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 |
|