CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 29-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2024 |
29-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2040 |
1.2029 |
-0.0011 |
-0.1% |
1.1696 |
| High |
1.2042 |
1.2050 |
0.0008 |
0.1% |
1.1960 |
| Low |
1.1987 |
1.1922 |
-0.0065 |
-0.5% |
1.1696 |
| Close |
1.2025 |
1.1965 |
-0.0060 |
-0.5% |
1.1949 |
| Range |
0.0056 |
0.0128 |
0.0072 |
129.7% |
0.0265 |
| ATR |
0.0081 |
0.0084 |
0.0003 |
4.1% |
0.0000 |
| Volume |
452 |
493 |
41 |
9.1% |
4,092 |
|
| Daily Pivots for day following 29-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2361 |
1.2291 |
1.2035 |
|
| R3 |
1.2234 |
1.2163 |
1.2000 |
|
| R2 |
1.2106 |
1.2106 |
1.1988 |
|
| R1 |
1.2036 |
1.2036 |
1.1977 |
1.2007 |
| PP |
1.1979 |
1.1979 |
1.1979 |
1.1965 |
| S1 |
1.1908 |
1.1908 |
1.1953 |
1.1880 |
| S2 |
1.1851 |
1.1851 |
1.1942 |
|
| S3 |
1.1724 |
1.1781 |
1.1930 |
|
| S4 |
1.1596 |
1.1653 |
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 |
1.2050 |
1.1863 |
0.0187 |
1.6% |
0.0083 |
0.7% |
55% |
True |
False |
613 |
| 10 |
1.2050 |
1.1620 |
0.0430 |
3.6% |
0.0081 |
0.7% |
80% |
True |
False |
621 |
| 20 |
1.2050 |
1.1600 |
0.0450 |
3.8% |
0.0099 |
0.8% |
81% |
True |
False |
387 |
| 40 |
1.2050 |
1.1281 |
0.0769 |
6.4% |
0.0072 |
0.6% |
89% |
True |
False |
227 |
| 60 |
1.2050 |
1.1279 |
0.0771 |
6.4% |
0.0058 |
0.5% |
89% |
True |
False |
162 |
| 80 |
1.2050 |
1.1180 |
0.0870 |
7.3% |
0.0046 |
0.4% |
90% |
True |
False |
122 |
| 100 |
1.2050 |
1.1140 |
0.0910 |
7.6% |
0.0042 |
0.4% |
91% |
True |
False |
98 |
| 120 |
1.2050 |
1.1140 |
0.0910 |
7.6% |
0.0041 |
0.3% |
91% |
True |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2591 |
|
2.618 |
1.2383 |
|
1.618 |
1.2256 |
|
1.000 |
1.2177 |
|
0.618 |
1.2128 |
|
HIGH |
1.2050 |
|
0.618 |
1.2001 |
|
0.500 |
1.1986 |
|
0.382 |
1.1971 |
|
LOW |
1.1922 |
|
0.618 |
1.1843 |
|
1.000 |
1.1795 |
|
1.618 |
1.1716 |
|
2.618 |
1.1588 |
|
4.250 |
1.1380 |
|
|
| Fisher Pivots for day following 29-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1986 |
1.1986 |
| PP |
1.1979 |
1.1979 |
| S1 |
1.1972 |
1.1972 |
|