CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 05-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2024 |
05-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1904 |
1.1950 |
0.0047 |
0.4% |
1.1974 |
| High |
1.1955 |
1.1990 |
0.0035 |
0.3% |
1.2050 |
| Low |
1.1881 |
1.1913 |
0.0032 |
0.3% |
1.1896 |
| Close |
1.1946 |
1.1970 |
0.0024 |
0.2% |
1.1905 |
| Range |
0.0074 |
0.0077 |
0.0003 |
4.1% |
0.0154 |
| ATR |
0.0082 |
0.0082 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
7,643 |
7,483 |
-160 |
-2.1% |
2,779 |
|
| Daily Pivots for day following 05-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2187 |
1.2155 |
1.2012 |
|
| R3 |
1.2110 |
1.2078 |
1.1991 |
|
| R2 |
1.2034 |
1.2034 |
1.1984 |
|
| R1 |
1.2002 |
1.2002 |
1.1977 |
1.2018 |
| PP |
1.1957 |
1.1957 |
1.1957 |
1.1965 |
| S1 |
1.1925 |
1.1925 |
1.1962 |
1.1941 |
| S2 |
1.1881 |
1.1881 |
1.1955 |
|
| S3 |
1.1804 |
1.1849 |
1.1948 |
|
| S4 |
1.1728 |
1.1772 |
1.1927 |
|
|
| 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% |
0.0082 |
0.7% |
58% |
False |
False |
3,919 |
| 10 |
1.2050 |
1.1860 |
0.0190 |
1.6% |
0.0075 |
0.6% |
58% |
False |
False |
2,223 |
| 20 |
1.2050 |
1.1600 |
0.0450 |
3.8% |
0.0079 |
0.7% |
82% |
False |
False |
1,281 |
| 40 |
1.2050 |
1.1352 |
0.0698 |
5.8% |
0.0076 |
0.6% |
89% |
False |
False |
705 |
| 60 |
1.2050 |
1.1279 |
0.0771 |
6.4% |
0.0060 |
0.5% |
90% |
False |
False |
473 |
| 80 |
1.2050 |
1.1180 |
0.0870 |
7.3% |
0.0049 |
0.4% |
91% |
False |
False |
361 |
| 100 |
1.2050 |
1.1140 |
0.0910 |
7.6% |
0.0044 |
0.4% |
91% |
False |
False |
289 |
| 120 |
1.2050 |
1.1140 |
0.0910 |
7.6% |
0.0042 |
0.4% |
91% |
False |
False |
241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2315 |
|
2.618 |
1.2190 |
|
1.618 |
1.2113 |
|
1.000 |
1.2066 |
|
0.618 |
1.2037 |
|
HIGH |
1.1990 |
|
0.618 |
1.1960 |
|
0.500 |
1.1951 |
|
0.382 |
1.1942 |
|
LOW |
1.1913 |
|
0.618 |
1.1866 |
|
1.000 |
1.1837 |
|
1.618 |
1.1789 |
|
2.618 |
1.1713 |
|
4.250 |
1.1588 |
|
|
| Fisher Pivots for day following 05-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1963 |
1.1955 |
| PP |
1.1957 |
1.1940 |
| S1 |
1.1951 |
1.1925 |
|