CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 19-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2024 |
19-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1672 |
1.1696 |
0.0024 |
0.2% |
1.1723 |
| High |
1.1711 |
1.1767 |
0.0057 |
0.5% |
1.1764 |
| Low |
1.1620 |
1.1696 |
0.0076 |
0.7% |
1.1600 |
| Close |
1.1697 |
1.1755 |
0.0058 |
0.5% |
1.1697 |
| Range |
0.0091 |
0.0072 |
-0.0020 |
-21.4% |
0.0164 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
69 |
508 |
439 |
636.2% |
256 |
|
| Daily Pivots for day following 19-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1954 |
1.1926 |
1.1794 |
|
| R3 |
1.1882 |
1.1854 |
1.1774 |
|
| R2 |
1.1811 |
1.1811 |
1.1768 |
|
| R1 |
1.1783 |
1.1783 |
1.1761 |
1.1797 |
| PP |
1.1739 |
1.1739 |
1.1739 |
1.1746 |
| S1 |
1.1711 |
1.1711 |
1.1748 |
1.1725 |
| S2 |
1.1668 |
1.1668 |
1.1741 |
|
| S3 |
1.1596 |
1.1640 |
1.1735 |
|
| S4 |
1.1525 |
1.1568 |
1.1715 |
|
|
| 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 |
1.1767 |
1.1600 |
0.0167 |
1.4% |
0.0075 |
0.6% |
93% |
True |
False |
141 |
| 10 |
1.1919 |
1.1600 |
0.0319 |
2.7% |
0.0091 |
0.8% |
48% |
False |
False |
109 |
| 20 |
1.2035 |
1.1400 |
0.0635 |
5.4% |
0.0093 |
0.8% |
56% |
False |
False |
157 |
| 40 |
1.2035 |
1.1279 |
0.0757 |
6.4% |
0.0058 |
0.5% |
63% |
False |
False |
88 |
| 60 |
1.2035 |
1.1180 |
0.0855 |
7.3% |
0.0049 |
0.4% |
67% |
False |
False |
68 |
| 80 |
1.2035 |
1.1140 |
0.0895 |
7.6% |
0.0041 |
0.4% |
69% |
False |
False |
52 |
| 100 |
1.2035 |
1.1140 |
0.0895 |
7.6% |
0.0038 |
0.3% |
69% |
False |
False |
41 |
| 120 |
1.2035 |
1.1140 |
0.0895 |
7.6% |
0.0036 |
0.3% |
69% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2071 |
|
2.618 |
1.1954 |
|
1.618 |
1.1883 |
|
1.000 |
1.1839 |
|
0.618 |
1.1811 |
|
HIGH |
1.1767 |
|
0.618 |
1.1740 |
|
0.500 |
1.1731 |
|
0.382 |
1.1723 |
|
LOW |
1.1696 |
|
0.618 |
1.1651 |
|
1.000 |
1.1624 |
|
1.618 |
1.1580 |
|
2.618 |
1.1508 |
|
4.250 |
1.1392 |
|
|
| Fisher Pivots for day following 19-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1747 |
1.1731 |
| PP |
1.1739 |
1.1707 |
| S1 |
1.1731 |
1.1684 |
|