CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 23-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2024 |
23-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1905 |
1.1899 |
-0.0006 |
0.0% |
1.1696 |
| High |
1.1934 |
1.1960 |
0.0027 |
0.2% |
1.1960 |
| Low |
1.1879 |
1.1863 |
-0.0016 |
-0.1% |
1.1696 |
| Close |
1.1894 |
1.1949 |
0.0055 |
0.5% |
1.1949 |
| Range |
0.0055 |
0.0097 |
0.0043 |
78.0% |
0.0265 |
| ATR |
0.0085 |
0.0086 |
0.0001 |
1.0% |
0.0000 |
| Volume |
62 |
1,009 |
947 |
1,527.4% |
4,092 |
|
| Daily Pivots for day following 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2215 |
1.2179 |
1.2002 |
|
| R3 |
1.2118 |
1.2082 |
1.1975 |
|
| R2 |
1.2021 |
1.2021 |
1.1966 |
|
| R1 |
1.1985 |
1.1985 |
1.1957 |
1.2003 |
| PP |
1.1924 |
1.1924 |
1.1924 |
1.1933 |
| S1 |
1.1888 |
1.1888 |
1.1940 |
1.1906 |
| S2 |
1.1827 |
1.1827 |
1.1931 |
|
| S3 |
1.1730 |
1.1791 |
1.1922 |
|
| S4 |
1.1633 |
1.1694 |
1.1895 |
|
|
| Weekly Pivots for week ending 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2662 |
1.2570 |
1.2094 |
|
| R3 |
1.2397 |
1.2305 |
1.2021 |
|
| R2 |
1.2133 |
1.2133 |
1.1997 |
|
| R1 |
1.2041 |
1.2041 |
1.1973 |
1.2087 |
| PP |
1.1868 |
1.1868 |
1.1868 |
1.1891 |
| S1 |
1.1776 |
1.1776 |
1.1924 |
1.1822 |
| S2 |
1.1604 |
1.1604 |
1.1900 |
|
| S3 |
1.1339 |
1.1512 |
1.1876 |
|
| S4 |
1.1075 |
1.1247 |
1.1803 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1960 |
1.1696 |
0.0265 |
2.2% |
0.0081 |
0.7% |
96% |
True |
False |
818 |
| 10 |
1.1960 |
1.1600 |
0.0360 |
3.0% |
0.0079 |
0.7% |
97% |
True |
False |
434 |
| 20 |
1.2035 |
1.1451 |
0.0584 |
4.9% |
0.0095 |
0.8% |
85% |
False |
False |
296 |
| 40 |
1.2035 |
1.1279 |
0.0757 |
6.3% |
0.0067 |
0.6% |
89% |
False |
False |
177 |
| 60 |
1.2035 |
1.1277 |
0.0759 |
6.3% |
0.0054 |
0.5% |
89% |
False |
False |
128 |
| 80 |
1.2035 |
1.1140 |
0.0895 |
7.5% |
0.0044 |
0.4% |
90% |
False |
False |
96 |
| 100 |
1.2035 |
1.1140 |
0.0895 |
7.5% |
0.0041 |
0.3% |
90% |
False |
False |
77 |
| 120 |
1.2035 |
1.1140 |
0.0895 |
7.5% |
0.0038 |
0.3% |
90% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2372 |
|
2.618 |
1.2214 |
|
1.618 |
1.2117 |
|
1.000 |
1.2057 |
|
0.618 |
1.2020 |
|
HIGH |
1.1960 |
|
0.618 |
1.1923 |
|
0.500 |
1.1912 |
|
0.382 |
1.1900 |
|
LOW |
1.1863 |
|
0.618 |
1.1803 |
|
1.000 |
1.1766 |
|
1.618 |
1.1706 |
|
2.618 |
1.1609 |
|
4.250 |
1.1451 |
|
|
| Fisher Pivots for day following 23-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1936 |
1.1935 |
| PP |
1.1924 |
1.1922 |
| S1 |
1.1912 |
1.1909 |
|