CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 21-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2024 |
21-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1748 |
1.1867 |
0.0120 |
1.0% |
1.1723 |
| High |
1.1870 |
1.1919 |
0.0049 |
0.4% |
1.1764 |
| Low |
1.1748 |
1.1859 |
0.0111 |
0.9% |
1.1600 |
| Close |
1.1850 |
1.1919 |
0.0069 |
0.6% |
1.1697 |
| Range |
0.0123 |
0.0060 |
-0.0063 |
-51.0% |
0.0164 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
1,080 |
1,433 |
353 |
32.7% |
256 |
|
| Daily Pivots for day following 21-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2079 |
1.2059 |
1.1952 |
|
| R3 |
1.2019 |
1.1999 |
1.1935 |
|
| R2 |
1.1959 |
1.1959 |
1.1930 |
|
| R1 |
1.1939 |
1.1939 |
1.1924 |
1.1949 |
| PP |
1.1899 |
1.1899 |
1.1899 |
1.1904 |
| S1 |
1.1879 |
1.1879 |
1.1913 |
1.1889 |
| S2 |
1.1839 |
1.1839 |
1.1908 |
|
| S3 |
1.1779 |
1.1819 |
1.1902 |
|
| S4 |
1.1719 |
1.1759 |
1.1886 |
|
|
| 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 |
1.1919 |
1.1600 |
0.0319 |
2.7% |
0.0094 |
0.8% |
100% |
True |
False |
633 |
| 10 |
1.1919 |
1.1600 |
0.0319 |
2.7% |
0.0084 |
0.7% |
100% |
True |
False |
338 |
| 20 |
1.2035 |
1.1451 |
0.0584 |
4.9% |
0.0095 |
0.8% |
80% |
False |
False |
276 |
| 40 |
1.2035 |
1.1279 |
0.0757 |
6.3% |
0.0063 |
0.5% |
85% |
False |
False |
151 |
| 60 |
1.2035 |
1.1198 |
0.0837 |
7.0% |
0.0052 |
0.4% |
86% |
False |
False |
110 |
| 80 |
1.2035 |
1.1140 |
0.0895 |
7.5% |
0.0043 |
0.4% |
87% |
False |
False |
83 |
| 100 |
1.2035 |
1.1140 |
0.0895 |
7.5% |
0.0039 |
0.3% |
87% |
False |
False |
66 |
| 120 |
1.2035 |
1.1140 |
0.0895 |
7.5% |
0.0038 |
0.3% |
87% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2174 |
|
2.618 |
1.2076 |
|
1.618 |
1.2016 |
|
1.000 |
1.1979 |
|
0.618 |
1.1956 |
|
HIGH |
1.1919 |
|
0.618 |
1.1896 |
|
0.500 |
1.1889 |
|
0.382 |
1.1881 |
|
LOW |
1.1859 |
|
0.618 |
1.1821 |
|
1.000 |
1.1799 |
|
1.618 |
1.1761 |
|
2.618 |
1.1701 |
|
4.250 |
1.1604 |
|
|
| Fisher Pivots for day following 21-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1909 |
1.1881 |
| PP |
1.1899 |
1.1844 |
| S1 |
1.1889 |
1.1807 |
|