CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 26-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2024 |
26-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1899 |
1.1974 |
0.0075 |
0.6% |
1.1696 |
| High |
1.1960 |
1.1974 |
0.0014 |
0.1% |
1.1960 |
| Low |
1.1863 |
1.1942 |
0.0079 |
0.7% |
1.1696 |
| Close |
1.1949 |
1.1959 |
0.0011 |
0.1% |
1.1949 |
| Range |
0.0097 |
0.0033 |
-0.0065 |
-66.5% |
0.0265 |
| ATR |
0.0086 |
0.0082 |
-0.0004 |
-4.4% |
0.0000 |
| Volume |
1,009 |
234 |
-775 |
-76.8% |
4,092 |
|
| Daily Pivots for day following 26-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2056 |
1.2040 |
1.1977 |
|
| R3 |
1.2023 |
1.2007 |
1.1968 |
|
| R2 |
1.1991 |
1.1991 |
1.1965 |
|
| R1 |
1.1975 |
1.1975 |
1.1962 |
1.1967 |
| PP |
1.1958 |
1.1958 |
1.1958 |
1.1954 |
| S1 |
1.1942 |
1.1942 |
1.1956 |
1.1934 |
| S2 |
1.1926 |
1.1926 |
1.1953 |
|
| S3 |
1.1893 |
1.1910 |
1.1950 |
|
| S4 |
1.1861 |
1.1877 |
1.1941 |
|
|
| 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 |
1.1974 |
1.1748 |
0.0227 |
1.9% |
0.0073 |
0.6% |
93% |
True |
False |
763 |
| 10 |
1.1974 |
1.1600 |
0.0374 |
3.1% |
0.0074 |
0.6% |
96% |
True |
False |
452 |
| 20 |
1.2035 |
1.1451 |
0.0584 |
4.9% |
0.0094 |
0.8% |
87% |
False |
False |
307 |
| 40 |
1.2035 |
1.1279 |
0.0757 |
6.3% |
0.0067 |
0.6% |
90% |
False |
False |
183 |
| 60 |
1.2035 |
1.1277 |
0.0759 |
6.3% |
0.0055 |
0.5% |
90% |
False |
False |
132 |
| 80 |
1.2035 |
1.1180 |
0.0855 |
7.1% |
0.0044 |
0.4% |
91% |
False |
False |
99 |
| 100 |
1.2035 |
1.1140 |
0.0895 |
7.5% |
0.0040 |
0.3% |
92% |
False |
False |
79 |
| 120 |
1.2035 |
1.1140 |
0.0895 |
7.5% |
0.0039 |
0.3% |
92% |
False |
False |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2112 |
|
2.618 |
1.2059 |
|
1.618 |
1.2027 |
|
1.000 |
1.2007 |
|
0.618 |
1.1994 |
|
HIGH |
1.1974 |
|
0.618 |
1.1962 |
|
0.500 |
1.1958 |
|
0.382 |
1.1954 |
|
LOW |
1.1942 |
|
0.618 |
1.1921 |
|
1.000 |
1.1909 |
|
1.618 |
1.1889 |
|
2.618 |
1.1856 |
|
4.250 |
1.1803 |
|
|
| Fisher Pivots for day following 26-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1959 |
1.1946 |
| PP |
1.1958 |
1.1932 |
| S1 |
1.1958 |
1.1919 |
|