CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 22-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2024 |
22-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1867 |
1.1905 |
0.0038 |
0.3% |
1.1723 |
| High |
1.1919 |
1.1934 |
0.0015 |
0.1% |
1.1764 |
| Low |
1.1859 |
1.1879 |
0.0021 |
0.2% |
1.1600 |
| Close |
1.1919 |
1.1894 |
-0.0025 |
-0.2% |
1.1697 |
| Range |
0.0060 |
0.0055 |
-0.0006 |
-9.2% |
0.0164 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
1,433 |
62 |
-1,371 |
-95.7% |
256 |
|
| Daily Pivots for day following 22-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2066 |
1.2034 |
1.1923 |
|
| R3 |
1.2011 |
1.1980 |
1.1908 |
|
| R2 |
1.1957 |
1.1957 |
1.1903 |
|
| R1 |
1.1925 |
1.1925 |
1.1898 |
1.1914 |
| PP |
1.1902 |
1.1902 |
1.1902 |
1.1896 |
| S1 |
1.1871 |
1.1871 |
1.1889 |
1.1859 |
| S2 |
1.1848 |
1.1848 |
1.1884 |
|
| S3 |
1.1793 |
1.1816 |
1.1879 |
|
| S4 |
1.1739 |
1.1762 |
1.1864 |
|
|
| 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 |
1.1934 |
1.1620 |
0.0314 |
2.6% |
0.0080 |
0.7% |
87% |
True |
False |
630 |
| 10 |
1.1934 |
1.1600 |
0.0334 |
2.8% |
0.0074 |
0.6% |
88% |
True |
False |
336 |
| 20 |
1.2035 |
1.1451 |
0.0584 |
4.9% |
0.0093 |
0.8% |
76% |
False |
False |
246 |
| 40 |
1.2035 |
1.1279 |
0.0757 |
6.4% |
0.0064 |
0.5% |
81% |
False |
False |
152 |
| 60 |
1.2035 |
1.1198 |
0.0837 |
7.0% |
0.0053 |
0.4% |
83% |
False |
False |
111 |
| 80 |
1.2035 |
1.1140 |
0.0895 |
7.5% |
0.0043 |
0.4% |
84% |
False |
False |
84 |
| 100 |
1.2035 |
1.1140 |
0.0895 |
7.5% |
0.0040 |
0.3% |
84% |
False |
False |
67 |
| 120 |
1.2035 |
1.1140 |
0.0895 |
7.5% |
0.0037 |
0.3% |
84% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2165 |
|
2.618 |
1.2076 |
|
1.618 |
1.2022 |
|
1.000 |
1.1988 |
|
0.618 |
1.1967 |
|
HIGH |
1.1934 |
|
0.618 |
1.1913 |
|
0.500 |
1.1906 |
|
0.382 |
1.1900 |
|
LOW |
1.1879 |
|
0.618 |
1.1845 |
|
1.000 |
1.1825 |
|
1.618 |
1.1791 |
|
2.618 |
1.1736 |
|
4.250 |
1.1647 |
|
|
| Fisher Pivots for day following 22-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1906 |
1.1876 |
| PP |
1.1902 |
1.1858 |
| S1 |
1.1898 |
1.1841 |
|