CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 28-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2024 |
28-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1965 |
1.2040 |
0.0076 |
0.6% |
1.1696 |
| High |
1.2042 |
1.2042 |
0.0000 |
0.0% |
1.1960 |
| Low |
1.1941 |
1.1987 |
0.0046 |
0.4% |
1.1696 |
| Close |
1.2038 |
1.2025 |
-0.0013 |
-0.1% |
1.1949 |
| Range |
0.0101 |
0.0056 |
-0.0046 |
-45.0% |
0.0265 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
879 |
452 |
-427 |
-48.6% |
4,092 |
|
| Daily Pivots for day following 28-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2184 |
1.2160 |
1.2056 |
|
| R3 |
1.2129 |
1.2105 |
1.2040 |
|
| R2 |
1.2073 |
1.2073 |
1.2035 |
|
| R1 |
1.2049 |
1.2049 |
1.2030 |
1.2034 |
| PP |
1.2018 |
1.2018 |
1.2018 |
1.2010 |
| S1 |
1.1994 |
1.1994 |
1.2020 |
1.1978 |
| S2 |
1.1962 |
1.1962 |
1.2015 |
|
| S3 |
1.1907 |
1.1938 |
1.2010 |
|
| S4 |
1.1851 |
1.1883 |
1.1994 |
|
|
| 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 |
1.1863 |
0.0179 |
1.5% |
0.0068 |
0.6% |
91% |
True |
False |
527 |
| 10 |
1.2042 |
1.1600 |
0.0442 |
3.7% |
0.0081 |
0.7% |
96% |
True |
False |
580 |
| 20 |
1.2042 |
1.1583 |
0.0460 |
3.8% |
0.0095 |
0.8% |
96% |
True |
False |
370 |
| 40 |
1.2042 |
1.1281 |
0.0762 |
6.3% |
0.0070 |
0.6% |
98% |
True |
False |
215 |
| 60 |
1.2042 |
1.1279 |
0.0764 |
6.3% |
0.0056 |
0.5% |
98% |
True |
False |
154 |
| 80 |
1.2042 |
1.1180 |
0.0862 |
7.2% |
0.0044 |
0.4% |
98% |
True |
False |
116 |
| 100 |
1.2042 |
1.1140 |
0.0902 |
7.5% |
0.0041 |
0.3% |
98% |
True |
False |
93 |
| 120 |
1.2042 |
1.1140 |
0.0902 |
7.5% |
0.0040 |
0.3% |
98% |
True |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2278 |
|
2.618 |
1.2187 |
|
1.618 |
1.2132 |
|
1.000 |
1.2098 |
|
0.618 |
1.2076 |
|
HIGH |
1.2042 |
|
0.618 |
1.2021 |
|
0.500 |
1.2014 |
|
0.382 |
1.2008 |
|
LOW |
1.1987 |
|
0.618 |
1.1952 |
|
1.000 |
1.1931 |
|
1.618 |
1.1897 |
|
2.618 |
1.1841 |
|
4.250 |
1.1751 |
|
|
| Fisher Pivots for day following 28-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2021 |
1.2014 |
| PP |
1.2018 |
1.2003 |
| S1 |
1.2014 |
1.1992 |
|