CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 03-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2024 |
03-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1952 |
1.1896 |
-0.0056 |
-0.5% |
1.1974 |
| High |
1.1956 |
1.1933 |
-0.0023 |
-0.2% |
1.2050 |
| Low |
1.1896 |
1.1860 |
-0.0036 |
-0.3% |
1.1896 |
| Close |
1.1905 |
1.1900 |
-0.0005 |
0.0% |
1.1905 |
| Range |
0.0060 |
0.0073 |
0.0014 |
22.7% |
0.0154 |
| ATR |
0.0083 |
0.0083 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
721 |
3,256 |
2,535 |
351.6% |
2,779 |
|
| Daily Pivots for day following 03-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2117 |
1.2081 |
1.1940 |
|
| R3 |
1.2044 |
1.2008 |
1.1920 |
|
| R2 |
1.1971 |
1.1971 |
1.1913 |
|
| R1 |
1.1935 |
1.1935 |
1.1907 |
1.1953 |
| PP |
1.1898 |
1.1898 |
1.1898 |
1.1907 |
| S1 |
1.1862 |
1.1862 |
1.1893 |
1.1880 |
| S2 |
1.1825 |
1.1825 |
1.1887 |
|
| S3 |
1.1752 |
1.1789 |
1.1880 |
|
| S4 |
1.1679 |
1.1716 |
1.1860 |
|
|
| 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 |
1.1860 |
0.0190 |
1.6% |
0.0083 |
0.7% |
21% |
False |
True |
1,160 |
| 10 |
1.2050 |
1.1748 |
0.0302 |
2.5% |
0.0078 |
0.7% |
50% |
False |
False |
961 |
| 20 |
1.2050 |
1.1600 |
0.0450 |
3.8% |
0.0085 |
0.7% |
67% |
False |
False |
535 |
| 40 |
1.2050 |
1.1325 |
0.0725 |
6.1% |
0.0072 |
0.6% |
79% |
False |
False |
327 |
| 60 |
1.2050 |
1.1279 |
0.0771 |
6.5% |
0.0060 |
0.5% |
81% |
False |
False |
226 |
| 80 |
1.2050 |
1.1180 |
0.0870 |
7.3% |
0.0047 |
0.4% |
83% |
False |
False |
172 |
| 100 |
1.2050 |
1.1140 |
0.0910 |
7.6% |
0.0043 |
0.4% |
84% |
False |
False |
137 |
| 120 |
1.2050 |
1.1140 |
0.0910 |
7.6% |
0.0042 |
0.4% |
84% |
False |
False |
115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2243 |
|
2.618 |
1.2124 |
|
1.618 |
1.2051 |
|
1.000 |
1.2006 |
|
0.618 |
1.1978 |
|
HIGH |
1.1933 |
|
0.618 |
1.1905 |
|
0.500 |
1.1897 |
|
0.382 |
1.1888 |
|
LOW |
1.1860 |
|
0.618 |
1.1815 |
|
1.000 |
1.1787 |
|
1.618 |
1.1742 |
|
2.618 |
1.1669 |
|
4.250 |
1.1550 |
|
|
| Fisher Pivots for day following 03-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1899 |
1.1955 |
| PP |
1.1898 |
1.1937 |
| S1 |
1.1897 |
1.1918 |
|