0.0087 |
0.0000 |
0.4% |
0.0000 |
| Volume |
78 |
69 |
-9 |
-11.5% |
256 |
|
| Daily Pivots for day following 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1949 |
1.1914 |
1.1747 |
|
| R3 |
1.1858 |
1.1823 |
1.1722 |
|
| R2 |
1.1767 |
1.1767 |
1.1713 |
|
| R1 |
1.1732 |
1.1732 |
1.1705 |
1.1749 |
| PP |
1.1676 |
1.1676 |
1.1676 |
1.1684 |
| S1 |
1.1641 |
1.1641 |
1.1688 |
1.1658 |
| S2 |
1.1585 |
1.1585 |
1.1680 |
|
| S3 |
1.1494 |
1.1550 |
1.1671 |
|
| S4 |
1.1403 |
1.1459 |
1.1646 |
|
|
| Weekly Pivots for week ending 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2177 |
1.2100 |
1.1786 |
|
| R3 |
1.2014 |
1.1937 |
1.1741 |
|
| R2 |
1.1850 |
1.1850 |
1.1726 |
|
| R1 |
1.1773 |
1.1773 |
1.1711 |
1.1730 |
| PP |
1.1687 |
1.1687 |
1.1687 |
1.1665 |
| S1 |
1.1610 |
1.1610 |
1.1682 |
1.1567 |
| S2 |
1.1523 |
1.1523 |
1.1667 |
|
| S3 |
1.1360 |
1.1446 |
1.1652 |
|
| S4 |
1.1196 |
1.1283 |
1.1607 |
|
|
| 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% |
0.0076 |
0.7% |
59% |
False |
False |
51 |
| 10 |
1.2035 |
1.1600 |
0.0435 |
3.7% |
0.0105 |
0.9% |
22% |
False |
False |
116 |
| 20 |
1.2035 |
1.1400 |
0.0635 |
5.4% |
0.0090 |
0.8% |
47% |
False |
False |
132 |
| 40 |
1.2035 |
1.1279 |
0.0757 |
6.5% |
0.0058 |
0.5% |
55% |
False |
False |
75 |
| 60 |
1.2035 |
1.1180 |
0.0855 |
7.3% |
0.0048 |
0.4% |
60% |
False |
False |
60 |
| 80 |
1.2035 |
1.1140 |
0.0895 |
7.7% |
0.0040 |
0.3% |
62% |
False |
False |
45 |
| 100 |
1.2035 |
1.1140 |
0.0895 |
7.7% |
0.0038 |
0.3% |
62% |
False |
False |
36 |
| 120 |
1.2035 |
1.1140 |
0.0895 |
7.7% |
0.0036 |
0.3% |
62% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2097 |
|
2.618 |
1.1949 |
|
1.618 |
1.1858 |
|
1.000 |
1.1802 |
|
0.618 |
1.1767 |
|
HIGH |
1.1711 |
|
0.618 |
1.1676 |
|
0.500 |
1.1665 |
|
0.382 |
1.1654 |
|
LOW |
1.1620 |
|
0.618 |
1.1563 |
|
1.000 |
1.1529 |
|
1.618 |
1.1472 |
|
2.618 |
1.1381 |
|
4.250 |
1.1233 |
|
|
| Fisher Pivots for day following 16-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1686 |
1.1692 |
| PP |
1.1676 |
1.1687 |
| S1 |
1.1665 |
1.1682 |
|