CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 04-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2024 |
04-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1896 |
1.1904 |
0.0008 |
0.1% |
1.1974 |
| High |
1.1933 |
1.1955 |
0.0022 |
0.2% |
1.2050 |
| Low |
1.1860 |
1.1881 |
0.0021 |
0.2% |
1.1896 |
| Close |
1.1900 |
1.1946 |
0.0046 |
0.4% |
1.1905 |
| Range |
0.0073 |
0.0074 |
0.0001 |
0.7% |
0.0154 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
3,256 |
7,643 |
4,387 |
134.7% |
2,779 |
|
| Daily Pivots for day following 04-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2148 |
1.2120 |
1.1986 |
|
| R3 |
1.2074 |
1.2047 |
1.1966 |
|
| R2 |
1.2001 |
1.2001 |
1.1959 |
|
| R1 |
1.1973 |
1.1973 |
1.1952 |
1.1987 |
| PP |
1.1927 |
1.1927 |
1.1927 |
1.1934 |
| S1 |
1.1900 |
1.1900 |
1.1939 |
1.1913 |
| S2 |
1.1854 |
1.1854 |
1.1932 |
|
| S3 |
1.1780 |
1.1826 |
1.1925 |
|
| S4 |
1.1707 |
1.1753 |
1.1905 |
|
|
| 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% |
0.0078 |
0.7% |
45% |
False |
False |
2,513 |
| 10 |
1.2050 |
1.1859 |
0.0191 |
1.6% |
0.0073 |
0.6% |
46% |
False |
False |
1,618 |
| 20 |
1.2050 |
1.1600 |
0.0450 |
3.8% |
0.0085 |
0.7% |
77% |
False |
False |
917 |
| 40 |
1.2050 |
1.1325 |
0.0725 |
6.1% |
0.0074 |
0.6% |
86% |
False |
False |
518 |
| 60 |
1.2050 |
1.1279 |
0.0771 |
6.5% |
0.0059 |
0.5% |
87% |
False |
False |
354 |
| 80 |
1.2050 |
1.1180 |
0.0870 |
7.3% |
0.0048 |
0.4% |
88% |
False |
False |
267 |
| 100 |
1.2050 |
1.1140 |
0.0910 |
7.6% |
0.0043 |
0.4% |
89% |
False |
False |
214 |
| 120 |
1.2050 |
1.1140 |
0.0910 |
7.6% |
0.0042 |
0.4% |
89% |
False |
False |
179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2267 |
|
2.618 |
1.2147 |
|
1.618 |
1.2073 |
|
1.000 |
1.2028 |
|
0.618 |
1.2000 |
|
HIGH |
1.1955 |
|
0.618 |
1.1926 |
|
0.500 |
1.1918 |
|
0.382 |
1.1909 |
|
LOW |
1.1881 |
|
0.618 |
1.1836 |
|
1.000 |
1.1808 |
|
1.618 |
1.1762 |
|
2.618 |
1.1689 |
|
4.250 |
1.1569 |
|
|
| Fisher Pivots for day following 04-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1936 |
1.1933 |
| PP |
1.1927 |
1.1920 |
| S1 |
1.1918 |
1.1908 |
|