CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 27-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2024 |
27-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1974 |
1.1965 |
-0.0010 |
-0.1% |
1.1696 |
| High |
1.1974 |
1.2042 |
0.0068 |
0.6% |
1.1960 |
| Low |
1.1942 |
1.1941 |
-0.0001 |
0.0% |
1.1696 |
| Close |
1.1959 |
1.2038 |
0.0079 |
0.7% |
1.1949 |
| Range |
0.0033 |
0.0101 |
0.0069 |
210.8% |
0.0265 |
| ATR |
0.0082 |
0.0083 |
0.0001 |
1.7% |
0.0000 |
| Volume |
234 |
879 |
645 |
275.6% |
4,092 |
|
| Daily Pivots for day following 27-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2310 |
1.2275 |
1.2094 |
|
| R3 |
1.2209 |
1.2174 |
1.2066 |
|
| R2 |
1.2108 |
1.2108 |
1.2057 |
|
| R1 |
1.2073 |
1.2073 |
1.2047 |
1.2091 |
| PP |
1.2007 |
1.2007 |
1.2007 |
1.2016 |
| S1 |
1.1972 |
1.1972 |
1.2029 |
1.1990 |
| S2 |
1.1906 |
1.1906 |
1.2019 |
|
| S3 |
1.1805 |
1.1871 |
1.2010 |
|
| S4 |
1.1704 |
1.1770 |
1.1982 |
|
|
| 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 |
1.2042 |
1.1859 |
0.0184 |
1.5% |
0.0069 |
0.6% |
98% |
True |
False |
723 |
| 10 |
1.2042 |
1.1600 |
0.0442 |
3.7% |
0.0079 |
0.7% |
99% |
True |
False |
536 |
| 20 |
1.2042 |
1.1519 |
0.0523 |
4.3% |
0.0096 |
0.8% |
99% |
True |
False |
351 |
| 40 |
1.2042 |
1.1279 |
0.0764 |
6.3% |
0.0069 |
0.6% |
99% |
True |
False |
205 |
| 60 |
1.2042 |
1.1279 |
0.0764 |
6.3% |
0.0055 |
0.5% |
99% |
True |
False |
147 |
| 80 |
1.2042 |
1.1180 |
0.0862 |
7.2% |
0.0045 |
0.4% |
100% |
True |
False |
110 |
| 100 |
1.2042 |
1.1140 |
0.0902 |
7.5% |
0.0041 |
0.3% |
100% |
True |
False |
88 |
| 120 |
1.2042 |
1.1140 |
0.0902 |
7.5% |
0.0039 |
0.3% |
100% |
True |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2471 |
|
2.618 |
1.2306 |
|
1.618 |
1.2205 |
|
1.000 |
1.2143 |
|
0.618 |
1.2104 |
|
HIGH |
1.2042 |
|
0.618 |
1.2003 |
|
0.500 |
1.1992 |
|
0.382 |
1.1980 |
|
LOW |
1.1941 |
|
0.618 |
1.1879 |
|
1.000 |
1.1840 |
|
1.618 |
1.1778 |
|
2.618 |
1.1677 |
|
4.250 |
1.1512 |
|
|
| Fisher Pivots for day following 27-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2023 |
1.2010 |
| PP |
1.2007 |
1.1981 |
| S1 |
1.1992 |
1.1953 |
|