CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 20-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2024 |
20-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1696 |
1.1748 |
0.0052 |
0.4% |
1.1723 |
| High |
1.1767 |
1.1870 |
0.0103 |
0.9% |
1.1764 |
| Low |
1.1696 |
1.1748 |
0.0052 |
0.4% |
1.1600 |
| Close |
1.1755 |
1.1850 |
0.0096 |
0.8% |
1.1697 |
| Range |
0.0072 |
0.0123 |
0.0051 |
71.3% |
0.0164 |
| ATR |
0.0086 |
0.0088 |
0.0003 |
3.1% |
0.0000 |
| Volume |
508 |
1,080 |
572 |
112.6% |
256 |
|
| Daily Pivots for day following 20-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2190 |
1.2143 |
1.1917 |
|
| R3 |
1.2068 |
1.2020 |
1.1884 |
|
| R2 |
1.1945 |
1.1945 |
1.1872 |
|
| R1 |
1.1898 |
1.1898 |
1.1861 |
1.1921 |
| PP |
1.1823 |
1.1823 |
1.1823 |
1.1834 |
| S1 |
1.1775 |
1.1775 |
1.1839 |
1.1799 |
| S2 |
1.1700 |
1.1700 |
1.1828 |
|
| S3 |
1.1578 |
1.1653 |
1.1816 |
|
| S4 |
1.1455 |
1.1530 |
1.1783 |
|
|
| 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 |
1.1870 |
1.1600 |
0.0270 |
2.3% |
0.0090 |
0.8% |
93% |
True |
False |
349 |
| 10 |
1.1919 |
1.1600 |
0.0319 |
2.7% |
0.0097 |
0.8% |
78% |
False |
False |
215 |
| 20 |
1.2035 |
1.1402 |
0.0634 |
5.3% |
0.0098 |
0.8% |
71% |
False |
False |
210 |
| 40 |
1.2035 |
1.1279 |
0.0757 |
6.4% |
0.0061 |
0.5% |
76% |
False |
False |
115 |
| 60 |
1.2035 |
1.1180 |
0.0855 |
7.2% |
0.0051 |
0.4% |
78% |
False |
False |
86 |
| 80 |
1.2035 |
1.1140 |
0.0895 |
7.6% |
0.0042 |
0.4% |
79% |
False |
False |
65 |
| 100 |
1.2035 |
1.1140 |
0.0895 |
7.6% |
0.0039 |
0.3% |
79% |
False |
False |
52 |
| 120 |
1.2035 |
1.1140 |
0.0895 |
7.6% |
0.0037 |
0.3% |
79% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2391 |
|
2.618 |
1.2191 |
|
1.618 |
1.2068 |
|
1.000 |
1.1993 |
|
0.618 |
1.1946 |
|
HIGH |
1.1870 |
|
0.618 |
1.1823 |
|
0.500 |
1.1809 |
|
0.382 |
1.1794 |
|
LOW |
1.1748 |
|
0.618 |
1.1672 |
|
1.000 |
1.1625 |
|
1.618 |
1.1549 |
|
2.618 |
1.1427 |
|
4.250 |
1.1227 |
|
|
| Fisher Pivots for day following 20-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1836 |
1.1815 |
| PP |
1.1823 |
1.1780 |
| S1 |
1.1809 |
1.1745 |
|