CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 30-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2024 |
30-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2029 |
1.1952 |
-0.0077 |
-0.6% |
1.1974 |
| High |
1.2050 |
1.1956 |
-0.0094 |
-0.8% |
1.2050 |
| Low |
1.1922 |
1.1896 |
-0.0026 |
-0.2% |
1.1896 |
| Close |
1.1965 |
1.1905 |
-0.0061 |
-0.5% |
1.1905 |
| Range |
0.0128 |
0.0060 |
-0.0068 |
-53.3% |
0.0154 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
493 |
721 |
228 |
46.2% |
2,779 |
|
| Daily Pivots for day following 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2097 |
1.2060 |
1.1937 |
|
| R3 |
1.2038 |
1.2001 |
1.1921 |
|
| R2 |
1.1978 |
1.1978 |
1.1915 |
|
| R1 |
1.1941 |
1.1941 |
1.1910 |
1.1930 |
| PP |
1.1919 |
1.1919 |
1.1919 |
1.1913 |
| S1 |
1.1882 |
1.1882 |
1.1899 |
1.1871 |
| S2 |
1.1859 |
1.1859 |
1.1894 |
|
| S3 |
1.1800 |
1.1822 |
1.1888 |
|
| S4 |
1.1740 |
1.1763 |
1.1872 |
|
|
| Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2411 |
1.2311 |
1.1989 |
|
| R3 |
1.2257 |
1.2158 |
1.1947 |
|
| R2 |
1.2104 |
1.2104 |
1.1933 |
|
| R1 |
1.2004 |
1.2004 |
1.1919 |
1.1977 |
| PP |
1.1950 |
1.1950 |
1.1950 |
1.1937 |
| S1 |
1.1851 |
1.1851 |
1.1890 |
1.1824 |
| S2 |
1.1797 |
1.1797 |
1.1876 |
|
| S3 |
1.1643 |
1.1697 |
1.1862 |
|
| S4 |
1.1490 |
1.1544 |
1.1820 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2050 |
1.1896 |
0.0154 |
1.3% |
0.0075 |
0.6% |
6% |
False |
True |
555 |
| 10 |
1.2050 |
1.1696 |
0.0354 |
3.0% |
0.0078 |
0.7% |
59% |
False |
False |
687 |
| 20 |
1.2050 |
1.1600 |
0.0450 |
3.8% |
0.0092 |
0.8% |
68% |
False |
False |
401 |
| 40 |
1.2050 |
1.1325 |
0.0725 |
6.1% |
0.0071 |
0.6% |
80% |
False |
False |
245 |
| 60 |
1.2050 |
1.1279 |
0.0771 |
6.5% |
0.0059 |
0.5% |
81% |
False |
False |
174 |
| 80 |
1.2050 |
1.1180 |
0.0870 |
7.3% |
0.0046 |
0.4% |
83% |
False |
False |
131 |
| 100 |
1.2050 |
1.1140 |
0.0910 |
7.6% |
0.0043 |
0.4% |
84% |
False |
False |
105 |
| 120 |
1.2050 |
1.1140 |
0.0910 |
7.6% |
0.0041 |
0.3% |
84% |
False |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2208 |
|
2.618 |
1.2111 |
|
1.618 |
1.2052 |
|
1.000 |
1.2015 |
|
0.618 |
1.1992 |
|
HIGH |
1.1956 |
|
0.618 |
1.1933 |
|
0.500 |
1.1926 |
|
0.382 |
1.1919 |
|
LOW |
1.1896 |
|
0.618 |
1.1859 |
|
1.000 |
1.1837 |
|
1.618 |
1.1800 |
|
2.618 |
1.1740 |
|
4.250 |
1.1643 |
|
|
| Fisher Pivots for day following 30-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1926 |
1.1973 |
| PP |
1.1919 |
1.1950 |
| S1 |
1.1912 |
1.1927 |
|